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[--[65.84.65.76]--]
SJVN
Sjvn Ltd

118.65 -1.54 (-1.28%)

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Historical option data for SJVN

12 Dec 2024 11:14 AM IST
SJVN 26DEC2024 100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.63 20.05 0.00 - 0 0 0
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 118.63. 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
Delta: -0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.63 0.2 0.00 52.00 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 118.63. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 52.00, 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