SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 105 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 0.4 | -0.05 | 49.56 | 101 | 2 | 151 | |||
| 7 Apr | 88.91 | 0.5 | 0 | 53.10 | 146 | -1 | 148 | |||
| 4 Apr | 92.42 | 0.5 | -0.5 | 40.94 | 178 | 2 | 149 | |||
| 3 Apr | 95.77 | 1 | 0.15 | 39.99 | 162 | 9 | 148 | |||
| 2 Apr | 93.32 | 0.85 | 0.2 | 43.95 | 64 | -2 | 139 | |||
| 1 Apr | 91.29 | 0.65 | -0.2 | 44.52 | 96 | -1 | 141 | |||
| 28 Mar | 91.59 | 0.85 | -0.25 | 44.99 | 401 | 88 | 142 | |||
| 27 Mar | 92.38 | 1.1 | 0.25 | 46.24 | 68 | 22 | 48 | |||
| 26 Mar | 91.53 | 0.85 | -0.25 | 42.71 | 30 | 3 | 26 | |||
| 25 Mar | 93.50 | 1.1 | -0.2 | 40.80 | 32 | 8 | 23 | |||
| 24 Mar | 96.93 | 1.3 | -0.05 | 33.29 | 13 | 10 | 14 | |||
| 21 Mar | 95.23 | 1.35 | -6.1 | 36.37 | 5 | 4 | 4 | |||
| 20 Mar | 91.07 | 7.45 | 0 | 13.48 | 0 | 0 | 0 | |||
| 19 Mar | 91.71 | 7.45 | 0 | 12.83 | 0 | 0 | 0 | |||
| 13 Mar | 85.42 | 7.45 | 0 | 17.80 | 0 | 0 | 0 | |||
| 12 Mar | 86.34 | 7.45 | 0 | 15.58 | 0 | 0 | 0 | |||
| 10 Mar | 85.80 | 7.45 | 0 | 15.92 | 0 | 0 | 0 | |||
| 26 Feb | 89.19 | 7.45 | 0 | 10.89 | 0 | 0 | 0 | |||
| 25 Feb | 89.53 | 7.45 | 0 | 10.89 | 0 | 0 | 0 | |||
| 21 Feb | 92.99 | 7.45 | 0 | 8.18 | 0 | 0 | 0 | |||
| 18 Feb | 89.51 | 7.45 | 0 | 10.19 | 0 | 0 | 0 | |||
| 17 Feb | 88.62 | 7.45 | 0 | 10.58 | 0 | 0 | 0 | |||
| 14 Feb | 89.75 | 7.45 | 0 | 10.07 | 0 | 0 | 0 | |||
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| 13 Feb | 92.57 | 7.45 | 0 | 8.05 | 0 | 0 | 0 | |||
| 11 Feb | 90.82 | 7.45 | 0 | 8.30 | 0 | 0 | 0 | |||
| 10 Feb | 94.30 | 7.45 | 0 | 6.28 | 0 | 0 | 0 | |||
| 7 Feb | 95.39 | 7.45 | 0 | 5.33 | 0 | 0 | 0 | |||
| 6 Feb | 97.39 | 7.45 | 0 | 3.98 | 0 | 0 | 0 | |||
| 5 Feb | 96.42 | 7.45 | 0 | 3.53 | 0 | 0 | 0 | |||
| 4 Feb | 95.60 | 7.45 | 0 | 5.03 | 0 | 0 | 0 | |||
| 3 Feb | 93.99 | 7.45 | 0 | 5.75 | 0 | 0 | 0 | |||
| 1 Feb | 97.57 | 7.45 | 0 | 0.43 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 105 expiring on 24APR2025
Delta for 105 CE is 0.09
Historical price for 105 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 49.56, the open interest changed by 2 which increased total open position to 151
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 53.10, the open interest changed by -1 which decreased total open position to 148
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 40.94, the open interest changed by 2 which increased total open position to 149
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 39.99, the open interest changed by 9 which increased total open position to 148
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 43.95, the open interest changed by -2 which decreased total open position to 139
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 44.52, the open interest changed by -1 which decreased total open position to 141
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 44.99, the open interest changed by 88 which increased total open position to 142
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 46.24, the open interest changed by 22 which increased total open position to 48
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 42.71, the open interest changed by 3 which increased total open position to 26
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 40.80, the open interest changed by 8 which increased total open position to 23
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by 10 which increased total open position to 14
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 1.35, which was -6.1 lower than the previous day. The implied volatity was 36.37, the open interest changed by 4 which increased total open position to 4
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 13.48, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SJVN was trading at 91.71. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 12.83, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SJVN was trading at 85.42. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 17.80, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SJVN was trading at 86.34. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 15.58, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SJVN was trading at 85.80. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 15.92, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SJVN was trading at 89.19. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SJVN was trading at 89.53. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SJVN was trading at 92.99. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SJVN was trading at 89.51. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SJVN was trading at 88.62. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 10.58, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SJVN was trading at 89.75. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SJVN was trading at 92.57. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SJVN was trading at 90.82. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SJVN was trading at 94.30. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SJVN was trading at 95.39. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SJVN was trading at 97.39. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SJVN was trading at 96.42. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SJVN was trading at 95.60. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SJVN was trading at 93.99. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SJVN was trading at 97.57. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 90.60 | 12.1 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 88.91 | 12.1 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 92.42 | 12.1 | -0.45 | 41.26 | 7 | 1 | 57 |
| 3 Apr | 95.77 | 12.55 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 93.32 | 12.55 | -0.7 | 56.40 | 1 | 0 | 56 |
| 1 Apr | 91.29 | 13.25 | 0 | 0.00 | 0 | 29 | 0 |
| 28 Mar | 91.59 | 13.25 | -1 | 34.88 | 44 | 29 | 53 |
| 27 Mar | 92.38 | 14.25 | 0.25 | 59.01 | 7 | 5 | 24 |
| 26 Mar | 91.53 | 14 | 1.8 | 50.58 | 11 | 2 | 10 |
| 25 Mar | 93.50 | 12.2 | 0 | 0.00 | 0 | 6 | 0 |
| 24 Mar | 96.93 | 12.2 | -4.35 | 69.36 | 6 | 5 | 7 |
| 21 Mar | 95.23 | 16.55 | 0 | 0.00 | 0 | 2 | 0 |
| 20 Mar | 91.07 | 16.55 | 0.5 | 70.64 | 2 | 0 | 0 |
| 19 Mar | 91.71 | 16.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 85.42 | 16.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.34 | 16.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 85.80 | 16.05 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 89.19 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 89.53 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 92.99 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 89.51 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 88.62 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 89.75 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 92.57 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 90.82 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 94.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 95.39 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 97.39 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 96.42 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 95.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 93.99 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 97.57 | 0 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 105 expiring on 24APR2025
Delta for 105 PE is 0.00
Historical price for 105 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 12.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 12.1, which was -0.45 lower than the previous day. The implied volatity was 41.26, the open interest changed by 1 which increased total open position to 57
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was 0.00, 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 12.55, which was -0.7 lower than the previous day. The implied volatity was 56.40, the open interest changed by 0 which decreased total open position to 56
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 13.25, which was -1 lower than the previous day. The implied volatity was 34.88, the open interest changed by 29 which increased total open position to 53
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was 59.01, the open interest changed by 5 which increased total open position to 24
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 14, which was 1.8 higher than the previous day. The implied volatity was 50.58, the open interest changed by 2 which increased total open position to 10
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 12.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 12.2, which was -4.35 lower than the previous day. The implied volatity was 69.36, the open interest changed by 5 which increased total open position to 7
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 16.55, which was 0 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 Mar SJVN was trading at 91.07. The strike last trading price was 16.55, which was 0.5 higher than the previous day. The implied volatity was 70.64, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SJVN was trading at 91.71. The strike last trading price was 16.05, 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 13 Mar SJVN was trading at 85.42. The strike last trading price was 16.05, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 16.05, 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 10 Mar SJVN was trading at 85.80. The strike last trading price was 16.05, 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 26 Feb SJVN was trading at 89.19. The strike last trading price was 0, 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 25 Feb SJVN was trading at 89.53. The strike last trading price was 0, 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 21 Feb SJVN was trading at 92.99. The strike last trading price was 0, 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 18 Feb SJVN was trading at 89.51. The strike last trading price was 0, 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 17 Feb SJVN was trading at 88.62. The strike last trading price was 0, 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 14 Feb SJVN was trading at 89.75. The strike last trading price was 0, 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 13 Feb SJVN was trading at 92.57. The strike last trading price was 0, 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 11 Feb SJVN was trading at 90.82. The strike last trading price was 0, 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 10 Feb SJVN was trading at 94.30. The strike last trading price was 0, 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 Feb SJVN was trading at 95.39. The strike last trading price was 0, 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 6 Feb SJVN was trading at 97.39. The strike last trading price was 0, 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 5 Feb SJVN was trading at 96.42. The strike last trading price was 0, 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 Feb SJVN was trading at 95.60. The strike last trading price was 0, 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 Feb SJVN was trading at 93.99. The strike last trading price was 0, 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 Feb SJVN was trading at 97.57. The strike last trading price was 0, 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
