PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.27
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1177.20 | 2.65 | -4.3 | 43.67 | 2,690 | 202 | 884 | |||||||||
| 14 Sept | 1219.00 | 8.5 | -2.85 | 35.09 | 689 | -15 | 807 | |||||||||
For One 97 Communications Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.07
Historical price for 1320 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 2.65, which was -4.3 lower than the previous day. The implied volatity was 43.67, the open interest changed by 202 which increased total open position to 884
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 8.5, which was -2.85 lower than the previous day. The implied volatity was 35.09, the open interest changed by -15 which decreased total open position to 807
| PAYTM 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.35
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 147.45 | 52.4 | 49.36 | 31 | -3 | 95 |
| 14 Sept | 1219.00 | 92.7 | 0 | 0.00 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.90
Historical price for 1320 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 147.45, which was 52.4 higher than the previous day. The implied volatity was 49.36, the open interest changed by -3 which decreased total open position to 95
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 92.7, 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
