PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 28OCT2025 1200 CE | ||||||||||||||||
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Delta: 0.49
Vega: 1.53
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 52 | -27.9 | 38.27 | 361 | 160 | 215 | |||||||||
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| 14 Sept | 1219.00 | 80 | -3 | 36.96 | 8 | 1 | 31 | |||||||||
For One 97 Communications Ltd - strike price 1200 expiring on 28OCT2025
Delta for 1200 CE is 0.49
Historical price for 1200 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 52, which was -27.9 lower than the previous day. The implied volatity was 38.27, the open interest changed by 160 which increased total open position to 215
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 80, which was -3 lower than the previous day. The implied volatity was 36.96, the open interest changed by 1 which increased total open position to 31
| PAYTM 28OCT2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 1.53
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 69.5 | 30.3 | 40.39 | 204 | 47 | 125 |
| 14 Sept | 1219.00 | 48 | 1.45 | 36.85 | 19 | 7 | 34 |
For One 97 Communications Ltd - strike price 1200 expiring on 28OCT2025
Delta for 1200 PE is -0.51
Historical price for 1200 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 69.5, which was 30.3 higher than the previous day. The implied volatity was 40.39, the open interest changed by 47 which increased total open position to 125
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 48, which was 1.45 higher than the previous day. The implied volatity was 36.85, the open interest changed by 7 which increased total open position to 34
