SJVN
Sjvn Ltd
Historical option data for SJVN
12 Dec 2024 10:54 AM IST
SJVN 26DEC2024 122.5 CE | ||||||||||
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Delta: 0.33
Vega: 0.09
Theta: -0.10
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 118.65 | 1.55 | -0.90 | 31.12 | 108 | -27 | 313 | |||
11 Dec | 120.19 | 2.45 | -0.10 | 34.29 | 230 | -4 | 339 | |||
10 Dec | 119.39 | 2.55 | -1.30 | 37.05 | 377 | 83 | 343 | |||
9 Dec | 122.27 | 3.85 | -0.05 | 35.25 | 808 | 74 | 262 | |||
6 Dec | 120.61 | 3.9 | 1.80 | 38.05 | 1,010 | 130 | 191 | |||
5 Dec | 117.05 | 2.1 | 0.00 | 35.93 | 6 | 2 | 63 | |||
4 Dec | 117.22 | 2.1 | -0.70 | 33.63 | 117 | 0 | 61 | |||
3 Dec | 117.03 | 2.8 | 1.10 | 38.17 | 132 | 38 | 59 | |||
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2 Dec | 113.81 | 1.7 | -0.25 | 38.74 | 86 | -6 | 21 | |||
29 Nov | 114.89 | 1.95 | 34.84 | 38 | 26 | 26 |
For Sjvn Ltd - strike price 122.5 expiring on 26DEC2024
Delta for 122.5 CE is 0.33
Historical price for 122.5 CE is as follows
On 12 Dec SJVN was trading at 118.65. The strike last trading price was 1.55, which was -0.90 lower than the previous day. The implied volatity was 31.12, the open interest changed by -27 which decreased total open position to 313
On 11 Dec SJVN was trading at 120.19. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 34.29, the open interest changed by -4 which decreased total open position to 339
On 10 Dec SJVN was trading at 119.39. The strike last trading price was 2.55, which was -1.30 lower than the previous day. The implied volatity was 37.05, the open interest changed by 83 which increased total open position to 343
On 9 Dec SJVN was trading at 122.27. The strike last trading price was 3.85, which was -0.05 lower than the previous day. The implied volatity was 35.25, the open interest changed by 74 which increased total open position to 262
On 6 Dec SJVN was trading at 120.61. The strike last trading price was 3.9, which was 1.80 higher than the previous day. The implied volatity was 38.05, the open interest changed by 130 which increased total open position to 191
On 5 Dec SJVN was trading at 117.05. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 35.93, the open interest changed by 2 which increased total open position to 63
On 4 Dec SJVN was trading at 117.22. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 33.63, the open interest changed by 0 which decreased total open position to 61
On 3 Dec SJVN was trading at 117.03. The strike last trading price was 2.8, which was 1.10 higher than the previous day. The implied volatity was 38.17, the open interest changed by 38 which increased total open position to 59
On 2 Dec SJVN was trading at 113.81. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 38.74, the open interest changed by -6 which decreased total open position to 21
On 29 Nov SJVN was trading at 114.89. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 34.84, the open interest changed by 26 which increased total open position to 26
SJVN 26DEC2024 122.5 PE | |||||||
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Delta: -0.61
Vega: 0.09
Theta: -0.12
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 118.65 | 6.2 | 1.15 | 45.48 | 1 | 0 | 102 |
11 Dec | 120.19 | 5.05 | -0.70 | 39.16 | 7 | -2 | 101 |
10 Dec | 119.39 | 5.75 | 1.05 | 42.56 | 17 | 0 | 104 |
9 Dec | 122.27 | 4.7 | -0.30 | 46.10 | 228 | 80 | 104 |
6 Dec | 120.61 | 5 | -3.20 | 40.25 | 45 | 22 | 23 |
5 Dec | 117.05 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 117.22 | 8.2 | 0.00 | 0.00 | 0 | 1 | 0 |
3 Dec | 117.03 | 8.2 | -2.00 | 49.58 | 1 | 0 | 0 |
2 Dec | 113.81 | 10.2 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 114.89 | 10.2 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 122.5 expiring on 26DEC2024
Delta for 122.5 PE is -0.61
Historical price for 122.5 PE is as follows
On 12 Dec SJVN was trading at 118.65. The strike last trading price was 6.2, which was 1.15 higher than the previous day. The implied volatity was 45.48, the open interest changed by 0 which decreased total open position to 102
On 11 Dec SJVN was trading at 120.19. The strike last trading price was 5.05, which was -0.70 lower than the previous day. The implied volatity was 39.16, the open interest changed by -2 which decreased total open position to 101
On 10 Dec SJVN was trading at 119.39. The strike last trading price was 5.75, which was 1.05 higher than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 104
On 9 Dec SJVN was trading at 122.27. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 46.10, the open interest changed by 80 which increased total open position to 104
On 6 Dec SJVN was trading at 120.61. The strike last trading price was 5, which was -3.20 lower than the previous day. The implied volatity was 40.25, the open interest changed by 22 which increased total open position to 23
On 5 Dec SJVN was trading at 117.05. The strike last trading price was 8.2, 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 8.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec SJVN was trading at 117.03. The strike last trading price was 8.2, which was -2.00 lower than the previous day. The implied volatity was 49.58, 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 10.2, 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 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0