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

1598.3 25.80 (1.64%)

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Historical option data for PVRINOX

03 Dec 2024 04:13 PM IST
PVRINOX 26DEC2024 1500 CE
Delta: 0.84
Vega: 0.98
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1598.30 116.85 10.80 28.93 370 -77 339
2 Dec 1572.50 106.05 24.35 30.91 771 -126 419
29 Nov 1540.05 81.7 7.20 30.01 738 -103 551
28 Nov 1519.15 74.5 8.20 31.47 1,265 115 654
27 Nov 1514.20 66.3 17.85 31.90 1,474 65 543
26 Nov 1479.70 48.45 -3.55 31.36 330 118 478
25 Nov 1480.70 52 5.05 31.08 377 80 357
22 Nov 1465.70 46.95 7.95 31.67 492 66 343
21 Nov 1445.20 39 -14.00 31.29 312 160 277
20 Nov 1475.50 53 0.00 30.76 200 -13 116
19 Nov 1475.50 53 12.50 30.76 200 -14 116
18 Nov 1435.75 40.5 -7.50 32.41 129 58 130
14 Nov 1461.55 48 5.25 29.73 29 -2 72
13 Nov 1443.35 42.75 -14.85 28.65 53 29 74
12 Nov 1478.60 57.6 4.30 28.83 18 -2 45
11 Nov 1464.00 53.3 -3.65 30.18 17 4 45
8 Nov 1467.20 56.95 -18.05 30.22 41 35 40
7 Nov 1504.85 75 -7.75 28.64 2 0 4
5 Nov 1503.70 82.75 31.26 6 4 4


For Pvr Inox Limited - strike price 1500 expiring on 26DEC2024

Delta for 1500 CE is 0.84

Historical price for 1500 CE is as follows

On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 116.85, which was 10.80 higher than the previous day. The implied volatity was 28.93, the open interest changed by -77 which decreased total open position to 339


On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 106.05, which was 24.35 higher than the previous day. The implied volatity was 30.91, the open interest changed by -126 which decreased total open position to 419


On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 81.7, which was 7.20 higher than the previous day. The implied volatity was 30.01, the open interest changed by -103 which decreased total open position to 551


On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 74.5, which was 8.20 higher than the previous day. The implied volatity was 31.47, the open interest changed by 115 which increased total open position to 654


On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 66.3, which was 17.85 higher than the previous day. The implied volatity was 31.90, the open interest changed by 65 which increased total open position to 543


On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 48.45, which was -3.55 lower than the previous day. The implied volatity was 31.36, the open interest changed by 118 which increased total open position to 478


On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 52, which was 5.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 80 which increased total open position to 357


On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 46.95, which was 7.95 higher than the previous day. The implied volatity was 31.67, the open interest changed by 66 which increased total open position to 343


On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 39, which was -14.00 lower than the previous day. The implied volatity was 31.29, the open interest changed by 160 which increased total open position to 277


On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 30.76, the open interest changed by -13 which decreased total open position to 116


On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 53, which was 12.50 higher than the previous day. The implied volatity was 30.76, the open interest changed by -14 which decreased total open position to 116


On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 40.5, which was -7.50 lower than the previous day. The implied volatity was 32.41, the open interest changed by 58 which increased total open position to 130


On 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 48, which was 5.25 higher than the previous day. The implied volatity was 29.73, the open interest changed by -2 which decreased total open position to 72


On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 42.75, which was -14.85 lower than the previous day. The implied volatity was 28.65, the open interest changed by 29 which increased total open position to 74


On 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 57.6, which was 4.30 higher than the previous day. The implied volatity was 28.83, the open interest changed by -2 which decreased total open position to 45


On 11 Nov PVRINOX was trading at 1464.00. The strike last trading price was 53.3, which was -3.65 lower than the previous day. The implied volatity was 30.18, the open interest changed by 4 which increased total open position to 45


On 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 56.95, which was -18.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 35 which increased total open position to 40


On 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 75, which was -7.75 lower than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 4


On 5 Nov PVRINOX was trading at 1503.70. The strike last trading price was 82.75, which was lower than the previous day. The implied volatity was 31.26, the open interest changed by 4 which increased total open position to 4


PVRINOX 26DEC2024 1500 PE
Delta: -0.20
Vega: 1.11
Theta: -0.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1598.30 15.3 -3.45 33.77 1,434 244 823
2 Dec 1572.50 18.75 -9.25 32.95 1,212 72 591
29 Nov 1540.05 28 -13.70 30.92 576 69 520
28 Nov 1519.15 41.7 -0.30 35.63 605 134 452
27 Nov 1514.20 42 -16.10 31.37 345 148 317
26 Nov 1479.70 58.1 3.10 31.32 71 18 165
25 Nov 1480.70 55 -14.00 30.87 114 59 145
22 Nov 1465.70 69 -15.00 32.21 29 16 102
21 Nov 1445.20 84 20.30 34.34 73 43 85
20 Nov 1475.50 63.7 0.00 31.20 43 22 43
19 Nov 1475.50 63.7 -20.40 31.20 43 23 43
18 Nov 1435.75 84.1 3.35 30.81 7 5 18
14 Nov 1461.55 80.75 -12.25 34.27 6 1 13
13 Nov 1443.35 93 29.00 37.74 3 2 11
12 Nov 1478.60 64 -11.00 30.47 4 0 8
11 Nov 1464.00 75 -1.50 31.64 2 1 7
8 Nov 1467.20 76.5 33.70 32.25 6 5 5
7 Nov 1504.85 42.8 0.00 1.24 0 0 0
5 Nov 1503.70 42.8 1.23 0 0 0


For Pvr Inox Limited - strike price 1500 expiring on 26DEC2024

Delta for 1500 PE is -0.20

Historical price for 1500 PE is as follows

On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 15.3, which was -3.45 lower than the previous day. The implied volatity was 33.77, the open interest changed by 244 which increased total open position to 823


On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 18.75, which was -9.25 lower than the previous day. The implied volatity was 32.95, the open interest changed by 72 which increased total open position to 591


On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 28, which was -13.70 lower than the previous day. The implied volatity was 30.92, the open interest changed by 69 which increased total open position to 520


On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 41.7, which was -0.30 lower than the previous day. The implied volatity was 35.63, the open interest changed by 134 which increased total open position to 452


On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 42, which was -16.10 lower than the previous day. The implied volatity was 31.37, the open interest changed by 148 which increased total open position to 317


On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 58.1, which was 3.10 higher than the previous day. The implied volatity was 31.32, the open interest changed by 18 which increased total open position to 165


On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 55, which was -14.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 59 which increased total open position to 145


On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 69, which was -15.00 lower than the previous day. The implied volatity was 32.21, the open interest changed by 16 which increased total open position to 102


On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 84, which was 20.30 higher than the previous day. The implied volatity was 34.34, the open interest changed by 43 which increased total open position to 85


On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 63.7, which was 0.00 lower than the previous day. The implied volatity was 31.20, the open interest changed by 22 which increased total open position to 43


On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 63.7, which was -20.40 lower than the previous day. The implied volatity was 31.20, the open interest changed by 23 which increased total open position to 43


On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 84.1, which was 3.35 higher than the previous day. The implied volatity was 30.81, the open interest changed by 5 which increased total open position to 18


On 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 80.75, which was -12.25 lower than the previous day. The implied volatity was 34.27, the open interest changed by 1 which increased total open position to 13


On 13 Nov PVRINOX was trading at 1443.35. The strike last trading price was 93, which was 29.00 higher than the previous day. The implied volatity was 37.74, the open interest changed by 2 which increased total open position to 11


On 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 64, which was -11.00 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 8


On 11 Nov PVRINOX was trading at 1464.00. The strike last trading price was 75, which was -1.50 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 7


On 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 76.5, which was 33.70 higher than the previous day. The implied volatity was 32.25, the open interest changed by 5 which increased total open position to 5


On 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 42.8, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 42.8, which was lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0