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

90.6 1.69 (1.90%)

Back to Option Chain


Historical option data for SJVN

08 Apr 2025 05:53 PM IST
SJVN 24APR2025 82 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 90.60 11.55 0 0.00 0 0 0
7 Apr 88.91 11.55 0 0.00 0 7 0
4 Apr 92.42 11.55 -1 38.44 7 5 5
3 Apr 95.77 12.55 0 - 0 0 0
2 Apr 93.32 12.55 0 - 0 0 0
1 Apr 91.29 12.55 0 - 0 0 0
28 Mar 91.59 12.55 0 - 0 0 0


For Sjvn Ltd - strike price 82 expiring on 24APR2025

Delta for 82 CE is 0.00

Historical price for 82 CE is as follows

On 8 Apr SJVN was trading at 90.60. The strike last trading price was 11.55, which was 0 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 7 Apr SJVN was trading at 88.91. The strike last trading price was 11.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 4 Apr SJVN was trading at 92.42. The strike last trading price was 11.55, which was -1 lower than the previous day. The implied volatity was 38.44, the open interest changed by 5 which increased total open position to 5


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SJVN 24APR2025 82 PE
Delta: -0.16
Vega: 0.05
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 90.60 0.9 -0.9 53.65 32 6 13
7 Apr 88.91 1.8 0.1 66.31 7 6 6
4 Apr 92.42 1.7 0 17.36 0 0 0
3 Apr 95.77 1.7 0 21.15 0 0 0
2 Apr 93.32 1.7 0 17.43 0 0 0
1 Apr 91.29 1.7 0 14.15 0 0 0
28 Mar 91.59 1.7 0 13.21 0 0 0


For Sjvn Ltd - strike price 82 expiring on 24APR2025

Delta for 82 PE is -0.16

Historical price for 82 PE is as follows

On 8 Apr SJVN was trading at 90.60. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 53.65, the open interest changed by 6 which increased total open position to 13


On 7 Apr SJVN was trading at 88.91. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 66.31, the open interest changed by 6 which increased total open position to 6


On 4 Apr SJVN was trading at 92.42. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 17.36, the open interest changed by 0 which decreased total open position to 0


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 14.15, the open interest changed by 0 which decreased total open position to 0


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 0