SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
SJVN 24APR2025 110 CE | ||||||||||
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Delta: 0.06
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 90.60 | 0.25 | 0 | 55.20 | 61 | -9 | 260 | |||
7 Apr | 88.91 | 0.25 | -0.05 | 55.39 | 73 | 0 | 269 | |||
4 Apr | 92.42 | 0.3 | -0.15 | 45.99 | 214 | 76 | 268 | |||
3 Apr | 95.77 | 0.45 | 0.05 | 41.53 | 111 | -27 | 192 | |||
2 Apr | 93.32 | 0.4 | 0.05 | 45.22 | 35 | -7 | 225 | |||
1 Apr | 91.29 | 0.35 | -0.15 | 47.23 | 82 | 4 | 237 | |||
28 Mar | 91.59 | 0.45 | -0.15 | 46.52 | 310 | 59 | 233 | |||
27 Mar | 92.38 | 0.6 | 0.1 | 47.51 | 85 | 11 | 173 | |||
26 Mar | 91.53 | 0.5 | -0.15 | 45.46 | 54 | 18 | 161 | |||
25 Mar | 93.50 | 0.65 | -0.45 | 43.61 | 99 | 33 | 143 | |||
24 Mar | 96.93 | 1.05 | 0.3 | 41.11 | 128 | 68 | 111 | |||
21 Mar | 95.23 | 0.75 | 0.45 | 38.44 | 56 | 30 | 43 | |||
20 Mar | 91.07 | 0.3 | 0 | 37.56 | 5 | 0 | 13 | |||
19 Mar | 91.71 | 0.3 | -0.05 | 35.81 | 7 | 5 | 13 | |||
13 Mar | 85.42 | 0.35 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 86.34 | 0.35 | 0.1 | 42.62 | 1 | 0 | 8 | |||
10 Mar | 85.80 | 0.25 | -5.75 | 40.18 | 10 | 7 | 7 | |||
26 Feb | 89.19 | 6 | 0 | 14.59 | 0 | 0 | 0 | |||
25 Feb | 89.53 | 6 | 0 | 14.59 | 0 | 0 | 0 | |||
21 Feb | 92.99 | 6 | 0 | 11.08 | 0 | 0 | 0 | |||
18 Feb | 89.51 | 6 | 0 | 13.77 | 0 | 0 | 0 | |||
17 Feb | 88.62 | 6 | 0 | 14.15 | 0 | 0 | 0 | |||
14 Feb | 89.75 | 6 | 0 | 13.64 | 0 | 0 | 0 | |||
13 Feb | 92.57 | 6 | 0 | 10.74 | 0 | 0 | 0 | |||
11 Feb | 90.82 | 6 | 0 | 11.57 | 0 | 0 | 0 | |||
10 Feb | 94.30 | 6 | 0 | 9.17 | 0 | 0 | 0 | |||
7 Feb | 95.39 | 6 | 0 | 8.15 | 0 | 0 | 0 | |||
6 Feb | 97.39 | 6 | 0 | 7.02 | 0 | 0 | 0 | |||
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5 Feb | 96.42 | 6 | 0 | 6.61 | 0 | 0 | 0 | |||
4 Feb | 95.60 | 6 | 0 | 7.94 | 0 | 0 | 0 | |||
3 Feb | 93.99 | 6 | 0 | 8.78 | 0 | 0 | 0 | |||
1 Feb | 97.57 | 6 | 0 | 3.63 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 110 expiring on 24APR2025
Delta for 110 CE is 0.06
Historical price for 110 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 55.20, the open interest changed by -9 which decreased total open position to 260
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 55.39, the open interest changed by 0 which decreased total open position to 269
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 45.99, the open interest changed by 76 which increased total open position to 268
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 41.53, the open interest changed by -27 which decreased total open position to 192
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 45.22, the open interest changed by -7 which decreased total open position to 225
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 47.23, the open interest changed by 4 which increased total open position to 237
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 46.52, the open interest changed by 59 which increased total open position to 233
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 47.51, the open interest changed by 11 which increased total open position to 173
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 45.46, the open interest changed by 18 which increased total open position to 161
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 43.61, the open interest changed by 33 which increased total open position to 143
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 41.11, the open interest changed by 68 which increased total open position to 111
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 0.75, which was 0.45 higher than the previous day. The implied volatity was 38.44, the open interest changed by 30 which increased total open position to 43
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.56, the open interest changed by 0 which decreased total open position to 13
On 19 Mar SJVN was trading at 91.71. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.81, the open interest changed by 5 which increased total open position to 13
On 13 Mar SJVN was trading at 85.42. The strike last trading price was 0.35, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 42.62, the open interest changed by 0 which decreased total open position to 8
On 10 Mar SJVN was trading at 85.80. The strike last trading price was 0.25, which was -5.75 lower than the previous day. The implied volatity was 40.18, the open interest changed by 7 which increased total open position to 7
On 26 Feb SJVN was trading at 89.19. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 14.59, 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 6, which was 0 lower than the previous day. The implied volatity was 14.59, 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 6, which was 0 lower than the previous day. The implied volatity was 11.08, 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 6, which was 0 lower than the previous day. The implied volatity was 13.77, 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 6, which was 0 lower than the previous day. The implied volatity was 14.15, 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 6, which was 0 lower than the previous day. The implied volatity was 13.64, 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 6, which was 0 lower than the previous day. The implied volatity was 10.74, 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 6, which was 0 lower than the previous day. The implied volatity was 11.57, 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 6, which was 0 lower than the previous day. The implied volatity was 9.17, 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 6, which was 0 lower than the previous day. The implied volatity was 8.15, 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 6, which was 0 lower than the previous day. The implied volatity was 7.02, 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 6, which was 0 lower than the previous day. The implied volatity was 6.61, 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 6, which was 0 lower than the previous day. The implied volatity was 7.94, 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 6, which was 0 lower than the previous day. The implied volatity was 8.78, 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 6, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
SJVN 24APR2025 110 PE | |||||||
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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 | 15.9 | 0 | 0.00 | 0 | 0 | 0 |
7 Apr | 88.91 | 15.9 | 0 | 0.00 | 0 | -1 | 0 |
4 Apr | 92.42 | 15.9 | -0.35 | - | 4 | -1 | 78 |
3 Apr | 95.77 | 16.25 | -2.75 | 79.28 | 4 | 0 | 83 |
2 Apr | 93.32 | 19 | 1.45 | 90.03 | 2 | 0 | 85 |
1 Apr | 91.29 | 17.55 | 0.5 | - | 4 | 1 | 85 |
28 Mar | 91.59 | 17.05 | -2.15 | - | 51 | 19 | 84 |
27 Mar | 92.38 | 19.2 | 0.2 | 70.40 | 8 | 0 | 57 |
26 Mar | 91.53 | 19 | 0 | 0.00 | 0 | 28 | 0 |
25 Mar | 93.50 | 19 | 2.5 | 78.88 | 28 | 27 | 56 |
24 Mar | 96.93 | 16.5 | -1.95 | 76.73 | 8 | 6 | 27 |
21 Mar | 95.23 | 18.45 | -2.8 | 82.14 | 1 | 0 | 20 |
20 Mar | 91.07 | 21.25 | 0 | 0.00 | 0 | 6 | 0 |
19 Mar | 91.71 | 21.25 | -4.15 | 82.56 | 6 | 5 | 19 |
13 Mar | 85.42 | 25.4 | -0.95 | 71.82 | 2 | 1 | 13 |
12 Mar | 86.34 | 26.35 | 0.4 | 90.23 | 1 | 0 | 11 |
10 Mar | 85.80 | 25.95 | 6.45 | 78.42 | 11 | 10 | 10 |
26 Feb | 89.19 | 19.5 | 0 | - | 0 | 0 | 0 |
25 Feb | 89.53 | 19.5 | 0 | - | 0 | 0 | 0 |
21 Feb | 92.99 | 19.5 | 0 | - | 0 | 0 | 0 |
18 Feb | 89.51 | 19.5 | 0 | - | 0 | 0 | 0 |
17 Feb | 88.62 | 19.5 | 0 | - | 0 | 0 | 0 |
14 Feb | 89.75 | 19.5 | 0 | - | 0 | 0 | 0 |
13 Feb | 92.57 | 19.5 | 0 | - | 0 | 0 | 0 |
11 Feb | 90.82 | 19.5 | 0 | - | 0 | 0 | 0 |
10 Feb | 94.30 | 19.5 | 0 | - | 0 | 0 | 0 |
7 Feb | 95.39 | 19.5 | 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 110 expiring on 24APR2025
Delta for 110 PE is 0.00
Historical price for 110 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 15.9, 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 15.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 15.9, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 16.25, which was -2.75 lower than the previous day. The implied volatity was 79.28, the open interest changed by 0 which decreased total open position to 83
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 19, which was 1.45 higher than the previous day. The implied volatity was 90.03, the open interest changed by 0 which decreased total open position to 85
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 17.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 85
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 17.05, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 84
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 19.2, which was 0.2 higher than the previous day. The implied volatity was 70.40, the open interest changed by 0 which decreased total open position to 57
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 19, which was 2.5 higher than the previous day. The implied volatity was 78.88, the open interest changed by 27 which increased total open position to 56
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 16.5, which was -1.95 lower than the previous day. The implied volatity was 76.73, the open interest changed by 6 which increased total open position to 27
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 18.45, which was -2.8 lower than the previous day. The implied volatity was 82.14, the open interest changed by 0 which decreased total open position to 20
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 21.25, 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 19 Mar SJVN was trading at 91.71. The strike last trading price was 21.25, which was -4.15 lower than the previous day. The implied volatity was 82.56, the open interest changed by 5 which increased total open position to 19
On 13 Mar SJVN was trading at 85.42. The strike last trading price was 25.4, which was -0.95 lower than the previous day. The implied volatity was 71.82, the open interest changed by 1 which increased total open position to 13
On 12 Mar SJVN was trading at 86.34. The strike last trading price was 26.35, which was 0.4 higher than the previous day. The implied volatity was 90.23, the open interest changed by 0 which decreased total open position to 11
On 10 Mar SJVN was trading at 85.80. The strike last trading price was 25.95, which was 6.45 higher than the previous day. The implied volatity was 78.42, the open interest changed by 10 which increased total open position to 10
On 26 Feb SJVN was trading at 89.19. The strike last trading price was 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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