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SJVN
Sjvn Ltd
92.01 -3.76 (-3.93%)

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Historical option data for SJVN

04 Apr 2025 10:23 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SJVN 24APR2025 95 CE
Delta: 0.41
Vega: 0.08
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
4 Apr 92.20 2.3 -2 37.06 349 94 506
3 Apr 95.77 4.5 1.25 40.68 771 -30 416
2 Apr 93.32 3.3 0.8 40.88 542 42 446
1 Apr 91.29 2.5 -0.5 40.35 237 5 406
28 Mar 91.59 2.95 -0.75 42.49 1,827 208 401
27 Mar 92.38 3.55 0.85 44.71 152 37 192
26 Mar 91.53 2.7 -0.85 37.37 109 37 155
25 Mar 93.50 3.3 -1.25 34.33 122 38 117
24 Mar 96.93 4.65 1.05 28.04 134 6 79
21 Mar 95.23 3.6 1.6 25.84 148 67 73
20 Mar 91.07 2 0 29.23 10 2 5
19 Mar 91.71 2 0.35 26.82 2 0 2
18 Mar 87.86 1.65 -2.35 34.58 2 1 2
17 Mar 86.26 4 0 0.00 0 0 0
13 Mar 85.42 4 0 0.00 0 0 0
12 Mar 86.34 4 0 0.00 0 0 0
11 Mar 86.08 4 0 0.00 0 0 0
10 Mar 85.80 4 0 0.00 0 0 0
7 Mar 87.76 4 0 0.00 0 0 0
6 Mar 87.45 4 0 0.00 0 0 0
5 Mar 86.58 4 0 0.00 0 0 0
4 Mar 82.90 4 0 0.00 0 0 0
3 Mar 82.00 4 0 0.00 0 0 0
28 Feb 84.11 4 0 0.00 0 0 0
26 Feb 89.19 4 0 0.00 0 0 0
25 Feb 89.53 4 0 0.00 0 1 0
21 Feb 92.99 11.3 0 0.76 0 0 0
18 Feb 89.51 11.3 0 3.33 0 0 0
17 Feb 88.62 11.3 0 3.89 0 0 0
14 Feb 89.75 11.3 0 3.47 0 0 0
13 Feb 92.57 11.3 0 1.13 0 0 0
11 Feb 90.82 11.3 0 1.81 0 0 0
10 Feb 94.30 11.3 0 - 0 0 0
7 Feb 95.39 11.3 0 - 0 0 0
6 Feb 97.39 11.3 0 - 0 0 0
5 Feb 96.42 11.3 0 - 0 0 0
4 Feb 95.60 11.3 0 - 0 0 0
3 Feb 93.99 11.3 0 - 0 0 0
1 Feb 97.57 11.3 0 - 0 0 0

For Sjvn Ltd - strike price 95 expiring on 24APR2025

Delta for 95 CE is 0.41

Historical price for 95 CE is as follows

On 4 Apr SJVN was trading at 92.20. The strike last trading price was 2.3, which was -2 lower than the previous day. The implied volatity was 37.06, the open interest changed by 94 which increased total open position to 506


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4.5, which was 1.25 higher than the previous day. The implied volatity was 40.68, the open interest changed by -30 which decreased total open position to 416


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 3.3, which was 0.8 higher than the previous day. The implied volatity was 40.88, the open interest changed by 42 which increased total open position to 446


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 40.35, the open interest changed by 5 which increased total open position to 406


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 2.95, which was -0.75 lower than the previous day. The implied volatity was 42.49, the open interest changed by 208 which increased total open position to 401


On 27 Mar SJVN was trading at 92.38. The strike last trading price was 3.55, which was 0.85 higher than the previous day. The implied volatity was 44.71, the open interest changed by 37 which increased total open position to 192


On 26 Mar SJVN was trading at 91.53. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 37.37, the open interest changed by 37 which increased total open position to 155


On 25 Mar SJVN was trading at 93.50. The strike last trading price was 3.3, which was -1.25 lower than the previous day. The implied volatity was 34.33, the open interest changed by 38 which increased total open position to 117


On 24 Mar SJVN was trading at 96.93. The strike last trading price was 4.65, which was 1.05 higher than the previous day. The implied volatity was 28.04, the open interest changed by 6 which increased total open position to 79


On 21 Mar SJVN was trading at 95.23. The strike last trading price was 3.6, which was 1.6 higher than the previous day. The implied volatity was 25.84, the open interest changed by 67 which increased total open position to 73


On 20 Mar SJVN was trading at 91.07. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 5


On 19 Mar SJVN was trading at 91.71. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 2


On 18 Mar SJVN was trading at 87.86. The strike last trading price was 1.65, which was -2.35 lower than the previous day. The implied volatity was 34.58, the open interest changed by 1 which increased total open position to 2


On 17 Mar SJVN was trading at 86.26. The strike last trading price was 4, 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 4, 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 12 Mar SJVN was trading at 86.34. The strike last trading price was 4, 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 11 Mar SJVN was trading at 86.08. The strike last trading price was 4, 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 10 Mar SJVN was trading at 85.80. The strike last trading price was 4, 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 Mar SJVN was trading at 87.76. The strike last trading price was 4, 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 6 Mar SJVN was trading at 87.45. The strike last trading price was 4, 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 5 Mar SJVN was trading at 86.58. The strike last trading price was 4, 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 4 Mar SJVN was trading at 82.90. The strike last trading price was 4, 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 3 Mar SJVN was trading at 82.00. The strike last trading price was 4, 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 Feb SJVN was trading at 84.11. The strike last trading price was 4, 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 26 Feb SJVN was trading at 89.19. The strike last trading price was 4, 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 25 Feb SJVN was trading at 89.53. The strike last trading price was 4, 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 21 Feb SJVN was trading at 92.99. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SJVN was trading at 89.51. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SJVN was trading at 88.62. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SJVN was trading at 89.75. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SJVN was trading at 92.57. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SJVN was trading at 90.82. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SJVN was trading at 94.30. The strike last trading price was 11.3, 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 Feb SJVN was trading at 95.39. The strike last trading price was 11.3, 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 Feb SJVN was trading at 97.39. The strike last trading price was 11.3, 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 Feb SJVN was trading at 96.42. The strike last trading price was 11.3, 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 Feb SJVN was trading at 95.60. The strike last trading price was 11.3, 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 Feb SJVN was trading at 93.99. The strike last trading price was 11.3, 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 1 Feb SJVN was trading at 97.57. The strike last trading price was 11.3, 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


SJVN 24APR2025 95 PE
Delta: -0.54
Vega: 0.09
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
4 Apr 92.20 5.9 2.5 54.40 137 2 155
3 Apr 95.77 3.35 -1.45 44.52 206 46 150
2 Apr 93.32 4.8 -1.15 46.79 100 -11 106
1 Apr 91.29 5.95 -0.25 47.03 20 -5 117
28 Mar 91.59 6.2 0.5 45.27 344 86 122
27 Mar 92.38 5.7 -2.15 43.48 15 3 37
26 Mar 91.53 7.7 0.45 59.99 26 6 34
25 Mar 93.50 7.2 1.45 63.42 19 9 27
24 Mar 96.93 5.75 -0.15 63.28 30 17 18
21 Mar 95.23 5.9 -4.2 56.17 1 0 0
20 Mar 91.07 10.1 0 - 0 0 0
19 Mar 91.71 10.1 0 - 0 0 0
18 Mar 87.86 10.1 0 - 0 0 0
17 Mar 86.26 10.1 0 - 0 0 0
13 Mar 85.42 10.1 0 - 0 0 0
12 Mar 86.34 10.1 0 - 0 0 0
11 Mar 86.08 10.1 0 - 0 0 0
10 Mar 85.80 10.1 0 - 0 0 0
7 Mar 87.76 10.1 0 - 0 0 0
6 Mar 87.45 10.1 0 - 0 0 0
5 Mar 86.58 10.1 0 - 0 0 0
4 Mar 82.90 10.1 0 - 0 0 0
3 Mar 82.00 10.1 0 - 0 0 0
28 Feb 84.11 10.1 0 - 0 0 0
26 Feb 89.19 10.1 0 - 0 0 0
25 Feb 89.53 10.1 0 - 0 0 0
21 Feb 92.99 10.1 0 - 0 0 0
18 Feb 89.51 10.1 0 - 0 0 0
17 Feb 88.62 10.1 0 - 0 0 0
14 Feb 89.75 10.1 0 - 0 0 0
13 Feb 92.57 10.1 0 - 0 0 0
11 Feb 90.82 10.1 0 - 0 0 0
10 Feb 94.30 10.1 0 0.99 0 0 0
7 Feb 95.39 10.1 0 2.14 0 0 0
6 Feb 97.39 10.1 0 3.27 0 0 0
5 Feb 96.42 10.1 0 2.88 0 0 0
4 Feb 95.60 0 0 2.07 0 0 0
3 Feb 93.99 0 0 0.90 0 0 0
1 Feb 97.57 0 0 3.85 0 0 0

For Sjvn Ltd - strike price 95 expiring on 24APR2025

Delta for 95 PE is -0.54

Historical price for 95 PE is as follows

On 4 Apr SJVN was trading at 92.20. The strike last trading price was 5.9, which was 2.5 higher than the previous day. The implied volatity was 54.40, the open interest changed by 2 which increased total open position to 155


On 3 Apr SJVN was trading at 95.77. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 44.52, the open interest changed by 46 which increased total open position to 150


On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.8, which was -1.15 lower than the previous day. The implied volatity was 46.79, the open interest changed by -11 which decreased total open position to 106


On 1 Apr SJVN was trading at 91.29. The strike last trading price was 5.95, which was -0.25 lower than the previous day. The implied volatity was 47.03, the open interest changed by -5 which decreased total open position to 117


On 28 Mar SJVN was trading at 91.59. The strike last trading price was 6.2, which was 0.5 higher than the previous day. The implied volatity was 45.27, the open interest changed by 86 which increased total open position to 122


On 27 Mar SJVN was trading at 92.38. The strike last trading price was 5.7, which was -2.15 lower than the previous day. The implied volatity was 43.48, the open interest changed by 3 which increased total open position to 37


On 26 Mar SJVN was trading at 91.53. The strike last trading price was 7.7, which was 0.45 higher than the previous day. The implied volatity was 59.99, the open interest changed by 6 which increased total open position to 34


On 25 Mar SJVN was trading at 93.50. The strike last trading price was 7.2, which was 1.45 higher than the previous day. The implied volatity was 63.42, the open interest changed by 9 which increased total open position to 27


On 24 Mar SJVN was trading at 96.93. The strike last trading price was 5.75, which was -0.15 lower than the previous day. The implied volatity was 63.28, the open interest changed by 17 which increased total open position to 18


On 21 Mar SJVN was trading at 95.23. The strike last trading price was 5.9, which was -4.2 lower than the previous day. The implied volatity was 56.17, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 26 Feb SJVN was trading at 89.19. The strike last trading price was 10.1, 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 25 Feb SJVN was trading at 89.53. The strike last trading price was 10.1, 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 21 Feb SJVN was trading at 92.99. The strike last trading price was 10.1, 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 Feb SJVN was trading at 89.51. The strike last trading price was 10.1, 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 Feb SJVN was trading at 88.62. The strike last trading price was 10.1, 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 14 Feb SJVN was trading at 89.75. The strike last trading price was 10.1, 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 Feb SJVN was trading at 92.57. The strike last trading price was 10.1, 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 Feb SJVN was trading at 90.82. The strike last trading price was 10.1, 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 Feb SJVN was trading at 94.30. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SJVN was trading at 95.39. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SJVN was trading at 97.39. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SJVN was trading at 96.42. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SJVN was trading at 95.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SJVN was trading at 93.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SJVN was trading at 97.57. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0