SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 92 CE | ||||||||||
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Delta: 0.48
Vega: 0.08
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 3.15 | 0.35 | 46.80 | 82 | 20 | 44 | |||
| 7 Apr | 88.91 | 2.9 | -1.3 | 46.49 | 28 | 1 | 25 | |||
| 4 Apr | 92.42 | 4.2 | -1.7 | 40.54 | 5 | 0 | 22 | |||
| 3 Apr | 95.77 | 5.9 | 1.3 | 35.38 | 7 | 1 | 22 | |||
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| 2 Apr | 93.32 | 4.6 | 1.2 | 38.62 | 70 | 16 | 22 | |||
| 1 Apr | 91.29 | 3.4 | -2.85 | 36.42 | 9 | 6 | 6 | |||
| 28 Mar | 91.59 | 6.25 | 0 | 0.01 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 92 expiring on 24APR2025
Delta for 92 CE is 0.48
Historical price for 92 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 3.15, which was 0.35 higher than the previous day. The implied volatity was 46.80, the open interest changed by 20 which increased total open position to 44
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 2.9, which was -1.3 lower than the previous day. The implied volatity was 46.49, the open interest changed by 1 which increased total open position to 25
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 4.2, which was -1.7 lower than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 22
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 5.9, which was 1.3 higher than the previous day. The implied volatity was 35.38, the open interest changed by 1 which increased total open position to 22
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.6, which was 1.2 higher than the previous day. The implied volatity was 38.62, the open interest changed by 16 which increased total open position to 22
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 3.4, which was -2.85 lower than the previous day. The implied volatity was 36.42, the open interest changed by 6 which increased total open position to 6
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
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 | 4.2 | -2 | 49.34 | 20 | 11 | 19 |
| 7 Apr | 88.91 | 5.9 | 1.65 | 64.98 | 5 | 2 | 6 |
| 4 Apr | 92.42 | 4.25 | -0.1 | 56.88 | 13 | 2 | 3 |
| 3 Apr | 95.77 | 4.35 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 93.32 | 4.35 | -1.05 | 58.58 | 3 | 0 | 0 |
| 1 Apr | 91.29 | 5.4 | 0 | 0.30 | 0 | 0 | 0 |
| 28 Mar | 91.59 | 5.4 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 92 expiring on 24APR2025
Delta for 92 PE is -0.52
Historical price for 92 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 4.2, which was -2 lower than the previous day. The implied volatity was 49.34, the open interest changed by 11 which increased total open position to 19
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 5.9, which was 1.65 higher than the previous day. The implied volatity was 64.98, the open interest changed by 2 which increased total open position to 6
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 4.25, which was -0.1 lower than the previous day. The implied volatity was 56.88, the open interest changed by 2 which increased total open position to 3
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4.35, 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 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.35, which was -1.05 lower than the previous day. The implied volatity was 58.58, 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 5.4, which was 0 lower than the previous day. The implied volatity was 0.30, 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 5.4, 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
