PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.29
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 181 | -42.1 | 68.26 | 28 | -5 | 64 | |||||||||
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| 14 Sept | 1219.00 | 223.05 | -16.85 | 47.95 | 16 | -6 | 66 | |||||||||
| 17 Aug | 1151.30 | 170 | -2 | 34.92 | 3 | 1 | 6 | |||||||||
For One 97 Communications Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.92
Historical price for 1000 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 181, which was -42.1 lower than the previous day. The implied volatity was 68.26, the open interest changed by -5 which decreased total open position to 64
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 223.05, which was -16.85 lower than the previous day. The implied volatity was 47.95, the open interest changed by -6 which decreased total open position to 66
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 170, which was -2 lower than the previous day. The implied volatity was 34.92, the open interest changed by 1 which increased total open position to 6
| PAYTM 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.21
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 2.6 | 2.1 | 58.76 | 945 | 205 | 287 |
| 14 Sept | 1219.00 | 0.9 | -0.2 | 44.99 | 47 | -8 | 210 |
| 17 Aug | 1151.30 | 9.5 | 0.45 | 37.90 | 678 | 38 | 111 |
For One 97 Communications Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.05
Historical price for 1000 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 2.6, which was 2.1 higher than the previous day. The implied volatity was 58.76, the open interest changed by 205 which increased total open position to 287
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 44.99, the open interest changed by -8 which decreased total open position to 210
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 9.5, which was 0.45 higher than the previous day. The implied volatity was 37.90, the open interest changed by 38 which increased total open position to 111
