`
[--[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 87 CE
Delta: 0.74
Vega: 0.06
Theta: -0.09
Gamma: 0.05
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
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
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 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