SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
SJVN 24APR2025 87 CE | ||||||||||
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Delta: 0.74
Vega: 0.06
Theta: -0.09
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 90.60 | 5.3 | 0 | 37.35 | 1 | 0 | 3 | |||
7 Apr | 88.91 | 5.5 | -3.55 | 46.60 | 7 | 2 | 2 | |||
4 Apr | 92.42 | 9.05 | 0 | - | 0 | 0 | 0 | |||
3 Apr | 95.77 | 9.05 | 0 | - | 0 | 0 | 0 | |||
2 Apr | 93.32 | 9.05 | 0 | - | 0 | 0 | 0 | |||
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1 Apr | 91.29 | 9.05 | 0 | - | 0 | 0 | 0 | |||
28 Mar | 91.59 | 9.05 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 87 expiring on 24APR2025
Delta for 87 CE is 0.74
Historical price for 87 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 3
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 5.5, which was -3.55 lower than the previous day. The implied volatity was 46.60, the open interest changed by 2 which increased total open position to 2
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 9.05, 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 Apr SJVN was trading at 95.77. The strike last trading price was 9.05, 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 9.05, 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 9.05, 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 9.05, 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 87 PE | |||||||
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Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 90.60 | 3.2 | 0 | 7.76 | 0 | 0 | 0 |
7 Apr | 88.91 | 3.2 | 0 | 6.39 | 0 | 0 | 0 |
4 Apr | 92.42 | 3.2 | 0 | 10.08 | 0 | 0 | 0 |
3 Apr | 95.77 | 3.2 | 0 | 13.43 | 0 | 0 | 0 |
2 Apr | 93.32 | 3.2 | 0 | 10.52 | 0 | 0 | 0 |
1 Apr | 91.29 | 3.2 | 0 | 7.22 | 0 | 0 | 0 |
28 Mar | 91.59 | 3.2 | 0 | 6.56 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 87 expiring on 24APR2025
Delta for 87 PE is -0.00
Historical price for 87 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 7.76, 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 3.2, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 10.08, 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 3.2, which was 0 lower than the previous day. The implied volatity was 13.43, 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 3.2, which was 0 lower than the previous day. The implied volatity was 10.52, 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 3.2, which was 0 lower than the previous day. The implied volatity was 7.22, 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 3.2, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0