SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 92.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.08
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 3.15 | 0.75 | 49.65 | 9 | 5 | 125 | |||
| 7 Apr | 88.91 | 2.4 | -0.85 | 42.55 | 34 | -13 | 120 | |||
| 4 Apr | 92.42 | 3.25 | -2.15 | 32.53 | 70 | 3 | 132 | |||
| 3 Apr | 95.77 | 5.4 | 1 | 33.37 | 48 | -11 | 129 | |||
| 2 Apr | 93.32 | 4.45 | 1.05 | 40.06 | 160 | 41 | 140 | |||
| 1 Apr | 91.29 | 3.4 | -0.55 | 39.00 | 118 | 49 | 99 | |||
| 28 Mar | 91.59 | 3.95 | -0.5 | 41.58 | 99 | 41 | 50 | |||
| 27 Mar | 92.38 | 4.45 | 0.8 | 45.10 | 11 | 6 | 10 | |||
| 26 Mar | 91.53 | 3.6 | -0.9 | 35.99 | 5 | 2 | 4 | |||
| 25 Mar | 93.50 | 4.5 | -0.9 | 33.95 | 4 | 1 | 2 | |||
| 24 Mar | 96.93 | 5.4 | 0.35 | 12.11 | 2 | 0 | 3 | |||
| 21 Mar | 95.23 | 5.05 | 2.7 | 25.18 | 2 | 1 | 3 | |||
| 20 Mar | 91.07 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 91.71 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 87.86 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 86.26 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 85.42 | 2.35 | 0 | 0.00 | 0 | 2 | 0 | |||
| 12 Mar | 86.34 | 2.35 | -4.15 | 36.59 | 5 | 2 | 2 | |||
| 11 Mar | 86.08 | 6.5 | 0 | 5.27 | 0 | 0 | 0 | |||
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| 10 Mar | 85.80 | 6.5 | 0 | 6.06 | 0 | 0 | 0 | |||
| 7 Mar | 87.76 | 6.5 | 0 | 3.79 | 0 | 0 | 0 | |||
| 6 Mar | 87.45 | 6.5 | 0 | 4.16 | 0 | 0 | 0 | |||
| 5 Mar | 86.58 | 6.5 | 0 | 4.42 | 0 | 0 | 0 | |||
| 4 Mar | 82.90 | 6.5 | 0 | 7.91 | 0 | 0 | 0 | |||
| 3 Mar | 82.00 | 6.5 | 0 | 8.52 | 0 | 0 | 0 | |||
| 28 Feb | 84.11 | 6.5 | 0 | 6.80 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 92.5 expiring on 24APR2025
Delta for 92.5 CE is 0.46
Historical price for 92.5 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.15, which was 0.75 higher than the previous day. The implied volatity was 49.65, the open interest changed by 5 which increased total open position to 125
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 42.55, the open interest changed by -13 which decreased total open position to 120
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.25, which was -2.15 lower than the previous day. The implied volatity was 32.53, the open interest changed by 3 which increased total open position to 132
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 5.4, which was 1 higher than the previous day. The implied volatity was 33.37, the open interest changed by -11 which decreased total open position to 129
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.45, which was 1.05 higher than the previous day. The implied volatity was 40.06, the open interest changed by 41 which increased total open position to 140
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 39.00, the open interest changed by 49 which increased total open position to 99
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 3.95, which was -0.5 lower than the previous day. The implied volatity was 41.58, the open interest changed by 41 which increased total open position to 50
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 4.45, which was 0.8 higher than the previous day. The implied volatity was 45.10, the open interest changed by 6 which increased total open position to 10
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 3.6, which was -0.9 lower than the previous day. The implied volatity was 35.99, the open interest changed by 2 which increased total open position to 4
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 4.5, which was -0.9 lower than the previous day. The implied volatity was 33.95, the open interest changed by 1 which increased total open position to 2
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 12.11, the open interest changed by 0 which decreased total open position to 3
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 5.05, which was 2.7 higher than the previous day. The implied volatity was 25.18, the open interest changed by 1 which increased total open position to 3
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 2.35, 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 19 Mar SJVN was trading at 91.71. The strike last trading price was 2.35, 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 18 Mar SJVN was trading at 87.86. The strike last trading price was 2.35, 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 17 Mar SJVN was trading at 86.26. The strike last trading price was 2.35, 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 2.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Mar SJVN was trading at 86.34. The strike last trading price was 2.35, which was -4.15 lower than the previous day. The implied volatity was 36.59, the open interest changed by 2 which increased total open position to 2
On 11 Mar SJVN was trading at 86.08. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SJVN was trading at 85.80. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SJVN was trading at 87.76. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SJVN was trading at 87.45. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 4.16, 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 6.5, which was 0 lower than the previous day. The implied volatity was 4.42, 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 6.5, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SJVN was trading at 82.00. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 8.52, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SJVN was trading at 84.11. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 92.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.08
Theta: -0.10
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 90.60 | 4.35 | -2.25 | 47.59 | 29 | 8 | 54 |
| 7 Apr | 88.91 | 6.6 | 2.75 | 70.28 | 47 | 0 | 46 |
| 4 Apr | 92.42 | 3.7 | 1.3 | 47.63 | 102 | 12 | 48 |
| 3 Apr | 95.77 | 2.4 | -1.2 | 45.47 | 22 | -2 | 36 |
| 2 Apr | 93.32 | 3.6 | -0.8 | 47.61 | 62 | -4 | 37 |
| 1 Apr | 91.29 | 4.4 | 0.25 | 45.89 | 34 | 2 | 39 |
| 28 Mar | 91.59 | 4.15 | -0.55 | 39.88 | 87 | 34 | 37 |
| 27 Mar | 92.38 | 4.7 | 0.95 | 45.26 | 3 | 2 | 3 |
| 26 Mar | 91.53 | 3.75 | -6.25 | 35.33 | 1 | 0 | 0 |
| 25 Mar | 93.50 | 10 | 0 | 2.41 | 0 | 0 | 0 |
| 24 Mar | 96.93 | 10 | 0 | 6.07 | 0 | 0 | 0 |
| 21 Mar | 95.23 | 10 | 0 | 4.22 | 0 | 0 | 0 |
| 20 Mar | 91.07 | 10 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 91.71 | 10 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 87.86 | 10 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 86.26 | 10 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 85.42 | 10 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.34 | 10 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 86.08 | 10 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 85.80 | 10 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 87.76 | 10 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 87.45 | 10 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 86.58 | 10 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 82.90 | 10 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 82.00 | 10 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 84.11 | 10 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 92.5 expiring on 24APR2025
Delta for 92.5 PE is -0.54
Historical price for 92.5 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 47.59, the open interest changed by 8 which increased total open position to 54
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 6.6, which was 2.75 higher than the previous day. The implied volatity was 70.28, the open interest changed by 0 which decreased total open position to 46
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.7, which was 1.3 higher than the previous day. The implied volatity was 47.63, the open interest changed by 12 which increased total open position to 48
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 2.4, which was -1.2 lower than the previous day. The implied volatity was 45.47, the open interest changed by -2 which decreased total open position to 36
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 3.6, which was -0.8 lower than the previous day. The implied volatity was 47.61, the open interest changed by -4 which decreased total open position to 37
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was 45.89, the open interest changed by 2 which increased total open position to 39
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 4.15, which was -0.55 lower than the previous day. The implied volatity was 39.88, the open interest changed by 34 which increased total open position to 37
On 27 Mar SJVN was trading at 92.38. The strike last trading price was 4.7, which was 0.95 higher than the previous day. The implied volatity was 45.26, the open interest changed by 2 which increased total open position to 3
On 26 Mar SJVN was trading at 91.53. The strike last trading price was 3.75, which was -6.25 lower than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SJVN was trading at 93.50. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SJVN was trading at 96.93. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SJVN was trading at 95.23. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SJVN was trading at 91.07. The strike last trading price was 10, 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 19 Mar SJVN was trading at 91.71. The strike last trading price was 10, 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 Mar SJVN was trading at 87.86. The strike last trading price was 10, 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 Mar SJVN was trading at 86.26. The strike last trading price was 10, 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 Mar SJVN was trading at 85.42. The strike last trading price was 10, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 10, 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 Mar SJVN was trading at 86.08. The strike last trading price was 10, 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 Mar SJVN was trading at 85.80. The strike last trading price was 10, 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 Mar SJVN was trading at 87.76. The strike last trading price was 10, 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 Mar SJVN was trading at 87.45. The strike last trading price was 10, 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 Mar SJVN was trading at 86.58. The strike last trading price was 10, 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 Mar SJVN was trading at 82.90. The strike last trading price was 10, 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 Mar SJVN was trading at 82.00. The strike last trading price was 10, 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 Feb SJVN was trading at 84.11. The strike last trading price was 10, 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
