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[--[65.84.65.76]--]
SJVN
Sjvn Ltd

118.55 -1.64 (-1.36%)

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Historical option data for SJVN

12 Dec 2024 11:14 AM IST
SJVN 26DEC2024 127.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.63 1.2 0.00 0.00 0 17 0
11 Dec 120.19 1.2 -0.10 37.67 48 -1 125
10 Dec 119.39 1.3 -0.90 39.24 124 38 121
9 Dec 122.27 2.2 0.15 38.32 208 28 81
6 Dec 120.61 2.05 1.00 37.67 176 32 54
5 Dec 117.05 1.05 -0.10 36.97 2 1 21
4 Dec 117.22 1.15 -0.70 36.23 23 17 20
3 Dec 117.03 1.85 0.65 42.22 1 0 2
2 Dec 113.81 1.2 0.00 0.00 0 2 0
29 Nov 114.89 1.2 38.11 4 2 2


For Sjvn Ltd - strike price 127.5 expiring on 26DEC2024

Delta for 127.5 CE is 0.00

Historical price for 127.5 CE is as follows

On 12 Dec SJVN was trading at 118.63. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 37.67, the open interest changed by -1 which decreased total open position to 125


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was 39.24, the open interest changed by 38 which increased total open position to 121


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 38.32, the open interest changed by 28 which increased total open position to 81


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 2.05, which was 1.00 higher than the previous day. The implied volatity was 37.67, the open interest changed by 32 which increased total open position to 54


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 36.97, the open interest changed by 1 which increased total open position to 21


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 36.23, the open interest changed by 17 which increased total open position to 20


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 2


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 2


SJVN 26DEC2024 127.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.63 7.25 0.00 0.00 0 0 0
11 Dec 120.19 7.25 0.00 0.00 0 0 0
10 Dec 119.39 7.25 0.00 0.00 0 1 0
9 Dec 122.27 7.25 -6.20 42.54 1 0 0
6 Dec 120.61 13.45 0.00 - 0 0 0
5 Dec 117.05 13.45 0.00 - 0 0 0
4 Dec 117.22 13.45 0.00 - 0 0 0
3 Dec 117.03 13.45 0.00 - 0 0 0
2 Dec 113.81 13.45 0.00 - 0 0 0
29 Nov 114.89 13.45 - 0 0 0


For Sjvn Ltd - strike price 127.5 expiring on 26DEC2024

Delta for 127.5 PE is 0.00

Historical price for 127.5 PE is as follows

On 12 Dec SJVN was trading at 118.63. The strike last trading price was 7.25, 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 11 Dec SJVN was trading at 120.19. The strike last trading price was 7.25, 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 10 Dec SJVN was trading at 119.39. The strike last trading price was 7.25, 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 9 Dec SJVN was trading at 122.27. The strike last trading price was 7.25, which was -6.20 lower than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 0


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 13.45, 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 5 Dec SJVN was trading at 117.05. The strike last trading price was 13.45, 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 4 Dec SJVN was trading at 117.22. The strike last trading price was 13.45, 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 3 Dec SJVN was trading at 117.03. The strike last trading price was 13.45, 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 13.45, 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 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0