PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.61
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1177.20 | 9.55 | -17.95 | 37.90 | 8,844 | 613 | 2,286 | |||||||||
| 14 Sept | 1219.00 | 27.9 | -6.7 | 32.99 | 2,311 | 110 | 1,305 | |||||||||
| 17 Aug | 1151.30 | 34.5 | 0 | 4.81 | 0 | 0 | 0 | |||||||||
For One 97 Communications Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.22
Historical price for 1240 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 9.55, which was -17.95 lower than the previous day. The implied volatity was 37.90, the open interest changed by 613 which increased total open position to 2286
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 27.9, which was -6.7 lower than the previous day. The implied volatity was 32.99, the open interest changed by 110 which increased total open position to 1305
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 34.5, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
| PAYTM 30SEP2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.62
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 73.4 | 41.65 | 38.86 | 939 | -87 | 797 |
| 14 Sept | 1219.00 | 46.9 | 3 | 34.77 | 821 | 45 | 680 |
| 17 Aug | 1151.30 | 100.75 | 0 | 0.00 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.77
Historical price for 1240 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 73.4, which was 41.65 higher than the previous day. The implied volatity was 38.86, the open interest changed by -87 which decreased total open position to 797
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 46.9, which was 3 higher than the previous day. The implied volatity was 34.77, the open interest changed by 45 which increased total open position to 680
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 100.75, 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
