SJVN
Sjvn Ltd
Historical option data for SJVN
12 Dec 2024 10:24 AM IST
| SJVN 26DEC2024 100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 119.23 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 120.19 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 119.39 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 122.27 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 120.61 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 117.05 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 117.22 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 117.03 | 20.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 114.89 | 20.05 | - | 0 | 0 | 0 | ||||
For Sjvn Ltd - strike price 100 expiring on 26DEC2024
Delta for 100 CE is -
Historical price for 100 CE is as follows
On 12 Dec SJVN was trading at 119.23. The strike last trading price was 20.05, 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 Dec SJVN was trading at 120.19. The strike last trading price was 20.05, 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 10 Dec SJVN was trading at 119.39. The strike last trading price was 20.05, 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 9 Dec SJVN was trading at 122.27. The strike last trading price was 20.05, 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 Dec SJVN was trading at 120.61. The strike last trading price was 20.05, 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 Dec SJVN was trading at 117.05. The strike last trading price was 20.05, 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 4 Dec SJVN was trading at 117.22. The strike last trading price was 20.05, 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 3 Dec SJVN was trading at 117.03. The strike last trading price was 20.05, 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 29 Nov SJVN was trading at 114.89. The strike last trading price was 20.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SJVN 26DEC2024 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 119.23 | 0.2 | 0.00 | 53.06 | 2 | 1 | 69 |
| 11 Dec | 120.19 | 0.2 | -0.05 | 53.16 | 41 | 25 | 66 |
| 10 Dec | 119.39 | 0.25 | 0.00 | 52.53 | 12 | 0 | 29 |
| 9 Dec | 122.27 | 0.25 | 0.00 | 56.15 | 19 | 7 | 29 |
| 6 Dec | 120.61 | 0.25 | -0.10 | 50.02 | 41 | -23 | 23 |
| 5 Dec | 117.05 | 0.35 | 0.05 | 45.60 | 6 | 0 | 46 |
| 4 Dec | 117.22 | 0.3 | -0.10 | 43.48 | 43 | 35 | 44 |
| 3 Dec | 117.03 | 0.4 | -0.25 | 45.62 | 17 | -1 | 9 |
| 29 Nov | 114.89 | 0.65 | 43.65 | 11 | 9 | 9 | |
For Sjvn Ltd - strike price 100 expiring on 26DEC2024
Delta for 100 PE is -0.04
Historical price for 100 PE is as follows
On 12 Dec SJVN was trading at 119.23. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 53.06, the open interest changed by 1 which increased total open position to 69
On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 53.16, the open interest changed by 25 which increased total open position to 66
On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 52.53, the open interest changed by 0 which decreased total open position to 29
On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 56.15, the open interest changed by 7 which increased total open position to 29
On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 50.02, the open interest changed by -23 which decreased total open position to 23
On 5 Dec SJVN was trading at 117.05. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 45.60, the open interest changed by 0 which decreased total open position to 46
On 4 Dec SJVN was trading at 117.22. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.48, the open interest changed by 35 which increased total open position to 44
On 3 Dec SJVN was trading at 117.03. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 45.62, the open interest changed by -1 which decreased total open position to 9
On 29 Nov SJVN was trading at 114.89. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 43.65, the open interest changed by 9 which increased total open position to 9
