SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 85 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.06
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 7.5 | 1 | 50.03 | 12 | 5 | 78 | |||
| 7 Apr | 88.91 | 6.85 | -2.3 | 46.77 | 14 | 0 | 72 | |||
| 4 Apr | 92.42 | 9.15 | -2.5 | 43.01 | 25 | 14 | 71 | |||
| 3 Apr | 95.77 | 11.65 | 3.05 | 34.89 | 2 | 0 | 56 | |||
| 2 Apr | 93.32 | 8.6 | 0.9 | - | 32 | 12 | 58 | |||
| 1 Apr | 91.29 | 7.7 | -0.9 | 32.57 | 5 | 1 | 47 | |||
| 28 Mar | 91.59 | 8.55 | -0.8 | 44.04 | 79 | 38 | 46 | |||
| 27 Mar | 92.38 | 9.4 | 0.85 | 47.26 | 7 | 0 | 3 | |||
| 26 Mar | 91.53 | 8.55 | -1.35 | 39.97 | 2 | 0 | 3 | |||
| 25 Mar | 93.50 | 9.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 96.93 | 9.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 95.23 | 9.9 | 5.15 | - | 4 | 1 | 4 | |||
| 20 Mar | 91.07 | 4.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 91.71 | 4.75 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 17 Mar | 86.26 | 4.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 86.34 | 4.75 | -11.85 | 29.88 | 7 | 3 | 3 | |||
| 28 Feb | 84.11 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 89.19 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 89.53 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 92.99 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 89.51 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 88.62 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 89.75 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 92.57 | 16.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 90.82 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 94.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 95.39 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 97.39 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 96.42 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 95.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 93.99 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 97.57 | 0 | 0 | - | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 85 expiring on 24APR2025
Delta for 85 CE is 0.76
Historical price for 85 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 7.5, which was 1 higher than the previous day. The implied volatity was 50.03, the open interest changed by 5 which increased total open position to 78
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 6.85, which was -2.3 lower than the previous day. The implied volatity was 46.77, the open interest changed by 0 which decreased total open position to 72
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 9.15, which was -2.5 lower than the previous day. The implied volatity was 43.01, the open interest changed by 14 which increased total open position to 71
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 11.65, which was 3.05 higher than the previous day. The implied volatity was 34.89, the open interest changed by 0 which decreased total open position to 56
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 8.6, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 58
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 7.7, which was -0.9 lower than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 47
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 8.55, which was -0.8 lower than the previous day. The implied volatity was 44.04, the open interest changed by 38 which increased total open position to 46
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 9.4, which was 0.85 higher than the previous day. The implied volatity was 47.26, the open interest changed by 0 which decreased total open position to 3
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 8.55, which was -1.35 lower than the previous day. The implied volatity was 39.97, the open interest changed by 0 which decreased total open position to 3
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 9.9, 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 24 Mar SJVN was trading at 96.93. The strike last trading price was 9.9, 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 21 Mar SJVN was trading at 95.23. The strike last trading price was 9.9, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 4.75, 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 19 Mar SJVN was trading at 91.71. The strike last trading price was 4.75, 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 17 Mar SJVN was trading at 86.26. The strike last trading price was 4.75, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 4.75, which was -11.85 lower than the previous day. The implied volatity was 29.88, the open interest changed by 3 which increased total open position to 3
On 28 Feb SJVN was trading at 84.11. The strike last trading price was 16.6, 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 26 Feb SJVN was trading at 89.19. The strike last trading price was 16.6, 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 25 Feb SJVN was trading at 89.53. The strike last trading price was 16.6, 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 21 Feb SJVN was trading at 92.99. The strike last trading price was 16.6, 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 18 Feb SJVN was trading at 89.51. The strike last trading price was 16.6, 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 17 Feb SJVN was trading at 88.62. The strike last trading price was 16.6, 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 14 Feb SJVN was trading at 89.75. The strike last trading price was 16.6, 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 13 Feb SJVN was trading at 92.57. The strike last trading price was 16.6, 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 11 Feb SJVN was trading at 90.82. The strike last trading price was 0, 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 10 Feb SJVN was trading at 94.30. The strike last trading price was 0, 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 7 Feb SJVN was trading at 95.39. The strike last trading price was 0, 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 6 Feb SJVN was trading at 97.39. The strike last trading price was 0, 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 5 Feb SJVN was trading at 96.42. The strike last trading price was 0, 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 4 Feb SJVN was trading at 95.60. The strike last trading price was 0, 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 3 Feb SJVN was trading at 93.99. The strike last trading price was 0, 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 Feb SJVN was trading at 97.57. The strike last trading price was 0, 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 85 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.06
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 90.60 | 1.6 | -1.1 | 53.59 | 254 | 15 | 190 |
| 7 Apr | 88.91 | 2.65 | 1.55 | 65.00 | 216 | -4 | 175 |
| 4 Apr | 92.42 | 1.05 | 0.4 | 46.69 | 157 | 4 | 177 |
| 3 Apr | 95.77 | 0.65 | -0.35 | 46.76 | 185 | 22 | 168 |
| 2 Apr | 93.32 | 1 | -0.4 | 45.71 | 196 | 31 | 148 |
| 1 Apr | 91.29 | 1.4 | -0.35 | 45.19 | 139 | 45 | 117 |
| 28 Mar | 91.59 | 1.8 | -0.1 | 46.58 | 173 | 24 | 72 |
| 27 Mar | 92.38 | 1.8 | -0.85 | 47.89 | 51 | 0 | 48 |
| 26 Mar | 91.53 | 2.8 | 0.4 | 57.72 | 43 | 25 | 48 |
| 25 Mar | 93.50 | 2.35 | 0.7 | 57.26 | 11 | 5 | 23 |
| 24 Mar | 96.93 | 1.65 | -0.15 | 56.62 | 9 | 3 | 17 |
| 21 Mar | 95.23 | 1.8 | -2 | 52.36 | 14 | 10 | 15 |
| 20 Mar | 91.07 | 3.8 | 0.9 | 61.50 | 2 | 0 | 4 |
| 19 Mar | 91.71 | 2.9 | -2.65 | 53.26 | 4 | 3 | 3 |
| 17 Mar | 86.26 | 5.55 | 0 | 3.02 | 0 | 0 | 0 |
| 12 Mar | 86.34 | 5.55 | 0 | 2.64 | 0 | 0 | 0 |
| 28 Feb | 84.11 | 5.55 | 0 | 0.22 | 0 | 0 | 0 |
| 26 Feb | 89.19 | 5.55 | 0 | 5.23 | 0 | 0 | 0 |
| 25 Feb | 89.53 | 5.55 | 0 | 5.23 | 0 | 0 | 0 |
| 21 Feb | 92.99 | 5.55 | 0 | 7.90 | 0 | 0 | 0 |
| 18 Feb | 89.51 | 5.55 | 0 | 5.33 | 0 | 0 | 0 |
| 17 Feb | 88.62 | 5.55 | 0 | 4.73 | 0 | 0 | 0 |
| 14 Feb | 89.75 | 5.55 | 0 | 4.96 | 0 | 0 | 0 |
| 13 Feb | 92.57 | 5.55 | 0 | 7.72 | 0 | 0 | 0 |
| 11 Feb | 90.82 | 5.55 | 0 | 6.52 | 0 | 0 | 0 |
| 10 Feb | 94.30 | 5.55 | 0 | 8.56 | 0 | 0 | 0 |
| 7 Feb | 95.39 | 5.55 | 0 | 9.30 | 0 | 0 | 0 |
| 6 Feb | 97.39 | 5.55 | 0 | 10.20 | 0 | 0 | 0 |
| 5 Feb | 96.42 | 5.55 | 0 | 9.86 | 0 | 0 | 0 |
| 4 Feb | 95.60 | 0 | 0 | 9.19 | 0 | 0 | 0 |
| 3 Feb | 93.99 | 0 | 0 | 8.13 | 0 | 0 | 0 |
| 1 Feb | 97.57 | 0 | 0 | 10.47 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 85 expiring on 24APR2025
Delta for 85 PE is -0.25
Historical price for 85 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 1.6, which was -1.1 lower than the previous day. The implied volatity was 53.59, the open interest changed by 15 which increased total open position to 190
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 2.65, which was 1.55 higher than the previous day. The implied volatity was 65.00, the open interest changed by -4 which decreased total open position to 175
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 46.69, the open interest changed by 4 which increased total open position to 177
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 46.76, the open interest changed by 22 which increased total open position to 168
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 45.71, the open interest changed by 31 which increased total open position to 148
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 45.19, the open interest changed by 45 which increased total open position to 117
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 46.58, the open interest changed by 24 which increased total open position to 72
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 47.89, the open interest changed by 0 which decreased total open position to 48
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 2.8, which was 0.4 higher than the previous day. The implied volatity was 57.72, the open interest changed by 25 which increased total open position to 48
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 2.35, which was 0.7 higher than the previous day. The implied volatity was 57.26, the open interest changed by 5 which increased total open position to 23
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 56.62, the open interest changed by 3 which increased total open position to 17
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 1.8, which was -2 lower than the previous day. The implied volatity was 52.36, the open interest changed by 10 which increased total open position to 15
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 61.50, the open interest changed by 0 which decreased total open position to 4
On 19 Mar SJVN was trading at 91.71. The strike last trading price was 2.9, which was -2.65 lower than the previous day. The implied volatity was 53.26, the open interest changed by 3 which increased total open position to 3
On 17 Mar SJVN was trading at 86.26. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SJVN was trading at 86.34. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SJVN was trading at 84.11. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SJVN was trading at 89.19. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SJVN was trading at 89.53. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SJVN was trading at 92.99. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SJVN was trading at 89.51. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SJVN was trading at 88.62. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SJVN was trading at 89.75. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SJVN was trading at 92.57. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SJVN was trading at 90.82. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SJVN was trading at 94.30. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SJVN was trading at 95.39. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SJVN was trading at 97.39. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 10.20, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SJVN was trading at 96.42. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SJVN was trading at 95.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SJVN was trading at 93.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.13, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SJVN was trading at 97.57. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.47, the open interest changed by 0 which decreased total open position to 0
