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SJVN
Sjvn Ltd
119.24 -0.95 (-0.79%)

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Historical option data for SJVN

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 26DEC2024 132.5 CE
Delta: 0.10
Vega: 0.04
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 0.45 -0.15 40.46 2 0 109
11 Dec 120.19 0.6 -0.05 40.47 82 32 109
10 Dec 119.39 0.65 -0.30 41.53 85 52 62
9 Dec 122.27 0.95 0.95 37.28 21 9 9
6 Dec 120.61 0 0.00 0.00 0 0 0
5 Dec 117.05 0 0.00 0.00 0 0 0
4 Dec 117.22 0 0.00 0.00 0 0 0
3 Dec 117.03 0 0.00 0.00 0 0 0
2 Dec 113.81 0 0.00 0.00 0 0 0
29 Nov 114.89 0 0.00 0 0 0

For Sjvn Ltd - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 CE is 0.10

Historical price for 132.5 CE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 40.46, the open interest changed by 0 which decreased total open position to 109


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 40.47, the open interest changed by 32 which increased total open position to 109


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 41.53, the open interest changed by 52 which increased total open position to 62


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.95, which was 0.95 higher than the previous day. The implied volatity was 37.28, the open interest changed by 9 which increased total open position to 9


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0, 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 5 Dec SJVN was trading at 117.05. The strike last trading price was 0, 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 0, 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 3 Dec SJVN was trading at 117.03. The strike last trading price was 0, 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 2 Dec SJVN was trading at 113.81. The strike last trading price was 0, 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 29 Nov SJVN was trading at 114.89. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SJVN 26DEC2024 132.5 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 17.1 0.00 - 0 0 0
11 Dec 120.19 17.1 0.00 - 0 0 0
10 Dec 119.39 17.1 0.00 - 0 0 0
9 Dec 122.27 17.1 17.10 - 0 0 0
6 Dec 120.61 0 0.00 0.00 0 0 0
5 Dec 117.05 0 0.00 0.00 0 0 0
4 Dec 117.22 0 0.00 0.00 0 0 0
3 Dec 117.03 0 0.00 0.00 0 0 0
2 Dec 113.81 0 0.00 0.00 0 0 0
29 Nov 114.89 0 0.00 0 0 0

For Sjvn Ltd - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 PE is -

Historical price for 132.5 PE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 17.1, 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 17.1, 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 17.1, 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 17.1, which was 17.10 higher 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 0, 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 5 Dec SJVN was trading at 117.05. The strike last trading price was 0, 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 0, 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 3 Dec SJVN was trading at 117.03. The strike last trading price was 0, 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 2 Dec SJVN was trading at 113.81. The strike last trading price was 0, 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 29 Nov SJVN was trading at 114.89. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0