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

118.23 -1.96 (-1.63%)

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Historical option data for SJVN

12 Dec 2024 10:54 AM IST
SJVN 26DEC2024 112.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.65 7.85 0.00 0.00 0 0 0
11 Dec 120.19 7.85 0.00 0.00 0 0 0
10 Dec 119.39 7.85 0.00 0.00 0 0 0
9 Dec 122.27 7.85 0.00 0.00 0 0 0
6 Dec 120.61 7.85 0.00 0.00 0 0 0
5 Dec 117.05 7.85 0.00 0.00 0 0 0
4 Dec 117.22 7.85 0.00 0.00 0 23 0
3 Dec 117.03 7.85 2.25 37.83 34 24 30
2 Dec 113.81 5.6 -1.40 39.87 7 3 6
29 Nov 114.89 7 41.56 3 1 1


For Sjvn Ltd - strike price 112.5 expiring on 26DEC2024

Delta for 112.5 CE is 0.00

Historical price for 112.5 CE is as follows

On 12 Dec SJVN was trading at 118.65. The strike last trading price was 7.85, which was 0.00 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 11 Dec SJVN was trading at 120.19. The strike last trading price was 7.85, which was 0.00 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 10 Dec SJVN was trading at 119.39. The strike last trading price was 7.85, which was 0.00 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 9 Dec SJVN was trading at 122.27. The strike last trading price was 7.85, which was 0.00 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 6 Dec SJVN was trading at 120.61. The strike last trading price was 7.85, which was 0.00 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 5 Dec SJVN was trading at 117.05. The strike last trading price was 7.85, which was 0.00 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 4 Dec SJVN was trading at 117.22. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 7.85, which was 2.25 higher than the previous day. The implied volatity was 37.83, the open interest changed by 24 which increased total open position to 30


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 5.6, which was -1.40 lower than the previous day. The implied volatity was 39.87, the open interest changed by 3 which increased total open position to 6


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 41.56, the open interest changed by 1 which increased total open position to 1


SJVN 26DEC2024 112.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.65 0.85 0.00 0.00 0 -17 0
11 Dec 120.19 0.85 -0.50 37.03 75 -17 143
10 Dec 119.39 1.35 0.20 41.17 84 5 160
9 Dec 122.27 1.15 -0.20 45.19 170 90 168
6 Dec 120.61 1.35 -0.60 41.54 165 12 78
5 Dec 117.05 1.95 -0.30 36.23 22 -15 67
4 Dec 117.22 2.25 0.15 39.81 26 2 69
3 Dec 117.03 2.1 -1.40 38.40 124 66 72
2 Dec 113.81 3.5 -1.65 38.00 15 5 5
29 Nov 114.89 5.15 3.69 0 0 0


For Sjvn Ltd - strike price 112.5 expiring on 26DEC2024

Delta for 112.5 PE is 0.00

Historical price for 112.5 PE is as follows

On 12 Dec SJVN was trading at 118.65. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 37.03, the open interest changed by -17 which decreased total open position to 143


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 41.17, the open interest changed by 5 which increased total open position to 160


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 45.19, the open interest changed by 90 which increased total open position to 168


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 41.54, the open interest changed by 12 which increased total open position to 78


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 36.23, the open interest changed by -15 which decreased total open position to 67


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 39.81, the open interest changed by 2 which increased total open position to 69


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 38.40, the open interest changed by 66 which increased total open position to 72


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 3.5, which was -1.65 lower than the previous day. The implied volatity was 38.00, the open interest changed by 5 which increased total open position to 5


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0