PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.22
Theta: -0.47
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 2 | -2.9 | 45.26 | 1,809 | -188 | 732 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1219.00 | 6.55 | -1.85 | 36.27 | 759 | 46 | 992 | |||||||||
For One 97 Communications Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.05
Historical price for 1340 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 2, which was -2.9 lower than the previous day. The implied volatity was 45.26, the open interest changed by -188 which decreased total open position to 732
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 6.55, which was -1.85 lower than the previous day. The implied volatity was 36.27, the open interest changed by 46 which increased total open position to 992
| PAYTM 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.33
Theta: -0.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 167.35 | 57.35 | 53.89 | 28 | 0 | 29 |
| 14 Sept | 1219.00 | 123.1 | 0 | 0.00 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.91
Historical price for 1340 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 167.35, which was 57.35 higher than the previous day. The implied volatity was 53.89, the open interest changed by 0 which decreased total open position to 29
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 123.1, 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
