`
Related Pages for SJVN
[--[65.84.65.76]--]
SJVN
Sjvn Ltd
118.85 -1.34 (-1.11%)

Back to Option Chain

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 115 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 6.25 0.00 0.00 0 12 0
11 Dec 120.19 6.25 0.20 28.14 48 11 239
10 Dec 119.39 6.05 -2.35 31.44 13 2 229
9 Dec 122.27 8.4 -0.10 30.37 14 2 228
6 Dec 120.61 8.5 3.25 40.38 156 13 227
5 Dec 117.05 5.25 0.10 34.85 46 -7 215
4 Dec 117.22 5.15 -1.05 30.43 109 12 224
3 Dec 117.03 6.2 1.95 37.38 454 98 211
2 Dec 113.81 4.25 -0.15 38.98 228 86 114
29 Nov 114.89 4.4 31.48 79 24 24

For Sjvn Ltd - strike price 115 expiring on 26DEC2024

Delta for 115 CE is 0.00

Historical price for 115 CE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 6.25, which was 0.20 higher than the previous day. The implied volatity was 28.14, the open interest changed by 11 which increased total open position to 239


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 6.05, which was -2.35 lower than the previous day. The implied volatity was 31.44, the open interest changed by 2 which increased total open position to 229


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 8.4, which was -0.10 lower than the previous day. The implied volatity was 30.37, the open interest changed by 2 which increased total open position to 228


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 8.5, which was 3.25 higher than the previous day. The implied volatity was 40.38, the open interest changed by 13 which increased total open position to 227


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 5.25, which was 0.10 higher than the previous day. The implied volatity was 34.85, the open interest changed by -7 which decreased total open position to 215


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 5.15, which was -1.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 12 which increased total open position to 224


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 6.2, which was 1.95 higher than the previous day. The implied volatity was 37.38, the open interest changed by 98 which increased total open position to 211


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 38.98, the open interest changed by 86 which increased total open position to 114


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was 31.48, the open interest changed by 24 which increased total open position to 24


SJVN 26DEC2024 115 PE
Delta: -0.30
Vega: 0.08
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 1.7 0.25 37.43 67 -17 297
11 Dec 120.19 1.45 -0.65 37.26 181 86 314
10 Dec 119.39 2.1 0.55 41.57 142 -11 231
9 Dec 122.27 1.55 -0.30 42.99 177 53 244
6 Dec 120.61 1.85 -1.00 39.93 311 37 192
5 Dec 117.05 2.85 -0.45 36.06 11 -1 154
4 Dec 117.22 3.3 0.25 40.96 84 11 156
3 Dec 117.03 3.05 -1.60 38.93 298 113 142
2 Dec 113.81 4.65 -0.35 37.29 28 6 35
29 Nov 114.89 5 43.90 58 29 29

For Sjvn Ltd - strike price 115 expiring on 26DEC2024

Delta for 115 PE is -0.30

Historical price for 115 PE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 37.43, the open interest changed by -17 which decreased total open position to 297


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 37.26, the open interest changed by 86 which increased total open position to 314


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 41.57, the open interest changed by -11 which decreased total open position to 231


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 42.99, the open interest changed by 53 which increased total open position to 244


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 1.85, which was -1.00 lower than the previous day. The implied volatity was 39.93, the open interest changed by 37 which increased total open position to 192


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 36.06, the open interest changed by -1 which decreased total open position to 154


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 40.96, the open interest changed by 11 which increased total open position to 156


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 3.05, which was -1.60 lower than the previous day. The implied volatity was 38.93, the open interest changed by 113 which increased total open position to 142


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 37.29, the open interest changed by 6 which increased total open position to 35


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 43.90, the open interest changed by 29 which increased total open position to 29