ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:34 AM IST
ZOMATO 26DEC2024 340 CE | ||||||||||
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Delta: 0.05
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 291.80 | 0.45 | -0.15 | 43.39 | 278 | -1 | 999 | |||
11 Dec | 291.80 | 0.6 | -0.30 | 45.09 | 965 | 4 | 998 | |||
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10 Dec | 295.85 | 0.9 | -0.10 | 43.54 | 737 | 72 | 996 | |||
9 Dec | 295.30 | 1 | -0.55 | 43.48 | 1,643 | 228 | 922 | |||
6 Dec | 302.95 | 1.55 | -0.40 | 38.90 | 2,301 | 384 | 690 | |||
5 Dec | 299.35 | 1.95 | 43.49 | 1,373 | 311 | 311 |
For Zomato Limited - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.05
Historical price for 340 CE is as follows
On 12 Dec ZOMATO was trading at 291.80. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 43.39, the open interest changed by -1 which decreased total open position to 999
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 45.09, the open interest changed by 4 which increased total open position to 998
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 43.54, the open interest changed by 72 which increased total open position to 996
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 43.48, the open interest changed by 228 which increased total open position to 922
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 38.90, the open interest changed by 384 which increased total open position to 690
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 43.49, the open interest changed by 311 which increased total open position to 311
ZOMATO 26DEC2024 340 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 291.80 | 45.2 | -4.80 | - | 1 | 0 | 27 |
11 Dec | 291.80 | 50 | 7.00 | 65.97 | 2 | 0 | 27 |
10 Dec | 295.85 | 43 | -2.55 | 38.18 | 7 | -1 | 27 |
9 Dec | 295.30 | 45.55 | 7.55 | 57.98 | 8 | 1 | 29 |
6 Dec | 302.95 | 38 | -2.00 | 43.84 | 17 | -4 | 23 |
5 Dec | 299.35 | 40 | 35.92 | 37 | 27 | 27 |
For Zomato Limited - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -
Historical price for 340 PE is as follows
On 12 Dec ZOMATO was trading at 291.80. The strike last trading price was 45.2, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 50, which was 7.00 higher than the previous day. The implied volatity was 65.97, the open interest changed by 0 which decreased total open position to 27
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 43, which was -2.55 lower than the previous day. The implied volatity was 38.18, the open interest changed by -1 which decreased total open position to 27
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 45.55, which was 7.55 higher than the previous day. The implied volatity was 57.98, the open interest changed by 1 which increased total open position to 29
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 38, which was -2.00 lower than the previous day. The implied volatity was 43.84, the open interest changed by -4 which decreased total open position to 23
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 35.92, the open interest changed by 27 which increased total open position to 27