PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.78
Theta: -1.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 19.2 | -30.9 | 35.47 | 8,543 | 1,215 | 1,930 | |||||||||
| 14 Sept | 1219.00 | 47.75 | -8.1 | 33.01 | 398 | -8 | 802 | |||||||||
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| 17 Aug | 1151.30 | 42.5 | -3.3 | 34.85 | 282 | 62 | 294 | |||||||||
For One 97 Communications Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.39
Historical price for 1200 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 19.2, which was -30.9 lower than the previous day. The implied volatity was 35.47, the open interest changed by 1215 which increased total open position to 1930
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 47.75, which was -8.1 lower than the previous day. The implied volatity was 33.01, the open interest changed by -8 which decreased total open position to 802
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 42.5, which was -3.3 lower than the previous day. The implied volatity was 34.85, the open interest changed by 62 which increased total open position to 294
| PAYTM 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.79
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 45 | 30.6 | 39.56 | 5,732 | -57 | 1,449 |
| 14 Sept | 1219.00 | 26.65 | 1 | 34.56 | 1,159 | -19 | 1,547 |
| 17 Aug | 1151.30 | 80.05 | 0.1 | 36.63 | 76 | 45 | 148 |
For One 97 Communications Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.60
Historical price for 1200 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 45, which was 30.6 higher than the previous day. The implied volatity was 39.56, the open interest changed by -57 which decreased total open position to 1449
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 26.65, which was 1 higher than the previous day. The implied volatity was 34.56, the open interest changed by -19 which decreased total open position to 1547
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 80.05, which was 0.1 higher than the previous day. The implied volatity was 36.63, the open interest changed by 45 which increased total open position to 148
