PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
21 Sep 2025 04:15 PM IST
| PAYTM 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.13
Theta: -0.31
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1177.20 | 1.05 | -1 | 50.94 | 2,469 | -378 | 1,821 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1219.00 | 3.15 | -0.8 | 39.83 | 1,834 | -371 | 2,665 | |||||||||
For One 97 Communications Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.03
Historical price for 1400 CE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 1.05, which was -1 lower than the previous day. The implied volatity was 50.94, the open interest changed by -378 which decreased total open position to 1821
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 3.15, which was -0.8 lower than the previous day. The implied volatity was 39.83, the open interest changed by -371 which decreased total open position to 2665
| PAYTM 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.12
Theta: 0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1177.20 | 223.7 | 82.9 | 49.82 | 1 | 0 | 2 |
| 14 Sept | 1219.00 | 140.8 | 0 | 0.00 | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.98
Historical price for 1400 PE is as follows
On 21 Sept PAYTM was trading at 1177.20. The strike last trading price was 223.7, which was 82.9 higher than the previous day. The implied volatity was 49.82, the open interest changed by 0 which decreased total open position to 2
On 14 Sept PAYTM was trading at 1219.00. The strike last trading price was 140.8, 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
