PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.71
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 13.5 | -24.1 | 36.39 | 7,221 | 575 | 1,478 | |||||||||
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| 14 Sept | 1219.00 | 36.6 | -7.55 | 32.68 | 1,293 | 168 | 878 | |||||||||
| 17 Aug | 1151.30 | 35.95 | -4.35 | 35.17 | 48 | 41 | 42 | |||||||||
For One 97 Communications Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.30
Historical price for 1220 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 13.5, which was -24.1 lower than the previous day. The implied volatity was 36.39, the open interest changed by 575 which increased total open position to 1478
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 36.6, which was -7.55 lower than the previous day. The implied volatity was 32.68, the open interest changed by 168 which increased total open position to 878
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 35.95, which was -4.35 lower than the previous day. The implied volatity was 35.17, the open interest changed by 41 which increased total open position to 42
| PAYTM 30SEP2025 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.72
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 58.15 | 36.1 | 39.36 | 2,543 | -296 | 688 |
| 14 Sept | 1219.00 | 35.55 | 1.35 | 34.31 | 1,417 | 132 | 756 |
| 17 Aug | 1151.30 | 93.65 | 0 | 0.00 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.69
Historical price for 1220 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 58.15, which was 36.1 higher than the previous day. The implied volatity was 39.36, the open interest changed by -296 which decreased total open position to 688
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 35.55, which was 1.35 higher than the previous day. The implied volatity was 34.31, the open interest changed by 132 which increased total open position to 756
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 93.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
