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

1382.1 -39.15 (-2.75%)

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Historical option data for PVRINOX

20 Dec 2024 04:13 PM IST
PVRINOX 26DEC2024 1540 CE
Delta: 0.03
Vega: 0.13
Theta: -0.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1382.10 1 -2.00 44.04 173 -162 628
19 Dec 1421.25 3 0.00 40.71 92 -85 794
18 Dec 1408.45 3 -11.15 41.54 204 -196 880
17 Dec 1494.60 14.15 4.15 34.25 12,575 696 1,092
16 Dec 1474.35 10 -1.40 31.75 9 0 393
13 Dec 1455.20 11.4 2.90 34.17 65 -13 394
12 Dec 1459.65 8.5 -6.60 28.19 23 -10 407
11 Dec 1486.60 15.1 2.10 29.03 30 -17 418
10 Dec 1492.30 13 -1.00 22.22 2 0 435
9 Dec 1480.10 14 -38.60 25.08 78 -76 437
6 Dec 1547.85 52.6 -24.40 27.77 2,606 330 518
5 Dec 1577.90 77 -13.00 32.75 182 4 187
4 Dec 1597.70 90 2.00 32.69 27 0 183
3 Dec 1598.30 88 8.30 30.17 274 -39 183
2 Dec 1572.50 79.7 20.70 31.95 508 -72 222
29 Nov 1540.05 59 6.50 30.58 1,178 -58 297
28 Nov 1519.15 52.5 6.00 31.17 1,069 218 354
27 Nov 1514.20 46.5 13.00 31.75 206 21 139
26 Nov 1479.70 33.5 0.50 31.83 120 55 120
25 Nov 1480.70 33 0.50 29.54 132 63 65
22 Nov 1465.70 32.5 -5.50 31.80 9 5 7
21 Nov 1445.20 38 0.00 0.00 0 2 0
20 Nov 1475.50 38 0.00 31.25 3 2 2
19 Nov 1475.50 38 -67.65 31.25 3 2 2
18 Nov 1435.75 105.65 0.00 4.96 0 0 0
14 Nov 1461.55 105.65 0.00 3.51 0 0 0
13 Nov 1443.35 105.65 0.00 3.93 0 0 0
12 Nov 1478.60 105.65 0.00 2.35 0 0 0
11 Nov 1464.00 105.65 0.00 3.13 0 0 0
8 Nov 1467.20 105.65 0.00 2.81 0 0 0
7 Nov 1504.85 105.65 0.00 0.89 0 0 0
6 Nov 1515.00 105.65 0.00 0.01 0 0 0
5 Nov 1503.70 105.65 0.00 0.80 0 0 0
1 Nov 1575.75 105.65 - 0 0 0


For Pvr Inox Limited - strike price 1540 expiring on 26DEC2024

Delta for 1540 CE is 0.03

Historical price for 1540 CE is as follows

On 20 Dec PVRINOX was trading at 1382.10. The strike last trading price was 1, which was -2.00 lower than the previous day. The implied volatity was 44.04, the open interest changed by -162 which decreased total open position to 628


On 19 Dec PVRINOX was trading at 1421.25. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 40.71, the open interest changed by -85 which decreased total open position to 794


On 18 Dec PVRINOX was trading at 1408.45. The strike last trading price was 3, which was -11.15 lower than the previous day. The implied volatity was 41.54, the open interest changed by -196 which decreased total open position to 880


On 17 Dec PVRINOX was trading at 1494.60. The strike last trading price was 14.15, which was 4.15 higher than the previous day. The implied volatity was 34.25, the open interest changed by 696 which increased total open position to 1092


On 16 Dec PVRINOX was trading at 1474.35. The strike last trading price was 10, which was -1.40 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 393


On 13 Dec PVRINOX was trading at 1455.20. The strike last trading price was 11.4, which was 2.90 higher than the previous day. The implied volatity was 34.17, the open interest changed by -13 which decreased total open position to 394


On 12 Dec PVRINOX was trading at 1459.65. The strike last trading price was 8.5, which was -6.60 lower than the previous day. The implied volatity was 28.19, the open interest changed by -10 which decreased total open position to 407


On 11 Dec PVRINOX was trading at 1486.60. The strike last trading price was 15.1, which was 2.10 higher than the previous day. The implied volatity was 29.03, the open interest changed by -17 which decreased total open position to 418


On 10 Dec PVRINOX was trading at 1492.30. The strike last trading price was 13, which was -1.00 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 435


On 9 Dec PVRINOX was trading at 1480.10. The strike last trading price was 14, which was -38.60 lower than the previous day. The implied volatity was 25.08, the open interest changed by -76 which decreased total open position to 437


On 6 Dec PVRINOX was trading at 1547.85. The strike last trading price was 52.6, which was -24.40 lower than the previous day. The implied volatity was 27.77, the open interest changed by 330 which increased total open position to 518


On 5 Dec PVRINOX was trading at 1577.90. The strike last trading price was 77, which was -13.00 lower than the previous day. The implied volatity was 32.75, the open interest changed by 4 which increased total open position to 187


On 4 Dec PVRINOX was trading at 1597.70. The strike last trading price was 90, which was 2.00 higher than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 183


On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 88, which was 8.30 higher than the previous day. The implied volatity was 30.17, the open interest changed by -39 which decreased total open position to 183


On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 79.7, which was 20.70 higher than the previous day. The implied volatity was 31.95, the open interest changed by -72 which decreased total open position to 222


On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 59, which was 6.50 higher than the previous day. The implied volatity was 30.58, the open interest changed by -58 which decreased total open position to 297


On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 52.5, which was 6.00 higher than the previous day. The implied volatity was 31.17, the open interest changed by 218 which increased total open position to 354


On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 46.5, which was 13.00 higher than the previous day. The implied volatity was 31.75, the open interest changed by 21 which increased total open position to 139


On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 33.5, which was 0.50 higher than the previous day. The implied volatity was 31.83, the open interest changed by 55 which increased total open position to 120


On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 33, which was 0.50 higher than the previous day. The implied volatity was 29.54, the open interest changed by 63 which increased total open position to 65


On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 32.5, which was -5.50 lower than the previous day. The implied volatity was 31.80, the open interest changed by 5 which increased total open position to 7


On 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by 2 which increased total open position to 2


On 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 38, which was -67.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 2 which increased total open position to 2


On 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 105.65, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 105.65, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 105.65, which was 0.00 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


On 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 105.65, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 105.65, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 105.65, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 105.65, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 105.65, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 105.65, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 1 Nov PVRINOX was trading at 1575.75. The strike last trading price was 105.65, 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 1540 PE
Delta: -0.91
Vega: 0.30
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1382.10 151 31.00 57.56 7 -4 296
19 Dec 1421.25 120 7.00 40.02 4 -1 303
18 Dec 1408.45 113 53.45 - 19 -7 305
17 Dec 1494.60 59.55 -10.55 31.90 1,668 -80 313
16 Dec 1474.35 70.1 -9.90 30.15 4 0 394
13 Dec 1455.20 80 -1.00 - 23 -21 395
12 Dec 1459.65 81 16.00 27.10 13 -12 417
11 Dec 1486.60 65 2.60 26.99 12 -10 430
10 Dec 1492.30 62.4 1.40 31.91 16 -15 441
9 Dec 1480.10 61 24.05 24.19 78 -77 457
6 Dec 1547.85 36.95 5.60 33.04 2,323 231 538
5 Dec 1577.90 31.35 5.95 35.06 593 26 307
4 Dec 1597.70 25.4 -0.45 33.93 432 90 290
3 Dec 1598.30 25.85 -5.15 33.65 531 -9 202
2 Dec 1572.50 31 -13.60 32.86 708 104 215
29 Nov 1540.05 44.6 -15.35 31.15 214 66 112
28 Nov 1519.15 59.95 -0.20 35.45 95 28 47
27 Nov 1514.20 60.15 -20.30 30.21 36 15 18
26 Nov 1479.70 80.45 7.95 31.90 2 0 1
25 Nov 1480.70 72.5 14.15 27.40 1 0 0
22 Nov 1465.70 58.35 0.00 - 0 0 0
21 Nov 1445.20 58.35 0.00 - 0 0 0
20 Nov 1475.50 58.35 0.00 - 0 0 0
19 Nov 1475.50 58.35 0.00 - 0 0 0
18 Nov 1435.75 58.35 0.00 - 0 0 0
14 Nov 1461.55 58.35 0.00 - 0 0 0
13 Nov 1443.35 58.35 0.00 - 0 0 0
12 Nov 1478.60 58.35 0.00 - 0 0 0
11 Nov 1464.00 58.35 0.00 - 0 0 0
8 Nov 1467.20 58.35 0.00 - 0 0 0
7 Nov 1504.85 58.35 0.00 - 0 0 0
6 Nov 1515.00 58.35 0.00 - 0 0 0
5 Nov 1503.70 58.35 58.35 - 0 0 0
1 Nov 1575.75 0 2.97 0 0 0


For Pvr Inox Limited - strike price 1540 expiring on 26DEC2024

Delta for 1540 PE is -0.91

Historical price for 1540 PE is as follows

On 20 Dec PVRINOX was trading at 1382.10. The strike last trading price was 151, which was 31.00 higher than the previous day. The implied volatity was 57.56, the open interest changed by -4 which decreased total open position to 296


On 19 Dec PVRINOX was trading at 1421.25. The strike last trading price was 120, which was 7.00 higher than the previous day. The implied volatity was 40.02, the open interest changed by -1 which decreased total open position to 303


On 18 Dec PVRINOX was trading at 1408.45. The strike last trading price was 113, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 305


On 17 Dec PVRINOX was trading at 1494.60. The strike last trading price was 59.55, which was -10.55 lower than the previous day. The implied volatity was 31.90, the open interest changed by -80 which decreased total open position to 313


On 16 Dec PVRINOX was trading at 1474.35. The strike last trading price was 70.1, which was -9.90 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 394


On 13 Dec PVRINOX was trading at 1455.20. The strike last trading price was 80, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 395


On 12 Dec PVRINOX was trading at 1459.65. The strike last trading price was 81, which was 16.00 higher than the previous day. The implied volatity was 27.10, the open interest changed by -12 which decreased total open position to 417


On 11 Dec PVRINOX was trading at 1486.60. The strike last trading price was 65, which was 2.60 higher than the previous day. The implied volatity was 26.99, the open interest changed by -10 which decreased total open position to 430


On 10 Dec PVRINOX was trading at 1492.30. The strike last trading price was 62.4, which was 1.40 higher than the previous day. The implied volatity was 31.91, the open interest changed by -15 which decreased total open position to 441


On 9 Dec PVRINOX was trading at 1480.10. The strike last trading price was 61, which was 24.05 higher than the previous day. The implied volatity was 24.19, the open interest changed by -77 which decreased total open position to 457


On 6 Dec PVRINOX was trading at 1547.85. The strike last trading price was 36.95, which was 5.60 higher than the previous day. The implied volatity was 33.04, the open interest changed by 231 which increased total open position to 538


On 5 Dec PVRINOX was trading at 1577.90. The strike last trading price was 31.35, which was 5.95 higher than the previous day. The implied volatity was 35.06, the open interest changed by 26 which increased total open position to 307


On 4 Dec PVRINOX was trading at 1597.70. The strike last trading price was 25.4, which was -0.45 lower than the previous day. The implied volatity was 33.93, the open interest changed by 90 which increased total open position to 290


On 3 Dec PVRINOX was trading at 1598.30. The strike last trading price was 25.85, which was -5.15 lower than the previous day. The implied volatity was 33.65, the open interest changed by -9 which decreased total open position to 202


On 2 Dec PVRINOX was trading at 1572.50. The strike last trading price was 31, which was -13.60 lower than the previous day. The implied volatity was 32.86, the open interest changed by 104 which increased total open position to 215


On 29 Nov PVRINOX was trading at 1540.05. The strike last trading price was 44.6, which was -15.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 66 which increased total open position to 112


On 28 Nov PVRINOX was trading at 1519.15. The strike last trading price was 59.95, which was -0.20 lower than the previous day. The implied volatity was 35.45, the open interest changed by 28 which increased total open position to 47


On 27 Nov PVRINOX was trading at 1514.20. The strike last trading price was 60.15, which was -20.30 lower than the previous day. The implied volatity was 30.21, the open interest changed by 15 which increased total open position to 18


On 26 Nov PVRINOX was trading at 1479.70. The strike last trading price was 80.45, which was 7.95 higher than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 1


On 25 Nov PVRINOX was trading at 1480.70. The strike last trading price was 72.5, which was 14.15 higher than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 0


On 22 Nov PVRINOX was trading at 1465.70. The strike last trading price was 58.35, 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 21 Nov PVRINOX was trading at 1445.20. The strike last trading price was 58.35, 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 20 Nov PVRINOX was trading at 1475.50. The strike last trading price was 58.35, 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 19 Nov PVRINOX was trading at 1475.50. The strike last trading price was 58.35, 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 18 Nov PVRINOX was trading at 1435.75. The strike last trading price was 58.35, 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 14 Nov PVRINOX was trading at 1461.55. The strike last trading price was 58.35, 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 58.35, 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 12 Nov PVRINOX was trading at 1478.60. The strike last trading price was 58.35, 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 11 Nov PVRINOX was trading at 1464.00. The strike last trading price was 58.35, 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 8 Nov PVRINOX was trading at 1467.20. The strike last trading price was 58.35, 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 7 Nov PVRINOX was trading at 1504.85. The strike last trading price was 58.35, 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 6 Nov PVRINOX was trading at 1515.00. The strike last trading price was 58.35, 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 5 Nov PVRINOX was trading at 1503.70. The strike last trading price was 58.35, which was 58.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov PVRINOX was trading at 1575.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0