SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 93 CE | ||||||||||
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Delta: 0.44
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 | 2.8 | 0.15 | 47.72 | 90 | 30 | 69 | |||
| 7 Apr | 88.91 | 2.8 | -0.2 | 50.31 | 57 | 15 | 37 | |||
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| 4 Apr | 92.42 | 3 | -2.35 | 32.62 | 20 | 4 | 22 | |||
| 3 Apr | 95.77 | 5.25 | 1.05 | 35.65 | 47 | 6 | 18 | |||
| 2 Apr | 93.32 | 4.2 | 1.75 | 40.25 | 28 | 8 | 11 | |||
| 1 Apr | 91.29 | 2.45 | -3.35 | 31.08 | 7 | 4 | 4 | |||
| 28 Mar | 91.59 | 5.8 | 0 | 1.52 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 93 expiring on 24APR2025
Delta for 93 CE is 0.44
Historical price for 93 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 47.72, the open interest changed by 30 which increased total open position to 69
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 50.31, the open interest changed by 15 which increased total open position to 37
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3, which was -2.35 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 22
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 5.25, which was 1.05 higher than the previous day. The implied volatity was 35.65, the open interest changed by 6 which increased total open position to 18
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.2, which was 1.75 higher than the previous day. The implied volatity was 40.25, the open interest changed by 8 which increased total open position to 11
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.45, which was -3.35 lower than the previous day. The implied volatity was 31.08, the open interest changed by 4 which increased total open position to 4
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 93 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
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 | 5.05 | 1.1 | 53.01 | 4 | -2 | 4 |
| 7 Apr | 88.91 | 3.95 | 0 | 0.00 | 0 | 5 | 0 |
| 4 Apr | 92.42 | 3.95 | 0.3 | 47.66 | 13 | 4 | 5 |
| 3 Apr | 95.77 | 3.65 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 93.32 | 3.65 | -2.25 | 45.54 | 2 | 1 | 1 |
| 1 Apr | 91.29 | 5.9 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 91.59 | 5.9 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 93 expiring on 24APR2025
Delta for 93 PE is -0.55
Historical price for 93 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 5.05, which was 1.1 higher than the previous day. The implied volatity was 53.01, the open interest changed by -2 which decreased total open position to 4
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 3.95, which was 0.3 higher than the previous day. The implied volatity was 47.66, the open interest changed by 4 which increased total open position to 5
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 3.65, 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 3.65, which was -2.25 lower than the previous day. The implied volatity was 45.54, the open interest changed by 1 which increased total open position to 1
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 5.9, 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 5.9, 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
