PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.81
Theta: -1.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 28.15 | -36.65 | 36.20 | 4,843 | 691 | 911 | |||||||||
| 14 Sept | 1219.00 | 60.4 | -8.05 | 33.11 | 100 | 11 | 131 | |||||||||
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| 17 Aug | 1151.30 | 50 | -4.15 | 34.51 | 31 | 0 | 35 | |||||||||
For One 97 Communications Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.50
Historical price for 1180 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 28.15, which was -36.65 lower than the previous day. The implied volatity was 36.20, the open interest changed by 691 which increased total open position to 911
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 60.4, which was -8.05 lower than the previous day. The implied volatity was 33.11, the open interest changed by 11 which increased total open position to 131
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 50, which was -4.15 lower than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 35
| PAYTM 30SEP2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.81
Theta: -1.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 33.15 | 23.85 | 38.60 | 6,499 | 292 | 1,345 |
| 14 Sept | 1219.00 | 19.3 | -0.1 | 34.70 | 561 | 40 | 960 |
| 17 Aug | 1151.30 | 154.2 | 0 | - | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.50
Historical price for 1180 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 33.15, which was 23.85 higher than the previous day. The implied volatity was 38.60, the open interest changed by 292 which increased total open position to 1345
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 19.3, which was -0.1 lower than the previous day. The implied volatity was 34.70, the open interest changed by 40 which increased total open position to 960
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 154.2, 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
