PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.79
Theta: -1.51
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 1177.20 | 39.5 | -36.7 | 37.27 | 822 | 85 | 165 | |||||||||
| 14 Sept | 1219.00 | 78 | -5.1 | 37.19 | 22 | 6 | 81 | |||||||||
| 17 Aug | 1151.30 | 59 | -3.15 | 34.44 | 95 | 30 | 94 | |||||||||
For One 97 Communications Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.60
Historical price for 1160 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 39.5, which was -36.7 lower than the previous day. The implied volatity was 37.27, the open interest changed by 85 which increased total open position to 165
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 78, which was -5.1 lower than the previous day. The implied volatity was 37.19, the open interest changed by 6 which increased total open position to 81
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 59, which was -3.15 lower than the previous day. The implied volatity was 34.44, the open interest changed by 30 which increased total open position to 94
| PAYTM 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.79
Theta: -1.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 24.85 | 19.15 | 40.62 | 7,042 | -163 | 819 |
| 14 Sept | 1219.00 | 13.5 | -0.35 | 34.83 | 603 | 100 | 627 |
| 17 Aug | 1151.30 | 59.7 | 2.7 | 37.82 | 97 | 58 | 84 |
For One 97 Communications Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.40
Historical price for 1160 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 24.85, which was 19.15 higher than the previous day. The implied volatity was 40.62, the open interest changed by -163 which decreased total open position to 819
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 13.5, which was -0.35 lower than the previous day. The implied volatity was 34.83, the open interest changed by 100 which increased total open position to 627
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 59.7, which was 2.7 higher than the previous day. The implied volatity was 37.82, the open interest changed by 58 which increased total open position to 84
