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SJVN
Sjvn Ltd
118.54 -1.65 (-1.37%)

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Historical option data for SJVN

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 26DEC2024 110 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.55 8.65 -1.30 - 17 -6 38
11 Dec 120.19 9.95 0.00 0.00 0 -3 0
10 Dec 119.39 9.95 -2.60 26.51 5 -3 44
9 Dec 122.27 12.55 0.25 - 25 15 47
6 Dec 120.61 12.3 3.70 39.03 18 0 31
5 Dec 117.05 8.6 0.25 34.22 4 -1 32
4 Dec 117.22 8.35 -1.15 24.18 11 2 33
3 Dec 117.03 9.5 2.25 35.97 18 5 32
2 Dec 113.81 7.25 0.10 41.66 31 17 21
29 Nov 114.89 7.15 28.12 4 2 2

For Sjvn Ltd - strike price 110 expiring on 26DEC2024

Delta for 110 CE is -

Historical price for 110 CE is as follows

On 12 Dec SJVN was trading at 118.55. The strike last trading price was 8.65, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 38


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 9.95, which was -2.60 lower than the previous day. The implied volatity was 26.51, the open interest changed by -3 which decreased total open position to 44


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 12.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 47


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 12.3, which was 3.70 higher than the previous day. The implied volatity was 39.03, the open interest changed by 0 which decreased total open position to 31


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 8.6, which was 0.25 higher than the previous day. The implied volatity was 34.22, the open interest changed by -1 which decreased total open position to 32


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 8.35, which was -1.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by 2 which increased total open position to 33


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 9.5, which was 2.25 higher than the previous day. The implied volatity was 35.97, the open interest changed by 5 which increased total open position to 32


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 7.25, which was 0.10 higher than the previous day. The implied volatity was 41.66, the open interest changed by 17 which increased total open position to 21


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was 28.12, the open interest changed by 2 which increased total open position to 2


SJVN 26DEC2024 110 PE
Delta: -0.13
Vega: 0.05
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.55 0.6 0.05 37.02 67 32 254
11 Dec 120.19 0.55 -0.30 38.79 87 -16 222
10 Dec 119.39 0.85 0.05 41.47 336 35 247
9 Dec 122.27 0.8 -0.15 46.31 290 -4 212
6 Dec 120.61 0.95 -0.40 42.78 515 78 217
5 Dec 117.05 1.35 -0.15 37.35 39 -9 139
4 Dec 117.22 1.5 0.00 39.47 175 48 149
3 Dec 117.03 1.5 -1.00 39.44 183 -5 102
2 Dec 113.81 2.5 -0.10 38.08 250 88 108
29 Nov 114.89 2.6 41.18 29 20 20

For Sjvn Ltd - strike price 110 expiring on 26DEC2024

Delta for 110 PE is -0.13

Historical price for 110 PE is as follows

On 12 Dec SJVN was trading at 118.55. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 37.02, the open interest changed by 32 which increased total open position to 254


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 38.79, the open interest changed by -16 which decreased total open position to 222


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 41.47, the open interest changed by 35 which increased total open position to 247


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 46.31, the open interest changed by -4 which decreased total open position to 212


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 42.78, the open interest changed by 78 which increased total open position to 217


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 37.35, the open interest changed by -9 which decreased total open position to 139


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 39.47, the open interest changed by 48 which increased total open position to 149


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 39.44, the open interest changed by -5 which decreased total open position to 102


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 38.08, the open interest changed by 88 which increased total open position to 108


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was 41.18, the open interest changed by 20 which increased total open position to 20