PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
28 Sep 2025 10:09 PM IST
| PAYTM 28-OCT-2025 1180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 1.28
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1125.20 | 33.5 | -7.05 | 39.10 | 209 | 45 | 226 | |||||||||
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| 21 Sept | 1177.20 | 61.5 | -87.05 | 38.48 | 44 | 24 | 22 | |||||||||
| 14 Sept | 1219.00 | 148.55 | 0 | - | 0 | 0 | 0 | |||||||||
For One 97 Communications Ltd - strike price 1180 expiring on 28OCT2025
Delta for 1180 CE is 0.39
Historical price for 1180 CE is as follows
On 28 Sept PAYTM was trading at 1125.20. The strike last trading price was 33.5, which was -7.05 lower than the previous day. The implied volatity was 39.10, the open interest changed by 45 which increased total open position to 226
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 61.5, which was -87.05 lower than the previous day. The implied volatity was 38.48, the open interest changed by 24 which increased total open position to 22
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 148.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PAYTM 28OCT2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 1.28
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1125.20 | 81.05 | 11.5 | 41.17 | 32 | -4 | 48 |
| 21 Sept | 1177.20 | 59.5 | -26.3 | 40.81 | 18 | 12 | 10 |
| 14 Sept | 1219.00 | 85.8 | 0 | 3.42 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1180 expiring on 28OCT2025
Delta for 1180 PE is -0.60
Historical price for 1180 PE is as follows
On 28 Sept PAYTM was trading at 1125.20. The strike last trading price was 81.05, which was 11.5 higher than the previous day. The implied volatity was 41.17, the open interest changed by -4 which decreased total open position to 48
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 59.5, which was -26.3 lower than the previous day. The implied volatity was 40.81, the open interest changed by 12 which increased total open position to 10
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 85.8, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
