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[--[65.84.65.76]--]
PVRINOX
Pvr Inox Limited

1445.2 -30.30 (-2.05%)

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Historical option data for PVRINOX

21 Nov 2024 04:13 PM IST
PVRINOX 28NOV2024 1340 CE
Delta: 0.99
Vega: 0.05
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1445.20 108.7 -27.55 23.72 6 1 3
20 Nov 1475.50 136.25 0.00 - 1 -1 3
19 Nov 1475.50 136.25 23.65 - 1 0 3
18 Nov 1435.75 112.6 0.00 0.00 0 0 0
14 Nov 1461.55 112.6 0.00 0.00 0 -2 0
13 Nov 1443.35 112.6 -18.35 - 2 0 5
12 Nov 1478.60 130.95 0.00 0.00 0 0 0
11 Nov 1464.00 130.95 0.00 0.00 0 1 0
8 Nov 1467.20 130.95 -29.15 - 1 0 4
7 Nov 1504.85 160.1 0.00 0.00 0 0 0
6 Nov 1515.00 160.1 0.00 0.00 0 0 0
5 Nov 1503.70 160.1 0.00 0.00 0 4 0
4 Nov 1498.00 160.1 - 4 0 0


For Pvr Inox Limited - strike price 1340 expiring on 28NOV2024

Delta for 1340 CE is 0.99

Historical price for 1340 CE is as follows

On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 108.7, which was -27.55 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1 which increased total open position to 3


On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 136.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3


On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 136.25, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 112.6, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 130.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov PVRINOX was trading at 1464.00. The strike last trading price was 130.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 130.95, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 160.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov PVRINOX was trading at 1515.00. The strike last trading price was 160.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov PVRINOX was trading at 1503.70. The strike last trading price was 160.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 4 Nov PVRINOX was trading at 1498.00. The strike last trading price was 160.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


PVRINOX 28NOV2024 1340 PE
Delta: -0.08
Vega: 0.29
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1445.20 2.9 0.85 40.46 199 8 174
20 Nov 1475.50 2.05 0.00 39.36 195 20 165
19 Nov 1475.50 2.05 -2.20 39.36 195 19 165
18 Nov 1435.75 4.25 0.75 35.77 449 56 143
14 Nov 1461.55 3.5 -0.70 33.03 167 1 87
13 Nov 1443.35 4.2 1.50 31.83 112 -3 86
12 Nov 1478.60 2.7 -1.30 32.48 137 28 89
11 Nov 1464.00 4 -0.80 31.91 98 -26 58
8 Nov 1467.20 4.8 0.85 31.41 146 51 83
7 Nov 1504.85 3.95 0.75 34.95 23 -3 32
6 Nov 1515.00 3.2 -4.00 34.66 42 0 35
5 Nov 1503.70 7.2 -3.10 39.01 171 -29 44
4 Nov 1498.00 10.3 41.74 349 77 77


For Pvr Inox Limited - strike price 1340 expiring on 28NOV2024

Delta for 1340 PE is -0.08

Historical price for 1340 PE is as follows

On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 2.9, which was 0.85 higher than the previous day. The implied volatity was 40.46, the open interest changed by 8 which increased total open position to 174


On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 39.36, the open interest changed by 20 which increased total open position to 165


On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 2.05, which was -2.20 lower than the previous day. The implied volatity was 39.36, the open interest changed by 19 which increased total open position to 165


On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 4.25, which was 0.75 higher than the previous day. The implied volatity was 35.77, the open interest changed by 56 which increased total open position to 143


On 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 3.5, which was -0.70 lower than the previous day. The implied volatity was 33.03, the open interest changed by 1 which increased total open position to 87


On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 4.2, which was 1.50 higher than the previous day. The implied volatity was 31.83, the open interest changed by -3 which decreased total open position to 86


On 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 2.7, which was -1.30 lower than the previous day. The implied volatity was 32.48, the open interest changed by 28 which increased total open position to 89


On 11 Nov PVRINOX was trading at 1464.00. The strike last trading price was 4, which was -0.80 lower than the previous day. The implied volatity was 31.91, the open interest changed by -26 which decreased total open position to 58


On 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 4.8, which was 0.85 higher than the previous day. The implied volatity was 31.41, the open interest changed by 51 which increased total open position to 83


On 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 3.95, which was 0.75 higher than the previous day. The implied volatity was 34.95, the open interest changed by -3 which decreased total open position to 32


On 6 Nov PVRINOX was trading at 1515.00. The strike last trading price was 3.2, which was -4.00 lower than the previous day. The implied volatity was 34.66, the open interest changed by 0 which decreased total open position to 35


On 5 Nov PVRINOX was trading at 1503.70. The strike last trading price was 7.2, which was -3.10 lower than the previous day. The implied volatity was 39.01, the open interest changed by -29 which decreased total open position to 44


On 4 Nov PVRINOX was trading at 1498.00. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was 41.74, the open interest changed by 77 which increased total open position to 77