PVRINOX
Pvr Inox Limited
Historical option data for PVRINOX
20 Dec 2024 04:13 PM IST
| PVRINOX 26DEC2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.68
Theta: -2.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1382.10 | 16.15 | -25.85 | 34.32 | 40 | 17 | 108 | |||
| 19 Dec | 1421.25 | 42 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 18 Dec | 1408.45 | 42 | -58.40 | 44.49 | 3 | -2 | 92 | |||
| 17 Dec | 1494.60 | 100.4 | 1.75 | 41.36 | 201 | 47 | 94 | |||
| 16 Dec | 1474.35 | 98.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1455.20 | 98.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1459.65 | 98.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1486.60 | 98.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 1492.30 | 98.65 | -62.85 | 30.86 | 1 | 0 | 48 | |||
| 9 Dec | 1480.10 | 161.5 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 6 Dec | 1547.85 | 161.5 | -21.50 | - | 20 | 11 | 48 | |||
| 5 Dec | 1577.90 | 183 | -24.50 | - | 2 | 0 | 37 | |||
| 4 Dec | 1597.70 | 207.5 | 6.50 | 32.64 | 23 | 10 | 44 | |||
| 3 Dec | 1598.30 | 201 | 8.00 | - | 17 | 6 | 33 | |||
| 2 Dec | 1572.50 | 193 | 31.10 | 33.52 | 1 | 0 | 27 | |||
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| 29 Nov | 1540.05 | 161.9 | 16.90 | 31.70 | 27 | -1 | 27 | |||
| 28 Nov | 1519.15 | 145 | 12.00 | 28.40 | 15 | -2 | 29 | |||
| 27 Nov | 1514.20 | 133 | 23.10 | 30.18 | 9 | 1 | 32 | |||
| 26 Nov | 1479.70 | 109.9 | -8.60 | 32.80 | 4 | 0 | 30 | |||
| 25 Nov | 1480.70 | 118.5 | 13.50 | 35.10 | 17 | 20 | 29 | |||
| 22 Nov | 1465.70 | 105 | 16.00 | 33.33 | 16 | 9 | 18 | |||
| 21 Nov | 1445.20 | 89 | -11.00 | 30.53 | 10 | 7 | 8 | |||
| 20 Nov | 1475.50 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1475.50 | 100 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 1435.75 | 100 | -273.75 | 39.89 | 1 | 0 | 0 | |||
| 14 Nov | 1461.55 | 373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1443.35 | 373.75 | - | 0 | 0 | 0 | ||||
For Pvr Inox Limited - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.39
Historical price for 1400 CE is as follows
On 20 Dec PVRINOX was trading at 1382.10. The strike last trading price was 16.15, which was -25.85 lower than the previous day. The implied volatity was 34.32, the open interest changed by 17 which increased total open position to 108
On 19 Dec PVRINOX was trading at 1421.25. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Dec PVRINOX was trading at 1408.45. The strike last trading price was 42, which was -58.40 lower than the previous day. The implied volatity was 44.49, the open interest changed by -2 which decreased total open position to 92
On 17 Dec PVRINOX was trading at 1494.60. The strike last trading price was 100.4, which was 1.75 higher than the previous day. The implied volatity was 41.36, the open interest changed by 47 which increased total open position to 94
On 16 Dec PVRINOX was trading at 1474.35. The strike last trading price was 98.65, 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 13 Dec PVRINOX was trading at 1455.20. The strike last trading price was 98.65, 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 12 Dec PVRINOX was trading at 1459.65. The strike last trading price was 98.65, 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 Dec PVRINOX was trading at 1486.60. The strike last trading price was 98.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec PVRINOX was trading at 1492.30. The strike last trading price was 98.65, which was -62.85 lower than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 48
On 9 Dec PVRINOX was trading at 1480.10. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec PVRINOX was trading at 1547.85. The strike last trading price was 161.5, which was -21.50 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 48
On 5 Dec PVRINOX was trading at 1577.90. The strike last trading price was 183, which was -24.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 4 Dec PVRINOX was trading at 1597.70. The strike last trading price was 207.5, which was 6.50 higher than the previous day. The implied volatity was 32.64, the open interest changed by 10 which increased total open position to 44
On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 201, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 33
On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 193, which was 31.10 higher than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 27
On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 161.9, which was 16.90 higher than the previous day. The implied volatity was 31.70, the open interest changed by -1 which decreased total open position to 27
On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 145, which was 12.00 higher than the previous day. The implied volatity was 28.40, the open interest changed by -2 which decreased total open position to 29
On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 133, which was 23.10 higher than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 32
On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 109.9, which was -8.60 lower than the previous day. The implied volatity was 32.80, the open interest changed by 0 which decreased total open position to 30
On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 118.5, which was 13.50 higher than the previous day. The implied volatity was 35.10, the open interest changed by 20 which increased total open position to 29
On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 105, which was 16.00 higher than the previous day. The implied volatity was 33.33, the open interest changed by 9 which increased total open position to 18
On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 89, which was -11.00 lower than the previous day. The implied volatity was 30.53, the open interest changed by 7 which increased total open position to 8
On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 100, 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 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 100, 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 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 100, which was -273.75 lower than the previous day. The implied volatity was 39.89, 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 373.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 373.75, 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 26DEC2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.67
Theta: -1.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1382.10 | 33.9 | 20.90 | 32.91 | 167 | -4 | 922 |
| 19 Dec | 1421.25 | 13 | -2.00 | 29.58 | 21 | -5 | 929 |
| 18 Dec | 1408.45 | 15 | 10.60 | 23.19 | 458 | -265 | 935 |
| 17 Dec | 1494.60 | 4.4 | -1.60 | 34.18 | 4,188 | 481 | 1,204 |
| 16 Dec | 1474.35 | 6 | -6.50 | 31.79 | 193 | -10 | 723 |
| 13 Dec | 1455.20 | 12.5 | 3.20 | 32.18 | 32 | -13 | 735 |
| 12 Dec | 1459.65 | 9.3 | 4.00 | 28.59 | 9 | -2 | 748 |
| 11 Dec | 1486.60 | 5.3 | -2.70 | 27.28 | 7 | -6 | 750 |
| 10 Dec | 1492.30 | 8 | 2.95 | 32.86 | 35 | -20 | 756 |
| 9 Dec | 1480.10 | 5.05 | 0.05 | 25.78 | 90 | -88 | 778 |
| 6 Dec | 1547.85 | 5 | 0.65 | 35.05 | 2,221 | 364 | 873 |
| 5 Dec | 1577.90 | 4.35 | 0.70 | 36.63 | 928 | 85 | 510 |
| 4 Dec | 1597.70 | 3.65 | 0.00 | 36.62 | 416 | 13 | 429 |
| 3 Dec | 1598.30 | 3.65 | -1.20 | 35.89 | 537 | -20 | 416 |
| 2 Dec | 1572.50 | 4.85 | -3.15 | 35.34 | 646 | 13 | 428 |
| 29 Nov | 1540.05 | 8 | -7.30 | 33.39 | 933 | 102 | 415 |
| 28 Nov | 1519.15 | 15.3 | 1.10 | 38.03 | 348 | 100 | 312 |
| 27 Nov | 1514.20 | 14.2 | -7.10 | 33.84 | 305 | 19 | 212 |
| 26 Nov | 1479.70 | 21.3 | 1.80 | 33.45 | 58 | 10 | 192 |
| 25 Nov | 1480.70 | 19.5 | -6.70 | 32.68 | 168 | 90 | 182 |
| 22 Nov | 1465.70 | 26.2 | -6.25 | 32.79 | 31 | 9 | 101 |
| 21 Nov | 1445.20 | 32.45 | 8.00 | 32.77 | 71 | 53 | 91 |
| 20 Nov | 1475.50 | 24.45 | 0.00 | 32.24 | 46 | 14 | 37 |
| 19 Nov | 1475.50 | 24.45 | -15.55 | 32.24 | 46 | 13 | 37 |
| 18 Nov | 1435.75 | 40 | 2.35 | 34.57 | 29 | 20 | 24 |
| 14 Nov | 1461.55 | 37.65 | -1.55 | 35.77 | 1 | 0 | 3 |
| 13 Nov | 1443.35 | 39.2 | 34.70 | 4 | 2 | 2 | |
For Pvr Inox Limited - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.62
Historical price for 1400 PE is as follows
On 20 Dec PVRINOX was trading at 1382.10. The strike last trading price was 33.9, which was 20.90 higher than the previous day. The implied volatity was 32.91, the open interest changed by -4 which decreased total open position to 922
On 19 Dec PVRINOX was trading at 1421.25. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by -5 which decreased total open position to 929
On 18 Dec PVRINOX was trading at 1408.45. The strike last trading price was 15, which was 10.60 higher than the previous day. The implied volatity was 23.19, the open interest changed by -265 which decreased total open position to 935
On 17 Dec PVRINOX was trading at 1494.60. The strike last trading price was 4.4, which was -1.60 lower than the previous day. The implied volatity was 34.18, the open interest changed by 481 which increased total open position to 1204
On 16 Dec PVRINOX was trading at 1474.35. The strike last trading price was 6, which was -6.50 lower than the previous day. The implied volatity was 31.79, the open interest changed by -10 which decreased total open position to 723
On 13 Dec PVRINOX was trading at 1455.20. The strike last trading price was 12.5, which was 3.20 higher than the previous day. The implied volatity was 32.18, the open interest changed by -13 which decreased total open position to 735
On 12 Dec PVRINOX was trading at 1459.65. The strike last trading price was 9.3, which was 4.00 higher than the previous day. The implied volatity was 28.59, the open interest changed by -2 which decreased total open position to 748
On 11 Dec PVRINOX was trading at 1486.60. The strike last trading price was 5.3, which was -2.70 lower than the previous day. The implied volatity was 27.28, the open interest changed by -6 which decreased total open position to 750
On 10 Dec PVRINOX was trading at 1492.30. The strike last trading price was 8, which was 2.95 higher than the previous day. The implied volatity was 32.86, the open interest changed by -20 which decreased total open position to 756
On 9 Dec PVRINOX was trading at 1480.10. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 25.78, the open interest changed by -88 which decreased total open position to 778
On 6 Dec PVRINOX was trading at 1547.85. The strike last trading price was 5, which was 0.65 higher than the previous day. The implied volatity was 35.05, the open interest changed by 364 which increased total open position to 873
On 5 Dec PVRINOX was trading at 1577.90. The strike last trading price was 4.35, which was 0.70 higher than the previous day. The implied volatity was 36.63, the open interest changed by 85 which increased total open position to 510
On 4 Dec PVRINOX was trading at 1597.70. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 36.62, the open interest changed by 13 which increased total open position to 429
On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 3.65, which was -1.20 lower than the previous day. The implied volatity was 35.89, the open interest changed by -20 which decreased total open position to 416
On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 4.85, which was -3.15 lower than the previous day. The implied volatity was 35.34, the open interest changed by 13 which increased total open position to 428
On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 8, which was -7.30 lower than the previous day. The implied volatity was 33.39, the open interest changed by 102 which increased total open position to 415
On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 15.3, which was 1.10 higher than the previous day. The implied volatity was 38.03, the open interest changed by 100 which increased total open position to 312
On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 14.2, which was -7.10 lower than the previous day. The implied volatity was 33.84, the open interest changed by 19 which increased total open position to 212
On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 21.3, which was 1.80 higher than the previous day. The implied volatity was 33.45, the open interest changed by 10 which increased total open position to 192
On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 19.5, which was -6.70 lower than the previous day. The implied volatity was 32.68, the open interest changed by 90 which increased total open position to 182
On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 26.2, which was -6.25 lower than the previous day. The implied volatity was 32.79, the open interest changed by 9 which increased total open position to 101
On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 32.45, which was 8.00 higher than the previous day. The implied volatity was 32.77, the open interest changed by 53 which increased total open position to 91
On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 14 which increased total open position to 37
On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 24.45, which was -15.55 lower than the previous day. The implied volatity was 32.24, the open interest changed by 13 which increased total open position to 37
On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 40, which was 2.35 higher than the previous day. The implied volatity was 34.57, the open interest changed by 20 which increased total open position to 24
On 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 37.65, which was -1.55 lower than the previous day. The implied volatity was 35.77, the open interest changed by 0 which decreased total open position to 3
On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 39.2, which was lower than the previous day. The implied volatity was 34.70, the open interest changed by 2 which increased total open position to 2
