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

90.6 1.69 (1.90%)

Back to Option Chain


Historical option data for SJVN

08 Apr 2025 05:53 PM IST
SJVN 24APR2025 110 CE
Delta: 0.06
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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