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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 125 CE
Delta: 0.27
Vega: 0.08
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 1.3 -0.40 34.29 204 41 545
11 Dec 120.19 1.7 -0.15 35.36 603 -46 503
10 Dec 119.39 1.85 -1.00 38.29 521 51 550
9 Dec 122.27 2.85 0.00 36.27 2,402 100 498
6 Dec 120.61 2.85 1.45 37.69 2,448 254 395
5 Dec 117.05 1.4 -0.15 35.37 115 -15 142
4 Dec 117.22 1.55 -0.50 34.91 404 44 159
3 Dec 117.03 2.05 0.80 38.22 340 76 114
2 Dec 113.81 1.25 -0.25 39.33 300 17 39
29 Nov 114.89 1.5 36.14 62 20 20

For Sjvn Ltd - strike price 125 expiring on 26DEC2024

Delta for 125 CE is 0.27

Historical price for 125 CE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 34.29, the open interest changed by 41 which increased total open position to 545


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 35.36, the open interest changed by -46 which decreased total open position to 503


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 1.85, which was -1.00 lower than the previous day. The implied volatity was 38.29, the open interest changed by 51 which increased total open position to 550


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 36.27, the open interest changed by 100 which increased total open position to 498


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 2.85, which was 1.45 higher than the previous day. The implied volatity was 37.69, the open interest changed by 254 which increased total open position to 395


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 35.37, the open interest changed by -15 which decreased total open position to 142


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 34.91, the open interest changed by 44 which increased total open position to 159


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 2.05, which was 0.80 higher than the previous day. The implied volatity was 38.22, the open interest changed by 76 which increased total open position to 114


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 39.33, the open interest changed by 17 which increased total open position to 39


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 36.14, the open interest changed by 20 which increased total open position to 20


SJVN 26DEC2024 125 PE
Delta: -0.66
Vega: 0.09
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 7.7 1.05 47.78 4 1 67
11 Dec 120.19 6.65 -0.85 40.61 4 0 63
10 Dec 119.39 7.5 1.25 43.81 2 -1 62
9 Dec 122.27 6.25 -0.75 47.82 95 51 62
6 Dec 120.61 7 -1.55 45.08 21 11 12
5 Dec 117.05 8.55 0.00 0.00 0 1 0
4 Dec 117.22 8.55 -3.25 34.19 2 1 1
3 Dec 117.03 11.8 0.00 - 0 0 0
2 Dec 113.81 11.8 0.00 - 0 0 0
29 Nov 114.89 11.8 - 0 0 0

For Sjvn Ltd - strike price 125 expiring on 26DEC2024

Delta for 125 PE is -0.66

Historical price for 125 PE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 7.7, which was 1.05 higher than the previous day. The implied volatity was 47.78, the open interest changed by 1 which increased total open position to 67


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 6.65, which was -0.85 lower than the previous day. The implied volatity was 40.61, the open interest changed by 0 which decreased total open position to 63


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 43.81, the open interest changed by -1 which decreased total open position to 62


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 6.25, which was -0.75 lower than the previous day. The implied volatity was 47.82, the open interest changed by 51 which increased total open position to 62


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 7, which was -1.55 lower than the previous day. The implied volatity was 45.08, the open interest changed by 11 which increased total open position to 12


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 8.55, 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 4 Dec SJVN was trading at 117.22. The strike last trading price was 8.55, which was -3.25 lower than the previous day. The implied volatity was 34.19, the open interest changed by 1 which increased total open position to 1


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 11.8, 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 11.8, 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 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0