PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.35
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 120.9 | -70.1 | 48.11 | 16 | 6 | 8 | |||||||||
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| 14 Sept | 1219.00 | 191 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1151.30 | 131 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For One 97 Communications Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.90
Historical price for 1060 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 120.9, which was -70.1 lower than the previous day. The implied volatity was 48.11, the open interest changed by 6 which increased total open position to 8
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 191, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 131, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PAYTM 30SEP2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.37
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 5.15 | 4.1 | 49.33 | 816 | 168 | 257 |
| 14 Sept | 1219.00 | 2.25 | -0.5 | 39.85 | 24 | 5 | 161 |
| 17 Aug | 1151.30 | 85.85 | 0 | 7.10 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.10
Historical price for 1060 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 5.15, which was 4.1 higher than the previous day. The implied volatity was 49.33, the open interest changed by 168 which increased total open position to 257
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 39.85, the open interest changed by 5 which increased total open position to 161
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 85.85, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
