SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
26 Dec 2024 04:13 PM IST
SONACOMS 30JAN2025 590 CE | ||||||||||
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Delta: 0.56
Vega: 0.72
Theta: -0.40
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 593.55 | 24.95 | -1.05 | 30.37 | 16 | 5 | 21 | |||
24 Dec | 594.95 | 26 | -2.15 | 26.79 | 32 | 15 | 16 | |||
23 Dec | 584.15 | 28.15 | -67.65 | 37.54 | 1 | 0 | 0 | |||
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20 Dec | 588.45 | 95.8 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 631.80 | 95.8 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 635.40 | 95.8 | - | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 590 expiring on 30JAN2025
Delta for 590 CE is 0.56
Historical price for 590 CE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 24.95, which was -1.05 lower than the previous day. The implied volatity was 30.37, the open interest changed by 5 which increased total open position to 21
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 26, which was -2.15 lower than the previous day. The implied volatity was 26.79, the open interest changed by 15 which increased total open position to 16
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 28.15, which was -67.65 lower than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 0
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 95.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 95.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SONACOMS was trading at 635.40. The strike last trading price was 95.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
SONACOMS 30JAN2025 590 PE | |||||||
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Delta: -0.44
Vega: 0.72
Theta: -0.19
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 593.55 | 16.05 | -2.50 | 25.83 | 5 | 2 | 3 |
24 Dec | 594.95 | 18.55 | 4.85 | 31.56 | 1 | 0 | 0 |
23 Dec | 584.15 | 13.7 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 588.45 | 13.7 | 0.00 | 0.97 | 0 | 0 | 0 |
13 Dec | 631.80 | 13.7 | 0.00 | 6.41 | 0 | 0 | 0 |
12 Dec | 635.40 | 13.7 | 7.18 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 590 expiring on 30JAN2025
Delta for 590 PE is -0.44
Historical price for 590 PE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 16.05, which was -2.50 lower than the previous day. The implied volatity was 25.83, the open interest changed by 2 which increased total open position to 3
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 18.55, which was 4.85 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 0
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SONACOMS was trading at 635.40. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0