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SJVN
Sjvn Ltd
119.11 -1.08 (-0.90%)

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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 130 CE
Delta: 0.14
Vega: 0.05
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 0.6 -0.25 37.29 125 -7 436
11 Dec 120.19 0.85 -0.10 38.46 425 -7 442
10 Dec 119.39 0.95 -0.60 40.59 517 105 448
9 Dec 122.27 1.55 0.10 38.78 1,001 91 343
6 Dec 120.61 1.45 0.65 37.82 1,282 149 252
5 Dec 117.05 0.8 -0.05 38.61 160 -54 103
4 Dec 117.22 0.85 -0.35 37.42 287 42 156
3 Dec 117.03 1.2 0.50 40.46 311 60 111
2 Dec 113.81 0.7 -0.10 41.16 37 15 51
29 Nov 114.89 0.8 37.37 61 35 35

For Sjvn Ltd - strike price 130 expiring on 26DEC2024

Delta for 130 CE is 0.14

Historical price for 130 CE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 37.29, the open interest changed by -7 which decreased total open position to 436


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 38.46, the open interest changed by -7 which decreased total open position to 442


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 40.59, the open interest changed by 105 which increased total open position to 448


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 38.78, the open interest changed by 91 which increased total open position to 343


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 37.82, the open interest changed by 149 which increased total open position to 252


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 38.61, the open interest changed by -54 which decreased total open position to 103


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 37.42, the open interest changed by 42 which increased total open position to 156


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 1.2, which was 0.50 higher than the previous day. The implied volatity was 40.46, the open interest changed by 60 which increased total open position to 111


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 41.16, the open interest changed by 15 which increased total open position to 51


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 37.37, the open interest changed by 35 which increased total open position to 35


SJVN 26DEC2024 130 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 15.25 0.00 - 0 0 0
11 Dec 120.19 15.25 0.00 - 0 0 0
10 Dec 119.39 15.25 0.00 - 0 0 0
9 Dec 122.27 15.25 0.00 - 0 0 0
6 Dec 120.61 15.25 0.00 - 0 0 0
5 Dec 117.05 15.25 0.00 - 0 0 0
4 Dec 117.22 15.25 0.00 - 0 0 0
3 Dec 117.03 15.25 0.00 - 0 0 0
2 Dec 113.81 15.25 0.00 - 0 0 0
29 Nov 114.89 15.25 - 0 0 0

For Sjvn Ltd - strike price 130 expiring on 26DEC2024

Delta for 130 PE is -

Historical price for 130 PE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 15.25, 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 11 Dec SJVN was trading at 120.19. The strike last trading price was 15.25, 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 10 Dec SJVN was trading at 119.39. The strike last trading price was 15.25, 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 9 Dec SJVN was trading at 122.27. The strike last trading price was 15.25, 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 6 Dec SJVN was trading at 120.61. The strike last trading price was 15.25, 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 15.25, 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 15.25, 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 15.25, 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 15.25, 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 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0