PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.49
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 105.2 | -61.5 | 51.27 | 28 | 4 | 24 | |||||||||
| 14 Sept | 1219.00 | 166.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1151.30 | 102.4 | -22.9 | 31.32 | 10 | -2 | 53 | |||||||||
For One 97 Communications Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.84
Historical price for 1080 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 105.2, which was -61.5 lower than the previous day. The implied volatity was 51.27, the open interest changed by 4 which increased total open position to 24
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 166.7, 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 102.4, which was -22.9 lower than the previous day. The implied volatity was 31.32, the open interest changed by -2 which decreased total open position to 53
| PAYTM 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.45
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 6.85 | 5.6 | 46.79 | 1,327 | 154 | 444 |
| 14 Sept | 1219.00 | 3.05 | -0.7 | 38.11 | 87 | -4 | 333 |
| 17 Aug | 1151.30 | 27 | 2.35 | 37.74 | 68 | 11 | 121 |
For One 97 Communications Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.14
Historical price for 1080 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 6.85, which was 5.6 higher than the previous day. The implied volatity was 46.79, the open interest changed by 154 which increased total open position to 444
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 38.11, the open interest changed by -4 which decreased total open position to 333
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 27, which was 2.35 higher than the previous day. The implied volatity was 37.74, the open interest changed by 11 which increased total open position to 121
