PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1360 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.19
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 1.65 | -2.05 | 47.50 | 1,679 | -18 | 903 | |||||||||
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| 14 Sept | 1219.00 | 5.2 | -1.25 | 37.68 | 894 | 219 | 1,034 | |||||||||
For One 97 Communications Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.04
Historical price for 1360 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 1.65, which was -2.05 lower than the previous day. The implied volatity was 47.50, the open interest changed by -18 which decreased total open position to 903
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 5.2, which was -1.25 lower than the previous day. The implied volatity was 37.68, the open interest changed by 219 which increased total open position to 1034
| PAYTM 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 160.45 | 31.75 | - | 3 | -1 | 55 |
| 14 Sept | 1219.00 | 143.3 | 31.3 | 40.64 | 20 | 7 | 52 |
For One 97 Communications Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -
Historical price for 1360 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 160.45, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 55
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 143.3, which was 31.3 higher than the previous day. The implied volatity was 40.64, the open interest changed by 7 which increased total open position to 52
