SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 91 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.08
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 90.60 | 3.7 | 0.55 | 47.95 | 35 | 6 | 26 | |||
| 7 Apr | 88.91 | 3.15 | -0.6 | 44.15 | 30 | -5 | 21 | |||
| 4 Apr | 92.42 | 3.75 | -1.05 | 28.08 | 21 | 7 | 26 | |||
| 3 Apr | 95.77 | 4.8 | 0 | 0.00 | 0 | 18 | 0 | |||
| 2 Apr | 93.32 | 4.8 | 0.05 | 33.96 | 58 | 18 | 19 | |||
| 1 Apr | 91.29 | 4.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 91.59 | 4.75 | -2.05 | 43.01 | 1 | 0 | 0 | |||
For Sjvn Ltd - strike price 91 expiring on 24APR2025
Delta for 91 CE is 0.53
Historical price for 91 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.7, which was 0.55 higher than the previous day. The implied volatity was 47.95, the open interest changed by 6 which increased total open position to 26
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 44.15, the open interest changed by -5 which decreased total open position to 21
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 28.08, the open interest changed by 7 which increased total open position to 26
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.8, which was 0.05 higher than the previous day. The implied volatity was 33.96, the open interest changed by 18 which increased total open position to 19
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 4.75, 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 28 Mar SJVN was trading at 91.59. The strike last trading price was 4.75, which was -2.05 lower than the previous day. The implied volatity was 43.01, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 91 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.08
Theta: -0.11
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 90.60 | 3.75 | -1.95 | 50.44 | 35 | -2 | 10 |
| 7 Apr | 88.91 | 5.5 | 2.05 | 67.03 | 12 | -4 | 10 |
| 4 Apr | 92.42 | 3.45 | 0.7 | 52.87 | 16 | 3 | 13 |
| 3 Apr | 95.77 | 2.75 | 0 | 0.00 | 0 | 10 | 0 |
| 2 Apr | 93.32 | 2.75 | -2.15 | 45.35 | 36 | 11 | 11 |
| 1 Apr | 91.29 | 4.9 | 0 | 1.87 | 0 | 0 | 0 |
| 28 Mar | 91.59 | 4.9 | 0 | 1.53 | 0 | 0 | 0 |
For Sjvn Ltd - strike price 91 expiring on 24APR2025
Delta for 91 PE is -0.47
Historical price for 91 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.75, which was -1.95 lower than the previous day. The implied volatity was 50.44, the open interest changed by -2 which decreased total open position to 10
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 5.5, which was 2.05 higher than the previous day. The implied volatity was 67.03, the open interest changed by -4 which decreased total open position to 10
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.45, which was 0.7 higher than the previous day. The implied volatity was 52.87, the open interest changed by 3 which increased total open position to 13
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 2.75, which was -2.15 lower than the previous day. The implied volatity was 45.35, the open interest changed by 11 which increased total open position to 11
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 1.87, 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 4.9, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
