PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.51
Theta: -1.20
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 84 | -53.75 | 41.46 | 96 | -6 | 154 | |||||||||
| 14 Sept | 1219.00 | 124.2 | -8.8 | 30.52 | 160 | -82 | 161 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1151.30 | 90.45 | -5.55 | 32.70 | 20 | 4 | 50 | |||||||||
For One 97 Communications Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.83
Historical price for 1100 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 84, which was -53.75 lower than the previous day. The implied volatity was 41.46, the open interest changed by -6 which decreased total open position to 154
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 124.2, which was -8.8 lower than the previous day. The implied volatity was 30.52, the open interest changed by -82 which decreased total open position to 161
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 90.45, which was -5.55 lower than the previous day. The implied volatity was 32.70, the open interest changed by 4 which increased total open position to 50
| PAYTM 30SEP2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.54
Theta: -1.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 9.5 | 7.85 | 45.18 | 5,661 | 407 | 1,123 |
| 14 Sept | 1219.00 | 4.4 | -0.85 | 36.95 | 552 | 6 | 893 |
| 17 Aug | 1151.30 | 106.35 | 0 | 4.49 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.18
Historical price for 1100 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 9.5, which was 7.85 higher than the previous day. The implied volatity was 45.18, the open interest changed by 407 which increased total open position to 1123
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 36.95, the open interest changed by 6 which increased total open position to 893
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 106.35, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
