PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.72
Theta: -1.49
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 53.6 | -44.8 | 39.45 | 279 | 43 | 73 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1219.00 | 112.6 | 0.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1151.30 | 66.25 | -6.75 | 32.59 | 39 | 15 | 22 | |||||||||
For One 97 Communications Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.69
Historical price for 1140 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 53.6, which was -44.8 lower than the previous day. The implied volatity was 39.45, the open interest changed by 43 which increased total open position to 73
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 112.6, which was 0.35 higher 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 66.25, which was -6.75 lower than the previous day. The implied volatity was 32.59, the open interest changed by 15 which increased total open position to 22
| PAYTM 30SEP2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.73
Theta: -1.28
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 18.25 | 14.65 | 42.06 | 4,076 | 247 | 630 |
| 14 Sept | 1219.00 | 9.4 | -0.5 | 35.39 | 345 | 27 | 403 |
| 17 Aug | 1151.30 | 129.2 | 0 | 1.79 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.32
Historical price for 1140 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 18.25, which was 14.65 higher than the previous day. The implied volatity was 42.06, the open interest changed by 247 which increased total open position to 630
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 9.4, which was -0.5 lower than the previous day. The implied volatity was 35.39, the open interest changed by 27 which increased total open position to 403
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 129.2, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
