SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 88 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.07
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 5.4 | 0.75 | 48.70 | 7 | 0 | 21 | |||
| 7 Apr | 88.91 | 4.65 | -2.4 | 43.27 | 47 | 20 | 23 | |||
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| 4 Apr | 92.42 | 7.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Apr | 95.77 | 7.05 | 0.85 | - | 3 | -1 | 1 | |||
| 2 Apr | 93.32 | 6.2 | -2.25 | 20.55 | 4 | 3 | 3 | |||
| 1 Apr | 91.29 | 8.45 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 91.59 | 8.45 | 0 | - | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 88 expiring on 24APR2025
Delta for 88 CE is 0.65
Historical price for 88 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 5.4, which was 0.75 higher than the previous day. The implied volatity was 48.70, the open interest changed by 0 which decreased total open position to 21
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 4.65, which was -2.4 lower than the previous day. The implied volatity was 43.27, the open interest changed by 20 which increased total open position to 23
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 7.05, 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 3 Apr SJVN was trading at 95.77. The strike last trading price was 7.05, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 6.2, which was -2.25 lower than the previous day. The implied volatity was 20.55, the open interest changed by 3 which increased total open position to 3
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 8.45, 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 8.45, 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 88 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 8 Apr | 90.60 | 2.5 | -1.65 | 51.89 | 49 | 4 | 45 |
| 7 Apr | 88.91 | 4.1 | 2.4 | 68.30 | 83 | 38 | 41 |
| 4 Apr | 92.42 | 1.7 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 95.77 | 1.7 | 0 | 0.00 | 0 | 3 | 0 |
| 2 Apr | 93.32 | 1.7 | -1.9 | 45.24 | 7 | 4 | 4 |
| 1 Apr | 91.29 | 3.6 | 0 | 5.90 | 0 | 0 | 0 |
| 28 Mar | 91.59 | 3.6 | 0 | 5.32 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 88 expiring on 24APR2025
Delta for 88 PE is -0.35
Historical price for 88 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 51.89, the open interest changed by 4 which increased total open position to 45
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 4.1, which was 2.4 higher than the previous day. The implied volatity was 68.30, the open interest changed by 38 which increased total open position to 41
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 0.00, 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 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 1.7, which was -1.9 lower than the previous day. The implied volatity was 45.24, the open interest changed by 4 which increased total open position to 4
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 5.90, 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 3.6, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
