SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
SJVN 24APR2025 94 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 90.60 | 1.85 | 0 | 0.00 | 0 | -4 | 0 | |||
7 Apr | 88.91 | 1.85 | -0.7 | 42.20 | 8 | -1 | 71 | |||
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4 Apr | 92.42 | 2.45 | -2.45 | 31.74 | 38 | 15 | 72 | |||
3 Apr | 95.77 | 4.75 | 1.05 | 37.09 | 45 | -8 | 58 | |||
2 Apr | 93.32 | 3.8 | 1.05 | 41.34 | 55 | 6 | 66 | |||
1 Apr | 91.29 | 2.75 | -0.55 | 38.93 | 5 | 2 | 60 | |||
28 Mar | 91.59 | 3.3 | -2.05 | 42.15 | 82 | 58 | 58 |
For Sjvn Ltd - strike price 94 expiring on 24APR2025
Delta for 94 CE is 0.00
Historical price for 94 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 1.85, which was -0.7 lower than the previous day. The implied volatity was 42.20, the open interest changed by -1 which decreased total open position to 71
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 2.45, which was -2.45 lower than the previous day. The implied volatity was 31.74, the open interest changed by 15 which increased total open position to 72
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4.75, which was 1.05 higher than the previous day. The implied volatity was 37.09, the open interest changed by -8 which decreased total open position to 58
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 3.8, which was 1.05 higher than the previous day. The implied volatity was 41.34, the open interest changed by 6 which increased total open position to 66
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 38.93, the open interest changed by 2 which increased total open position to 60
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 3.3, which was -2.05 lower than the previous day. The implied volatity was 42.15, the open interest changed by 58 which increased total open position to 58
SJVN 24APR2025 94 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 90.60 | 5 | 0 | 0.00 | 0 | 0 | 0 |
7 Apr | 88.91 | 5 | 0 | 0.00 | 0 | -2 | 0 |
4 Apr | 92.42 | 5 | 2.05 | 53.71 | 23 | -1 | 32 |
3 Apr | 95.77 | 2.95 | -1.4 | 44.98 | 15 | 5 | 33 |
2 Apr | 93.32 | 4.35 | -0.9 | 47.73 | 9 | -3 | 28 |
1 Apr | 91.29 | 5.25 | 0.05 | 45.98 | 5 | 2 | 30 |
28 Mar | 91.59 | 5.2 | -1.25 | 41.26 | 40 | 28 | 28 |
For Sjvn Ltd - strike price 94 expiring on 24APR2025
Delta for 94 PE is 0.00
Historical price for 94 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 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 7 Apr SJVN was trading at 88.91. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 5, which was 2.05 higher than the previous day. The implied volatity was 53.71, the open interest changed by -1 which decreased total open position to 32
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 2.95, which was -1.4 lower than the previous day. The implied volatity was 44.98, the open interest changed by 5 which increased total open position to 33
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.35, which was -0.9 lower than the previous day. The implied volatity was 47.73, the open interest changed by -3 which decreased total open position to 28
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 5.25, which was 0.05 higher than the previous day. The implied volatity was 45.98, the open interest changed by 2 which increased total open position to 30
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 5.2, which was -1.25 lower than the previous day. The implied volatity was 41.26, the open interest changed by 28 which increased total open position to 28