SJVN
Sjvn Ltd
Historical option data for SJVN
12 Dec 2024 10:54 AM IST
SJVN 26DEC2024 140 CE | ||||||||||
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Delta: 0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 118.65 | 0.2 | -0.10 | 47.19 | 48 | 19 | 340 | |||
11 Dec | 120.19 | 0.3 | 0.00 | 46.98 | 51 | 5 | 319 | |||
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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 118.65. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 47.19, the open interest changed by 19 which increased total open position to 340
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 118.65 | 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 118.65. 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