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SJVN
Sjvn Ltd
119.22 -0.97 (-0.81%)

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Historical option data for SJVN

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 26DEC2024 122.5 CE
Delta: 0.37
Vega: 0.09
Theta: -0.11
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 1.8 -0.65 31.52 84 -24 316
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
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 0.37

Historical price for 122.5 CE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 31.52, the open interest changed by -24 which decreased total open position to 316


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
Delta: -0.58
Vega: 0.09
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 6.2 1.15 49.21 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 -0.58

Historical price for 122.5 PE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 6.2, which was 1.15 higher than the previous day. The implied volatity was 49.21, 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