SJVN
Sjvn Ltd
Historical option data for SJVN
12 Dec 2024 10:24 AM IST
SJVN 26DEC2024 117.5 CE | ||||||||||
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Delta: 0.64
Vega: 0.09
Theta: -0.11
Gamma: 0.06
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 119.23 | 3.85 | -0.80 | 28.10 | 13 | 8 | 120 | |||
11 Dec | 120.19 | 4.65 | -0.05 | 30.47 | 37 | -5 | 112 | |||
10 Dec | 119.39 | 4.7 | -2.15 | 34.98 | 12 | 2 | 116 | |||
9 Dec | 122.27 | 6.85 | 0.25 | 35.80 | 24 | 7 | 112 | |||
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6 Dec | 120.61 | 6.6 | 2.70 | 38.04 | 276 | -15 | 102 | |||
5 Dec | 117.05 | 3.9 | -0.10 | 34.69 | 64 | 23 | 119 | |||
4 Dec | 117.22 | 4 | -0.85 | 32.65 | 146 | 20 | 96 | |||
3 Dec | 117.03 | 4.85 | 1.65 | 37.67 | 214 | 44 | 71 | |||
2 Dec | 113.81 | 3.2 | -0.10 | 38.85 | 157 | 19 | 27 | |||
29 Nov | 114.89 | 3.3 | 32.21 | 13 | 7 | 7 |
For Sjvn Ltd - strike price 117.5 expiring on 26DEC2024
Delta for 117.5 CE is 0.64
Historical price for 117.5 CE is as follows
On 12 Dec SJVN was trading at 119.23. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 28.10, the open interest changed by 8 which increased total open position to 120
On 11 Dec SJVN was trading at 120.19. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 30.47, the open interest changed by -5 which decreased total open position to 112
On 10 Dec SJVN was trading at 119.39. The strike last trading price was 4.7, which was -2.15 lower than the previous day. The implied volatity was 34.98, the open interest changed by 2 which increased total open position to 116
On 9 Dec SJVN was trading at 122.27. The strike last trading price was 6.85, which was 0.25 higher than the previous day. The implied volatity was 35.80, the open interest changed by 7 which increased total open position to 112
On 6 Dec SJVN was trading at 120.61. The strike last trading price was 6.6, which was 2.70 higher than the previous day. The implied volatity was 38.04, the open interest changed by -15 which decreased total open position to 102
On 5 Dec SJVN was trading at 117.05. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 23 which increased total open position to 119
On 4 Dec SJVN was trading at 117.22. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 32.65, the open interest changed by 20 which increased total open position to 96
On 3 Dec SJVN was trading at 117.03. The strike last trading price was 4.85, which was 1.65 higher than the previous day. The implied volatity was 37.67, the open interest changed by 44 which increased total open position to 71
On 2 Dec SJVN was trading at 113.81. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 38.85, the open interest changed by 19 which increased total open position to 27
On 29 Nov SJVN was trading at 114.89. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was 32.21, the open interest changed by 7 which increased total open position to 7
SJVN 26DEC2024 117.5 PE | |||||||
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Delta: -0.39
Vega: 0.09
Theta: -0.12
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 119.23 | 2.8 | 0.50 | 40.80 | 35 | 3 | 109 |
11 Dec | 120.19 | 2.3 | -0.80 | 37.53 | 71 | 21 | 105 |
10 Dec | 119.39 | 3.1 | 0.65 | 41.91 | 25 | 4 | 83 |
9 Dec | 122.27 | 2.45 | -0.25 | 44.83 | 39 | -1 | 79 |
6 Dec | 120.61 | 2.7 | -1.60 | 40.19 | 128 | 26 | 78 |
5 Dec | 117.05 | 4.3 | -0.10 | 38.67 | 22 | 15 | 53 |
4 Dec | 117.22 | 4.4 | -1.55 | 40.57 | 27 | 8 | 38 |
3 Dec | 117.03 | 5.95 | 0.00 | 0.00 | 0 | 29 | 0 |
2 Dec | 113.81 | 5.95 | 0.70 | 36.41 | 33 | 27 | 28 |
29 Nov | 114.89 | 5.25 | 35.29 | 1 | 0 | 0 |
For Sjvn Ltd - strike price 117.5 expiring on 26DEC2024
Delta for 117.5 PE is -0.39
Historical price for 117.5 PE is as follows
On 12 Dec SJVN was trading at 119.23. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 40.80, the open interest changed by 3 which increased total open position to 109
On 11 Dec SJVN was trading at 120.19. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 37.53, the open interest changed by 21 which increased total open position to 105
On 10 Dec SJVN was trading at 119.39. The strike last trading price was 3.1, which was 0.65 higher than the previous day. The implied volatity was 41.91, the open interest changed by 4 which increased total open position to 83
On 9 Dec SJVN was trading at 122.27. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 44.83, the open interest changed by -1 which decreased total open position to 79
On 6 Dec SJVN was trading at 120.61. The strike last trading price was 2.7, which was -1.60 lower than the previous day. The implied volatity was 40.19, the open interest changed by 26 which increased total open position to 78
On 5 Dec SJVN was trading at 117.05. The strike last trading price was 4.3, which was -0.10 lower than the previous day. The implied volatity was 38.67, the open interest changed by 15 which increased total open position to 53
On 4 Dec SJVN was trading at 117.22. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was 40.57, the open interest changed by 8 which increased total open position to 38
On 3 Dec SJVN was trading at 117.03. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 2 Dec SJVN was trading at 113.81. The strike last trading price was 5.95, which was 0.70 higher than the previous day. The implied volatity was 36.41, the open interest changed by 27 which increased total open position to 28
On 29 Nov SJVN was trading at 114.89. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 0