PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.51
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 6.75 | -13.15 | 38.86 | 6,605 | 400 | 2,805 | |||||||||
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| 14 Sept | 1219.00 | 21.1 | -5.5 | 33.52 | 1,802 | 114 | 2,039 | |||||||||
| 17 Aug | 1151.30 | 24.3 | -2.35 | 35.00 | 177 | 20 | 150 | |||||||||
For One 97 Communications Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.17
Historical price for 1260 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 6.75, which was -13.15 lower than the previous day. The implied volatity was 38.86, the open interest changed by 400 which increased total open position to 2805
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 21.1, which was -5.5 lower than the previous day. The implied volatity was 33.52, the open interest changed by 114 which increased total open position to 2039
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 24.3, which was -2.35 lower than the previous day. The implied volatity was 35.00, the open interest changed by 20 which increased total open position to 150
| PAYTM 30SEP2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.55
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 91.75 | 47.6 | 42.53 | 363 | -50 | 563 |
| 14 Sept | 1219.00 | 60.7 | 4.4 | 36.08 | 319 | 16 | 583 |
| 17 Aug | 1151.30 | 127.5 | 12.5 | 41.43 | 24 | 24 | 23 |
For One 97 Communications Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.81
Historical price for 1260 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 91.75, which was 47.6 higher than the previous day. The implied volatity was 42.53, the open interest changed by -50 which decreased total open position to 563
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 60.7, which was 4.4 higher than the previous day. The implied volatity was 36.08, the open interest changed by 16 which increased total open position to 583
On 17 Aug PAYTM was trading at 1151.30. The strike last trading price was 127.5, which was 12.5 higher than the previous day. The implied volatity was 41.43, the open interest changed by 24 which increased total open position to 23
