SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
26 Dec 2024 04:13 PM IST
| SONACOMS 30JAN2025 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.73
Theta: -0.39
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 593.55 | 20.5 | -2.55 | 30.87 | 82 | 5 | 95 | |||
| 24 Dec | 594.95 | 23.05 | 4.60 | 29.84 | 184 | 77 | 88 | |||
| 23 Dec | 584.15 | 18.45 | -8.55 | 30.49 | 13 | 8 | 10 | |||
| 20 Dec | 588.45 | 27 | -61.55 | 36.52 | 4 | 1 | 1 | |||
|
|
||||||||||
| 19 Dec | 609.60 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 611.15 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 621.40 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 631.65 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 631.80 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 635.40 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 641.75 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 645.55 | 88.55 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 600 expiring on 30JAN2025
Delta for 600 CE is 0.49
Historical price for 600 CE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 20.5, which was -2.55 lower than the previous day. The implied volatity was 30.87, the open interest changed by 5 which increased total open position to 95
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 23.05, which was 4.60 higher than the previous day. The implied volatity was 29.84, the open interest changed by 77 which increased total open position to 88
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 18.45, which was -8.55 lower than the previous day. The implied volatity was 30.49, the open interest changed by 8 which increased total open position to 10
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 27, which was -61.55 lower than the previous day. The implied volatity was 36.52, the open interest changed by 1 which increased total open position to 1
On 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 88.55, 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 18 Dec SONACOMS was trading at 611.15. The strike last trading price was 88.55, 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 17 Dec SONACOMS was trading at 621.40. The strike last trading price was 88.55, 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 16 Dec SONACOMS was trading at 631.65. The strike last trading price was 88.55, 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 88.55, 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 88.55, 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 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 88.55, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 88.55, 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.73
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 593.55 | 23.3 | -3.35 | 28.85 | 40 | 3 | 180 |
| 24 Dec | 594.95 | 26.65 | -4.15 | 36.00 | 82 | 46 | 177 |
| 23 Dec | 584.15 | 30.8 | 0.80 | 33.66 | 121 | 110 | 128 |
| 20 Dec | 588.45 | 30 | 9.10 | 35.51 | 16 | 2 | 18 |
| 19 Dec | 609.60 | 20.9 | -2.10 | 34.99 | 6 | 4 | 16 |
| 18 Dec | 611.15 | 23 | 6.00 | 39.77 | 5 | 2 | 12 |
| 17 Dec | 621.40 | 17 | 3.45 | 33.90 | 13 | 6 | 10 |
| 16 Dec | 631.65 | 13.55 | -2.80 | 34.41 | 9 | 3 | 3 |
| 13 Dec | 631.80 | 16.35 | 0.00 | 4.87 | 0 | 0 | 0 |
| 12 Dec | 635.40 | 16.35 | 0.00 | 5.25 | 0 | 0 | 0 |
| 11 Dec | 641.75 | 16.35 | 0.00 | 5.97 | 0 | 0 | 0 |
| 10 Dec | 645.55 | 16.35 | 6.32 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 600 expiring on 30JAN2025
Delta for 600 PE is -0.51
Historical price for 600 PE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 23.3, which was -3.35 lower than the previous day. The implied volatity was 28.85, the open interest changed by 3 which increased total open position to 180
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 26.65, which was -4.15 lower than the previous day. The implied volatity was 36.00, the open interest changed by 46 which increased total open position to 177
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 30.8, which was 0.80 higher than the previous day. The implied volatity was 33.66, the open interest changed by 110 which increased total open position to 128
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 30, which was 9.10 higher than the previous day. The implied volatity was 35.51, the open interest changed by 2 which increased total open position to 18
On 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 20.9, which was -2.10 lower than the previous day. The implied volatity was 34.99, the open interest changed by 4 which increased total open position to 16
On 18 Dec SONACOMS was trading at 611.15. The strike last trading price was 23, which was 6.00 higher than the previous day. The implied volatity was 39.77, the open interest changed by 2 which increased total open position to 12
On 17 Dec SONACOMS was trading at 621.40. The strike last trading price was 17, which was 3.45 higher than the previous day. The implied volatity was 33.90, the open interest changed by 6 which increased total open position to 10
On 16 Dec SONACOMS was trading at 631.65. The strike last trading price was 13.55, which was -2.80 lower than the previous day. The implied volatity was 34.41, the open interest changed by 3 which increased total open position to 3
On 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 16.35, which was 0.00 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
