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SJVN
Sjvn Ltd
90.6 1.69 (1.90%)

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Historical option data for SJVN

08 Apr 2025 05:53 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 24APR2025 90 CE
Delta: 0.57
Vega: 0.07
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
8 Apr 90.60 4.15 0.4 47.21 333 19 150
7 Apr 88.91 4.05 -0.35 49.67 519 -23 132
4 Apr 92.42 4.4 -3 27.86 69 0 152
3 Apr 95.77 7.5 1.7 37.33 80 -28 154
2 Apr 93.32 5.85 1.25 38.91 836 49 183
1 Apr 91.29 4.6 -0.65 37.97 130 54 133
28 Mar 91.59 5.25 -1 42.71 222 24 79
27 Mar 92.38 6.35 1.85 48.85 83 0 46
26 Mar 91.53 4.65 -0.9 33.45 16 0 46
25 Mar 93.50 5.6 -1.35 29.48 12 4 48
24 Mar 96.93 6.9 0.65 - 18 -6 45
21 Mar 95.23 6.25 2.7 14.69 43 6 52
20 Mar 91.07 3.35 -0.65 20.99 41 15 45
19 Mar 91.71 3.8 1.05 21.43 34 13 29
18 Mar 87.86 2.85 0.7 30.38 3 1 15
17 Mar 86.26 2.15 0 0.00 0 1 0
13 Mar 85.42 2.15 -0.55 31.33 2 0 13
12 Mar 86.34 2.7 0.65 32.37 3 1 13
11 Mar 86.08 2.05 -0.1 25.80 3 1 11
10 Mar 85.80 2.15 -1.45 29.39 2 1 9
7 Mar 87.76 3.6 0.5 32.95 8 2 8
6 Mar 87.45 3.2 0 30.89 2 0 5
5 Mar 86.58 3.2 1.2 31.75 1 0 5
4 Mar 82.90 2 0 0.00 0 4 0
3 Mar 82.00 2 -0.5 34.73 5 4 5
28 Feb 84.11 2.5 -11.25 33.72 1 0 0
26 Feb 89.19 13.75 0 - 0 0 0
25 Feb 89.53 13.75 0 - 0 0 0
21 Feb 92.99 13.75 0 - 0 0 0
18 Feb 89.51 13.75 0 - 0 0 0
17 Feb 88.62 13.75 0 - 0 0 0
14 Feb 89.75 13.75 0 - 0 0 0
13 Feb 92.57 13.75 0 - 0 0 0
11 Feb 90.82 13.75 0 - 0 0 0
10 Feb 94.30 13.75 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 90 expiring on 24APR2025

Delta for 90 CE is 0.57

Historical price for 90 CE is as follows

On 8 Apr SJVN was trading at 90.60. The strike last trading price was 4.15, which was 0.4 higher than the previous day. The implied volatity was 47.21, the open interest changed by 19 which increased total open position to 150


On 7 Apr SJVN was trading at 88.91. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 49.67, the open interest changed by -23 which decreased total open position to 132


On 4 Apr SJVN was trading at 92.42. The strike last trading price was 4.4, which was -3 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 152


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 7.5, which was 1.7 higher than the previous day. The implied volatity was 37.33, the open interest changed by -28 which decreased total open position to 154


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 5.85, which was 1.25 higher than the previous day. The implied volatity was 38.91, the open interest changed by 49 which increased total open position to 183


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 4.6, which was -0.65 lower than the previous day. The implied volatity was 37.97, the open interest changed by 54 which increased total open position to 133


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 5.25, which was -1 lower than the previous day. The implied volatity was 42.71, the open interest changed by 24 which increased total open position to 79


On 27 Mar SJVN was trading at 92.38. The strike last trading price was 6.35, which was 1.85 higher than the previous day. The implied volatity was 48.85, the open interest changed by 0 which decreased total open position to 46


On 26 Mar SJVN was trading at 91.53. The strike last trading price was 4.65, which was -0.9 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 46


On 25 Mar SJVN was trading at 93.50. The strike last trading price was 5.6, which was -1.35 lower than the previous day. The implied volatity was 29.48, the open interest changed by 4 which increased total open position to 48


On 24 Mar SJVN was trading at 96.93. The strike last trading price was 6.9, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 45


On 21 Mar SJVN was trading at 95.23. The strike last trading price was 6.25, which was 2.7 higher than the previous day. The implied volatity was 14.69, the open interest changed by 6 which increased total open position to 52


On 20 Mar SJVN was trading at 91.07. The strike last trading price was 3.35, which was -0.65 lower than the previous day. The implied volatity was 20.99, the open interest changed by 15 which increased total open position to 45


On 19 Mar SJVN was trading at 91.71. The strike last trading price was 3.8, which was 1.05 higher than the previous day. The implied volatity was 21.43, the open interest changed by 13 which increased total open position to 29


On 18 Mar SJVN was trading at 87.86. The strike last trading price was 2.85, which was 0.7 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 15


On 17 Mar SJVN was trading at 86.26. The strike last trading price was 2.15, 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 13 Mar SJVN was trading at 85.42. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 13


On 12 Mar SJVN was trading at 86.34. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 32.37, the open interest changed by 1 which increased total open position to 13


On 11 Mar SJVN was trading at 86.08. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 11


On 10 Mar SJVN was trading at 85.80. The strike last trading price was 2.15, which was -1.45 lower than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 9


On 7 Mar SJVN was trading at 87.76. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was 32.95, the open interest changed by 2 which increased total open position to 8


On 6 Mar SJVN was trading at 87.45. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 5


On 5 Mar SJVN was trading at 86.58. The strike last trading price was 3.2, which was 1.2 higher than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 5


On 4 Mar SJVN was trading at 82.90. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 3 Mar SJVN was trading at 82.00. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 5


On 28 Feb SJVN was trading at 84.11. The strike last trading price was 2.5, which was -11.25 lower than the previous day. The implied volatity was 33.72, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 90 PE
Delta: -0.43
Vega: 0.07
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
8 Apr 90.60 3.35 -1.7 51.68 204 -8 160
7 Apr 88.91 4.7 2.1 63.51 230 30 168
4 Apr 92.42 2.55 0.95 46.97 232 -29 134
3 Apr 95.77 1.55 -0.8 44.83 323 -7 161
2 Apr 93.32 2.3 -0.8 44.56 272 15 170
1 Apr 91.29 3.1 -0.4 44.94 302 44 157
28 Mar 91.59 3.55 0.15 45.66 691 24 113
27 Mar 92.38 3.5 -1.35 47.18 87 21 89
26 Mar 91.53 4.9 0.5 58.72 37 6 68
25 Mar 93.50 4.5 1.3 61.04 28 8 62
24 Mar 96.93 3.35 -0.55 59.92 49 -4 54
21 Mar 95.23 3.9 -1.5 58.06 55 23 58
20 Mar 91.07 5.4 0.4 56.37 15 8 34
19 Mar 91.71 5.45 -1.55 58.18 25 16 26
18 Mar 87.86 7 -2.75 56.89 6 5 9
17 Mar 86.26 9.75 0 0.00 0 0 0
13 Mar 85.42 9.75 0 0.00 0 1 0
12 Mar 86.34 9.75 0.8 69.85 2 0 3
11 Mar 86.08 8.95 0 0.00 0 1 0
10 Mar 85.80 8.95 0.6 58.42 1 1 2
7 Mar 87.76 8.35 -4.15 60.48 1 0 1
6 Mar 87.45 12.5 0 0.00 0 0 0
5 Mar 86.58 12.5 0 0.00 0 0 0
4 Mar 82.90 12.5 -2.9 73.45 1 0 1
3 Mar 82.00 15.4 1.6 93.44 2 -1 2
28 Feb 84.11 13.8 6.15 84.55 3 0 0
26 Feb 89.19 7.65 0 0.62 0 0 0
25 Feb 89.53 7.65 0 0.62 0 0 0
21 Feb 92.99 7.65 0 3.71 0 0 0
18 Feb 89.51 7.65 0 1.09 0 0 0
17 Feb 88.62 7.65 0 0.58 0 0 0
14 Feb 89.75 7.65 0 0.92 0 0 0
13 Feb 92.57 7.65 0 3.83 0 0 0
11 Feb 90.82 7.65 0 2.54 0 0 0
10 Feb 94.30 7.65 0 4.81 0 0 0
7 Feb 95.39 7.65 0 5.90 0 0 0
6 Feb 97.39 7.65 0 6.85 0 0 0
5 Feb 96.42 7.65 0 6.49 0 0 0
4 Feb 95.60 0 0 5.74 0 0 0
3 Feb 93.99 0 0 4.56 0 0 0
1 Feb 97.57 0 0 7.26 0 0 0

For Sjvn Ltd - strike price 90 expiring on 24APR2025

Delta for 90 PE is -0.43

Historical price for 90 PE is as follows

On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.35, which was -1.7 lower than the previous day. The implied volatity was 51.68, the open interest changed by -8 which decreased total open position to 160


On 7 Apr SJVN was trading at 88.91. The strike last trading price was 4.7, which was 2.1 higher than the previous day. The implied volatity was 63.51, the open interest changed by 30 which increased total open position to 168


On 4 Apr SJVN was trading at 92.42. The strike last trading price was 2.55, which was 0.95 higher than the previous day. The implied volatity was 46.97, the open interest changed by -29 which decreased total open position to 134


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 44.83, the open interest changed by -7 which decreased total open position to 161


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 2.3, which was -0.8 lower than the previous day. The implied volatity was 44.56, the open interest changed by 15 which increased total open position to 170


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 3.1, which was -0.4 lower than the previous day. The implied volatity was 44.94, the open interest changed by 44 which increased total open position to 157


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 45.66, the open interest changed by 24 which increased total open position to 113


On 27 Mar SJVN was trading at 92.38. The strike last trading price was 3.5, which was -1.35 lower than the previous day. The implied volatity was 47.18, the open interest changed by 21 which increased total open position to 89


On 26 Mar SJVN was trading at 91.53. The strike last trading price was 4.9, which was 0.5 higher than the previous day. The implied volatity was 58.72, the open interest changed by 6 which increased total open position to 68


On 25 Mar SJVN was trading at 93.50. The strike last trading price was 4.5, which was 1.3 higher than the previous day. The implied volatity was 61.04, the open interest changed by 8 which increased total open position to 62


On 24 Mar SJVN was trading at 96.93. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 59.92, the open interest changed by -4 which decreased total open position to 54


On 21 Mar SJVN was trading at 95.23. The strike last trading price was 3.9, which was -1.5 lower than the previous day. The implied volatity was 58.06, the open interest changed by 23 which increased total open position to 58


On 20 Mar SJVN was trading at 91.07. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was 56.37, the open interest changed by 8 which increased total open position to 34


On 19 Mar SJVN was trading at 91.71. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 58.18, the open interest changed by 16 which increased total open position to 26


On 18 Mar SJVN was trading at 87.86. The strike last trading price was 7, which was -2.75 lower than the previous day. The implied volatity was 56.89, the open interest changed by 5 which increased total open position to 9


On 17 Mar SJVN was trading at 86.26. The strike last trading price was 9.75, 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 13 Mar SJVN was trading at 85.42. The strike last trading price was 9.75, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 9.75, which was 0.8 higher than the previous day. The implied volatity was 69.85, the open interest changed by 0 which decreased total open position to 3


On 11 Mar SJVN was trading at 86.08. The strike last trading price was 8.95, 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 10 Mar SJVN was trading at 85.80. The strike last trading price was 8.95, which was 0.6 higher than the previous day. The implied volatity was 58.42, the open interest changed by 1 which increased total open position to 2


On 7 Mar SJVN was trading at 87.76. The strike last trading price was 8.35, which was -4.15 lower than the previous day. The implied volatity was 60.48, the open interest changed by 0 which decreased total open position to 1


On 6 Mar SJVN was trading at 87.45. The strike last trading price was 12.5, 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 5 Mar SJVN was trading at 86.58. The strike last trading price was 12.5, 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 4 Mar SJVN was trading at 82.90. The strike last trading price was 12.5, which was -2.9 lower than the previous day. The implied volatity was 73.45, the open interest changed by 0 which decreased total open position to 1


On 3 Mar SJVN was trading at 82.00. The strike last trading price was 15.4, which was 1.6 higher than the previous day. The implied volatity was 93.44, the open interest changed by -1 which decreased total open position to 2


On 28 Feb SJVN was trading at 84.11. The strike last trading price was 13.8, which was 6.15 higher than the previous day. The implied volatity was 84.55, 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 7.65, which was 0 lower than the previous day. The implied volatity was 0.62, 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 7.65, which was 0 lower than the previous day. The implied volatity was 0.62, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.71, 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 7.65, which was 0 lower than the previous day. The implied volatity was 1.09, 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 7.65, which was 0 lower than the previous day. The implied volatity was 0.58, 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 7.65, which was 0 lower than the previous day. The implied volatity was 0.92, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.83, 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 7.65, which was 0 lower than the previous day. The implied volatity was 2.54, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.81, 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 7.65, 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 6 Feb SJVN was trading at 97.39. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 6.85, 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 7.65, which was 0 lower than the previous day. The implied volatity was 6.49, 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 5.74, 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 4.56, 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 7.26, the open interest changed by 0 which decreased total open position to 0