SJVN
Sjvn Ltd
Historical option data for SJVN
08 Apr 2025 05:53 PM IST
| SJVN 24APR2025 97 CE | ||||||||||
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Delta: 0.30
Vega: 0.07
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 90.60 | 1.7 | 0.55 | 50.55 | 19 | 10 | 33 | |||
| 7 Apr | 88.91 | 1.15 | -0.45 | 43.49 | 6 | -1 | 23 | |||
| 4 Apr | 92.42 | 1.6 | -1.9 | 34.87 | 44 | 16 | 24 | |||
| 3 Apr | 95.77 | 3.5 | -0.65 | 40.67 | 10 | 5 | 5 | |||
| 2 Apr | 93.32 | 4.15 | 0 | 4.18 | 0 | 0 | 0 | |||
| 1 Apr | 91.29 | 4.15 | 0 | 6.56 | 0 | 0 | 0 | |||
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| 28 Mar | 91.59 | 4.15 | 0 | 6.25 | 0 | 0 | 0 | |||
For Sjvn Ltd - strike price 97 expiring on 24APR2025
Delta for 97 CE is 0.30
Historical price for 97 CE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 1.7, which was 0.55 higher than the previous day. The implied volatity was 50.55, the open interest changed by 10 which increased total open position to 33
On 7 Apr SJVN was trading at 88.91. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 43.49, the open interest changed by -1 which decreased total open position to 23
On 4 Apr SJVN was trading at 92.42. The strike last trading price was 1.6, which was -1.9 lower than the previous day. The implied volatity was 34.87, the open interest changed by 16 which increased total open position to 24
On 3 Apr SJVN was trading at 95.77. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 40.67, the open interest changed by 5 which increased total open position to 5
On 2 Apr SJVN was trading at 93.32. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 4.18, 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 4.15, which was 0 lower than the previous day. The implied volatity was 6.56, 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 4.15, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
| SJVN 24APR2025 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 90.60 | 8.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 88.91 | 8.25 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 92.42 | 8.25 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 95.77 | 8.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 93.32 | 8.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 91.29 | 8.25 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 91.59 | 8.25 | 0 | - | 0 | 0 | 0 |
For Sjvn Ltd - strike price 97 expiring on 24APR2025
Delta for 97 PE is -
Historical price for 97 PE is as follows
On 8 Apr SJVN was trading at 90.60. The strike last trading price was 8.25, 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 Apr SJVN was trading at 88.91. The strike last trading price was 8.25, 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 Apr SJVN was trading at 92.42. The strike last trading price was 8.25, 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 Apr SJVN was trading at 95.77. The strike last trading price was 8.25, 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 2 Apr SJVN was trading at 93.32. The strike last trading price was 8.25, 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 Apr SJVN was trading at 91.29. The strike last trading price was 8.25, 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 8.25, 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
