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SJVN
Sjvn Ltd
119.18 -1.01 (-0.84%)

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Historical option data for SJVN

12 Dec 2024 10:34 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 26DEC2024 117.5 CE
Delta: 0.64
Vega: 0.09
Theta: -0.10
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.18 3.75 -0.90 27.33 15 9 121
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
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 119.18. The strike last trading price was 3.75, which was -0.90 lower than the previous day. The implied volatity was 27.33, the open interest changed by 9 which increased total open position to 121


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
Delta: -0.40
Vega: 0.09
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.18 2.8 0.50 40.59 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 -0.40

Historical price for 117.5 PE is as follows

On 12 Dec SJVN was trading at 119.18. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 40.59, 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