SJVN
Sjvn Ltd
Historical option data for SJVN
11 Apr 2025 04:13 PM IST
| SJVN 24APR2025 96 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.06
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 91.43 | 1.35 | -0.25 | 42.45 | 18 | 3 | 75 | |||
| 9 Apr | 90.03 | 1.6 | -0.25 | 49.38 | 16 | -5 | 71 | |||
| 8 Apr | 90.60 | 1.85 | 0.1 | 48.72 | 16 | -2 | 76 | |||
| 7 Apr | 88.91 | 1.7 | -0.05 | 48.33 | 35 | -7 | 78 | |||
| 4 Apr | 92.42 | 1.75 | -2.1 | 32.74 | 118 | -21 | 86 | |||
| 3 Apr | 95.77 | 4 | 1.15 | 40.91 | 152 | 65 | 97 | |||
| 2 Apr | 93.32 | 2.85 | 0.75 | 40.51 | 12 | 1 | 31 | |||
| 1 Apr | 91.29 | 2.1 | -0.5 | 39.66 | 9 | 3 | 31 | |||
| 28 Mar | 91.59 | 2.5 | -2.05 | 41.42 | 70 | 28 | 28 | |||
For Sjvn Ltd - strike price 96 expiring on 24APR2025
Delta for 96 CE is 0.30
Historical price for 96 CE is as follows
On 11 Apr SJVN was trading at 91.43. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 42.45, the open interest changed by 3 which increased total open position to 75
On 9 Apr SJVN was trading at 90.03. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 49.38, the open interest changed by -5 which decreased total open position to 71
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 48.72, the open interest changed by -2 which decreased total open position to 76
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 48.33, the open interest changed by -7 which decreased total open position to 78
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 1.75, which was -2.1 lower than the previous day. The implied volatity was 32.74, the open interest changed by -21 which decreased total open position to 86
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4, which was 1.15 higher than the previous day. The implied volatity was 40.91, the open interest changed by 65 which increased total open position to 97
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was 40.51, the open interest changed by 1 which increased total open position to 31
On 1 Apr SJVN was trading at 91.29. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 39.66, the open interest changed by 3 which increased total open position to 31
On 28 Mar SJVN was trading at 91.59. The strike last trading price was 2.5, which was -2.05 lower than the previous day. The implied volatity was 41.42, the open interest changed by 28 which increased total open position to 28
| SJVN 24APR2025 96 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Apr | 91.43 | 7.4 | 0.1 | 0.00 | 0 | -1 | 0 |
| 9 Apr | 90.03 | 7.4 | 0.25 | 54.74 | 3 | -1 | 14 |
| 8 Apr | 90.60 | 7.15 | -2.05 | 55.35 | 12 | 8 | 14 |
| 7 Apr | 88.91 | 9.2 | 5.2 | 75.47 | 1 | 0 | 5 |
| 4 Apr | 92.42 | 4 | 0 | 0.00 | 0 | 4 | 0 |
| 3 Apr | 95.77 | 4 | -2.75 | 46.39 | 4 | 3 | 4 |
| 2 Apr | 93.32 | 6.75 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 91.29 | 6.75 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 91.59 | 6.75 | -0.85 | 44.35 | 1 | 0 | 0 |
For Sjvn Ltd - strike price 96 expiring on 24APR2025
Delta for 96 PE is 0.00
Historical price for 96 PE is as follows
On 11 Apr SJVN was trading at 91.43. The strike last trading price was 7.4, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Apr SJVN was trading at 90.03. The strike last trading price was 7.4, which was 0.25 higher than the previous day. The implied volatity was 54.74, the open interest changed by -1 which decreased total open position to 14
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 7.15, which was -2.05 lower than the previous day. The implied volatity was 55.35, the open interest changed by 8 which increased total open position to 14
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 9.2, which was 5.2 higher than the previous day. The implied volatity was 75.47, the open interest changed by 0 which decreased total open position to 5
On 4 Apr SJVN was trading at 92.42. 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 4 which increased total open position to 0
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 4, which was -2.75 lower than the previous day. The implied volatity was 46.39, the open interest changed by 3 which increased total open position to 4
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 6.75, 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 1 Apr SJVN was trading at 91.29. The strike last trading price was 6.75, 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 Mar SJVN was trading at 91.59. The strike last trading price was 6.75, which was -0.85 lower than the previous day. The implied volatity was 44.35, the open interest changed by 0 which decreased total open position to 0
