PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.62
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 68.65 | -50.1 | 40.79 | 63 | 12 | 34 | |||||||||
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| 14 Sept | 1219.00 | 109.4 | -10.05 | 37.20 | 12 | 5 | 8 | |||||||||
| 17 Aug | 1151.30 | 77.3 | -20.25 | 32.33 | 3 | 2 | 11 | |||||||||
For One 97 Communications Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.77
Historical price for 1120 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 68.65, which was -50.1 lower than the previous day. The implied volatity was 40.79, the open interest changed by 12 which increased total open position to 34
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 109.4, which was -10.05 lower than the previous day. The implied volatity was 37.20, the open interest changed by 5 which increased total open position to 8
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 77.3, which was -20.25 lower than the previous day. The implied volatity was 32.33, the open interest changed by 2 which increased total open position to 11
| PAYTM 30SEP2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.64
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 13.15 | 11.05 | 43.15 | 3,834 | -457 | 476 |
| 14 Sept | 1219.00 | 6.25 | -1 | 35.73 | 343 | 19 | 956 |
| 17 Aug | 1151.30 | 242.75 | 0 | 3.13 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.24
Historical price for 1120 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 13.15, which was 11.05 higher than the previous day. The implied volatity was 43.15, the open interest changed by -457 which decreased total open position to 476
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 6.25, which was -1 lower than the previous day. The implied volatity was 35.73, the open interest changed by 19 which increased total open position to 956
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
