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SJVN
Sjvn Ltd
118.52 -1.67 (-1.39%)

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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 120 CE
Delta: 0.45
Vega: 0.09
Theta: -0.11
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.55 2.25 -1.15 29.19 371 56 523
11 Dec 120.19 3.4 -0.10 32.51 718 1 469
10 Dec 119.39 3.5 -1.55 35.98 647 86 467
9 Dec 122.27 5.05 -0.05 33.52 1,116 -46 380
6 Dec 120.61 5.1 2.25 37.73 3,084 147 427
5 Dec 117.05 2.85 -0.10 34.98 290 -5 279
4 Dec 117.22 2.95 -0.80 33.33 701 57 284
3 Dec 117.03 3.75 1.40 38.18 921 35 218
2 Dec 113.81 2.35 -0.15 38.70 213 83 183
29 Nov 114.89 2.5 33.15 371 99 99

For Sjvn Ltd - strike price 120 expiring on 26DEC2024

Delta for 120 CE is 0.45

Historical price for 120 CE is as follows

On 12 Dec SJVN was trading at 118.55. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 29.19, the open interest changed by 56 which increased total open position to 523


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 469


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 3.5, which was -1.55 lower than the previous day. The implied volatity was 35.98, the open interest changed by 86 which increased total open position to 467


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 33.52, the open interest changed by -46 which decreased total open position to 380


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 5.1, which was 2.25 higher than the previous day. The implied volatity was 37.73, the open interest changed by 147 which increased total open position to 427


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 34.98, the open interest changed by -5 which decreased total open position to 279


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 2.95, which was -0.80 lower than the previous day. The implied volatity was 33.33, the open interest changed by 57 which increased total open position to 284


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 3.75, which was 1.40 higher than the previous day. The implied volatity was 38.18, the open interest changed by 35 which increased total open position to 218


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 38.70, the open interest changed by 83 which increased total open position to 183


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 33.15, the open interest changed by 99 which increased total open position to 99


SJVN 26DEC2024 120 PE
Delta: -0.53
Vega: 0.09
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.55 4.4 0.85 41.31 124 1 334
11 Dec 120.19 3.55 -0.75 39.16 156 37 328
10 Dec 119.39 4.3 0.85 42.25 222 7 291
9 Dec 122.27 3.45 -0.10 45.29 298 74 283
6 Dec 120.61 3.55 -2.55 38.50 710 190 209
5 Dec 117.05 6.1 0.00 0.00 0 19 0
4 Dec 117.22 6.1 -2.65 43.60 38 18 18
3 Dec 117.03 8.75 0.00 - 0 0 0
2 Dec 113.81 8.75 0.00 - 0 0 0
29 Nov 114.89 8.75 - 0 0 0

For Sjvn Ltd - strike price 120 expiring on 26DEC2024

Delta for 120 PE is -0.53

Historical price for 120 PE is as follows

On 12 Dec SJVN was trading at 118.55. The strike last trading price was 4.4, which was 0.85 higher than the previous day. The implied volatity was 41.31, the open interest changed by 1 which increased total open position to 334


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 3.55, which was -0.75 lower than the previous day. The implied volatity was 39.16, the open interest changed by 37 which increased total open position to 328


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 42.25, the open interest changed by 7 which increased total open position to 291


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 45.29, the open interest changed by 74 which increased total open position to 283


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 3.55, which was -2.55 lower than the previous day. The implied volatity was 38.50, the open interest changed by 190 which increased total open position to 209


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 6.1, which was -2.65 lower than the previous day. The implied volatity was 43.60, the open interest changed by 18 which increased total open position to 18


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0