SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
SJVN 24APR2025 102 CE | ||||||||||
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Delta: 0.14
Vega: 0.04
Theta: -0.07
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 90.60 | 0.65 | -0.05 | 48.34 | 27 | 10 | 27 | |||
7 Apr | 88.91 | 0.7 | -0.1 | 50.36 | 8 | -2 | 16 | |||
4 Apr | 92.42 | 0.8 | -0.85 | 39.36 | 23 | 1 | 18 | |||
3 Apr | 95.77 | 1.55 | 0.55 | 38.68 | 26 | 15 | 16 | |||
2 Apr | 93.32 | 1 | -1.65 | 38.62 | 1 | 0 | 0 | |||
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1 Apr | 91.29 | 2.65 | 0 | 12.79 | 0 | 0 | 0 | |||
28 Mar | 91.59 | 2.65 | 0 | 12.16 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 102 expiring on 24APR2025
Delta for 102 CE is 0.14
Historical price for 102 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 48.34, the open interest changed by 10 which increased total open position to 27
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 50.36, the open interest changed by -2 which decreased total open position to 16
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 39.36, the open interest changed by 1 which increased total open position to 18
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 38.68, the open interest changed by 15 which increased total open position to 16
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 1, which was -1.65 lower than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 12.79, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 12.16, the open interest changed by 0 which decreased total open position to 0
SJVN 24APR2025 102 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 90.60 | 11.7 | 0 | - | 0 | 0 | 0 |
7 Apr | 88.91 | 11.7 | 0 | - | 0 | 0 | 0 |
4 Apr | 92.42 | 11.7 | 0 | - | 0 | 0 | 0 |
3 Apr | 95.77 | 11.7 | 0 | - | 0 | 0 | 0 |
2 Apr | 93.32 | 11.7 | 0 | - | 0 | 0 | 0 |
1 Apr | 91.29 | 11.7 | 0 | - | 0 | 0 | 0 |
28 Mar | 91.59 | 11.7 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 102 expiring on 24APR2025
Delta for 102 PE is -
Historical price for 102 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0