SJVN
Sjvn Ltd
Historical option data for SJVN
09 Apr 2025 04:13 PM IST
| SJVN 24APR2025 87.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.07
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 90.03 | 4.95 | -0.7 | 45.00 | 2 | 0 | 28 | |||
| 8 Apr | 90.60 | 5.65 | 0.8 | 47.80 | 21 | 2 | 29 | |||
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| 7 Apr | 88.91 | 5 | -0.85 | 43.94 | 68 | 17 | 28 | |||
| 4 Apr | 92.42 | 5.85 | -0.05 | 14.41 | 4 | 1 | 12 | |||
| 3 Apr | 95.77 | 5.9 | 0 | 0.00 | 0 | -5 | 0 | |||
| 2 Apr | 93.32 | 5.9 | 0.3 | - | 10 | -4 | 12 | |||
| 1 Apr | 91.29 | 5.6 | -2.05 | 30.22 | 14 | 2 | 16 | |||
| 28 Mar | 91.59 | 7.65 | 0.25 | 51.97 | 25 | 13 | 14 | |||
| 27 Mar | 92.38 | 7.4 | -0.6 | 47.32 | 3 | 0 | 1 | |||
| 26 Mar | 91.53 | 8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 93.50 | 8 | -0.65 | 40.23 | 1 | 0 | 0 | |||
| 24 Mar | 96.93 | 8.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 95.23 | 8.65 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 91.07 | 8.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 91.71 | 8.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 86.26 | 8.65 | 0 | 0.42 | 0 | 0 | 0 | |||
| 12 Mar | 86.34 | 8.65 | 0 | 0.26 | 0 | 0 | 0 | |||
| 28 Feb | 84.11 | 8.65 | 0 | 2.39 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 87.5 expiring on 24APR2025
Delta for 87.5 CE is 0.66
Historical price for 87.5 CE is as follows
On 9 Apr SJVN was trading at 90.03. The strike last trading price was 4.95, which was -0.7 lower than the previous day. The implied volatity was 45.00, the open interest changed by 0 which decreased total open position to 28
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 5.65, which was 0.8 higher than the previous day. The implied volatity was 47.80, the open interest changed by 2 which increased total open position to 29
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 5, which was -0.85 lower than the previous day. The implied volatity was 43.94, the open interest changed by 17 which increased total open position to 28
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 5.85, which was -0.05 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1 which increased total open position to 12
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 5.9, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 12
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 5.6, which was -2.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 2 which increased total open position to 16
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 51.97, the open interest changed by 13 which increased total open position to 14
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 47.32, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 8, which was 0 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 25 Mar SJVN was trading at 93.50. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 40.23, 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 8.65, 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 Mar SJVN was trading at 95.23. The strike last trading price was 8.65, 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 20 Mar SJVN was trading at 91.07. The strike last trading price was 8.65, 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 19 Mar SJVN was trading at 91.71. The strike last trading price was 8.65, 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 Mar SJVN was trading at 86.26. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 0.42, 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 8.65, which was 0 lower than the previous day. The implied volatity was 0.26, 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 8.65, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 87.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.07
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 90.03 | 2.4 | -0.05 | 51.81 | 12 | 6 | 95 |
| 8 Apr | 90.60 | 2.4 | -1.35 | 53.22 | 103 | 16 | 88 |
| 7 Apr | 88.91 | 3.6 | 1.85 | 64.56 | 142 | -23 | 71 |
| 4 Apr | 92.42 | 1.75 | 0.7 | 47.73 | 184 | 58 | 92 |
| 3 Apr | 95.77 | 1.05 | -0.65 | 46.26 | 73 | -10 | 32 |
| 2 Apr | 93.32 | 1.7 | -0.4 | 47.20 | 41 | 21 | 42 |
| 1 Apr | 91.29 | 2.1 | -0.2 | 44.62 | 44 | -7 | 21 |
| 28 Mar | 91.59 | 2.45 | -0.15 | 45.20 | 52 | 25 | 28 |
| 27 Mar | 92.38 | 2.6 | -0.5 | 46.53 | 2 | 0 | 1 |
| 26 Mar | 91.53 | 3.1 | 0.45 | 51.00 | 2 | 0 | 1 |
| 25 Mar | 93.50 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 96.93 | 2.65 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Mar | 95.23 | 2.65 | -4.55 | 54.21 | 6 | 1 | 1 |
| 20 Mar | 91.07 | 7.2 | 0 | 5.09 | 0 | 0 | 0 |
| 19 Mar | 91.71 | 7.2 | 0 | 5.63 | 0 | 0 | 0 |
| 17 Mar | 86.26 | 7.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.34 | 7.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 84.11 | 7.2 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 87.5 expiring on 24APR2025
Delta for 87.5 PE is -0.35
Historical price for 87.5 PE is as follows
On 9 Apr SJVN was trading at 90.03. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 51.81, the open interest changed by 6 which increased total open position to 95
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 53.22, the open interest changed by 16 which increased total open position to 88
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 3.6, which was 1.85 higher than the previous day. The implied volatity was 64.56, the open interest changed by -23 which decreased total open position to 71
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 1.75, which was 0.7 higher than the previous day. The implied volatity was 47.73, the open interest changed by 58 which increased total open position to 92
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 46.26, the open interest changed by -10 which decreased total open position to 32
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 47.20, the open interest changed by 21 which increased total open position to 42
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 44.62, the open interest changed by -7 which decreased total open position to 21
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 45.20, the open interest changed by 25 which increased total open position to 28
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 46.53, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 51.00, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 2.65, 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 2.65, which was 0 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 21 Mar SJVN was trading at 95.23. The strike last trading price was 2.65, which was -4.55 lower than the previous day. The implied volatity was 54.21, the open interest changed by 1 which increased total open position to 1
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 5.09, 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 7.2, which was 0 lower than the previous day. The implied volatity was 5.63, 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 7.2, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 7.2, 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 Feb SJVN was trading at 84.11. The strike last trading price was 7.2, 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
