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SJVN
Sjvn Ltd
119.1 -1.09 (-0.91%)

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Historical option data for SJVN

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 26DEC2024 105 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 16.15 0.00 - 0 0 0
11 Dec 120.19 16.15 0.00 - 0 0 0
10 Dec 119.39 16.15 0.00 - 0 0 0
9 Dec 122.27 16.15 0.00 - 0 0 0
6 Dec 120.61 16.15 0.00 - 0 0 0
5 Dec 117.05 16.15 0.00 - 0 0 0
4 Dec 117.22 16.15 0.00 - 0 0 0
3 Dec 117.03 16.15 0.00 - 0 0 0
2 Dec 113.81 16.15 0.00 - 0 0 0
29 Nov 114.89 16.15 - 0 0 0

For Sjvn Ltd - strike price 105 expiring on 26DEC2024

Delta for 105 CE is -

Historical price for 105 CE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 2 Dec SJVN was trading at 113.81. The strike last trading price was 16.15, 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 16.15, 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 105 PE
Delta: -0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 0.25 0.00 42.46 24 -18 93
11 Dec 120.19 0.25 -0.10 43.45 2 0 113
10 Dec 119.39 0.35 0.00 43.98 35 -5 110
9 Dec 122.27 0.35 -0.10 48.50 42 -5 115
6 Dec 120.61 0.45 -0.15 45.34 206 47 119
5 Dec 117.05 0.6 -0.10 39.55 65 -20 59
4 Dec 117.22 0.7 0.00 41.42 101 31 78
3 Dec 117.03 0.7 -0.60 41.18 71 25 45
2 Dec 113.81 1.3 -1.35 40.53 51 19 19
29 Nov 114.89 2.65 11.79 0 0 0

For Sjvn Ltd - strike price 105 expiring on 26DEC2024

Delta for 105 PE is -0.06

Historical price for 105 PE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.46, the open interest changed by -18 which decreased total open position to 93


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 43.45, the open interest changed by 0 which decreased total open position to 113


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 43.98, the open interest changed by -5 which decreased total open position to 110


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 48.50, the open interest changed by -5 which decreased total open position to 115


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 45.34, the open interest changed by 47 which increased total open position to 119


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 39.55, the open interest changed by -20 which decreased total open position to 59


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 41.42, the open interest changed by 31 which increased total open position to 78


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 41.18, the open interest changed by 25 which increased total open position to 45


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 40.53, the open interest changed by 19 which increased total open position to 19


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was 11.79, the open interest changed by 0 which decreased total open position to 0