`
Related Pages for SJVN
[--[65.84.65.76]--]
SJVN
Sjvn Ltd
119.11 -1.08 (-0.90%)

Back to Option Chain

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 140 CE
Delta: 0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 0.2 -0.10 45.98 31 15 336
11 Dec 120.19 0.3 0.00 46.98 51 5 319
10 Dec 119.39 0.3 -0.15 46.85 198 24 312
9 Dec 122.27 0.45 0.00 43.46 602 73 288
6 Dec 120.61 0.45 0.20 42.27 525 35 214
5 Dec 117.05 0.25 0.05 43.27 63 48 178
4 Dec 117.22 0.2 -0.20 39.71 70 28 127
3 Dec 117.03 0.4 0.10 44.16 89 19 98
2 Dec 113.81 0.3 -0.15 47.20 39 23 78
29 Nov 114.89 0.45 45.96 74 55 55

For Sjvn Ltd - strike price 140 expiring on 26DEC2024

Delta for 140 CE is 0.05

Historical price for 140 CE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 45.98, the open interest changed by 15 which increased total open position to 336


On 11 Dec SJVN was trading at 120.19. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.98, the open interest changed by 5 which increased total open position to 319


On 10 Dec SJVN was trading at 119.39. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 46.85, the open interest changed by 24 which increased total open position to 312


On 9 Dec SJVN was trading at 122.27. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 43.46, the open interest changed by 73 which increased total open position to 288


On 6 Dec SJVN was trading at 120.61. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 42.27, the open interest changed by 35 which increased total open position to 214


On 5 Dec SJVN was trading at 117.05. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 43.27, the open interest changed by 48 which increased total open position to 178


On 4 Dec SJVN was trading at 117.22. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 39.71, the open interest changed by 28 which increased total open position to 127


On 3 Dec SJVN was trading at 117.03. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 44.16, the open interest changed by 19 which increased total open position to 98


On 2 Dec SJVN was trading at 113.81. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 47.20, the open interest changed by 23 which increased total open position to 78


On 29 Nov SJVN was trading at 114.89. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 45.96, the open interest changed by 55 which increased total open position to 55


SJVN 26DEC2024 140 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 119.23 23.2 0.00 - 0 0 0
11 Dec 120.19 23.2 0.00 - 0 0 0
10 Dec 119.39 23.2 0.00 - 0 0 0
9 Dec 122.27 23.2 0.00 - 0 0 0
6 Dec 120.61 23.2 0.00 0.00 0 0 0
5 Dec 117.05 23.2 0.00 0.00 0 0 0
4 Dec 117.22 23.2 0.00 0.00 0 0 0
3 Dec 117.03 23.2 0.00 0.00 0 0 0
2 Dec 113.81 23.2 0.00 0.00 0 0 0
29 Nov 114.89 23.2 - 0 0 0

For Sjvn Ltd - strike price 140 expiring on 26DEC2024

Delta for 140 PE is -

Historical price for 140 PE is as follows

On 12 Dec SJVN was trading at 119.23. The strike last trading price was 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0