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

119.2 -0.99 (-0.82%)

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Historical option data for SJVN

12 Dec 2024 10:14 AM IST
SJVN 26DEC2024 135 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 0.45 0.00 0.00 0 -40 0
11 Dec 120.19 0.45 -0.05 42.40 107 -41 203
10 Dec 119.39 0.5 -0.30 43.18 128 12 243
9 Dec 122.27 0.8 0.05 40.63 445 118 233
6 Dec 120.61 0.75 0.35 39.24 687 62 116
5 Dec 117.05 0.4 0.00 40.01 8 -4 54
4 Dec 117.22 0.4 -0.20 38.46 46 33 57
3 Dec 117.03 0.6 0.00 40.75 47 24 25
2 Dec 113.81 0.6 0.00 0.00 0 1 0
29 Nov 114.89 0.6 42.05 1 0 0


For Sjvn Ltd - strike price 135 expiring on 26DEC2024

Delta for 135 CE is 0.00

Historical price for 135 CE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -40 which decreased total open position to 0


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 42.40, the open interest changed by -41 which decreased total open position to 203


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 43.18, the open interest changed by 12 which increased total open position to 243


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 40.63, the open interest changed by 118 which increased total open position to 233


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 39.24, the open interest changed by 62 which increased total open position to 116


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.01, the open interest changed by -4 which decreased total open position to 54


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.46, the open interest changed by 33 which increased total open position to 57


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by 24 which increased total open position to 25


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 0.6, 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 29 Nov SJVN was trading at 114.89. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 42.05, the open interest changed by 0 which decreased total open position to 0


SJVN 26DEC2024 135 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 118.92 20 0.00 0.00 0 0 0
11 Dec 120.19 20 0.00 0.00 0 0 0
10 Dec 119.39 20 0.00 0.00 0 0 0
9 Dec 122.27 20 0.00 0.00 0 0 0
6 Dec 120.61 20 0.00 0.00 0 0 0
5 Dec 117.05 20 0.00 0.00 0 0 0
4 Dec 117.22 20 0.00 0.00 0 0 0
3 Dec 117.03 20 0.00 0.00 0 1 0
2 Dec 113.81 20 0.95 - 1 0 0
29 Nov 114.89 19.05 - 0 0 0


For Sjvn Ltd - strike price 135 expiring on 26DEC2024

Delta for 135 PE is 0.00

Historical price for 135 PE is as follows

On 12 Dec SJVN was trading at 118.92. The strike last trading price was 20, 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 20, 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 20, 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 9 Dec SJVN was trading at 122.27. The strike last trading price was 20, 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 6 Dec SJVN was trading at 120.61. The strike last trading price was 20, 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 20, 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 20, 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 20, 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 2 Dec SJVN was trading at 113.81. The strike last trading price was 20, which was 0.95 higher 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 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0