Historical option data for SONACOMS
29 Jun 2026 10:50 AM IST
| SONACOMS 28-Jul-2026 (27d) 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.46
Gamma: 0.00635
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 614.70 | 24.5 | -1.5 (-5.77%) | 35.8 | 23 | 0 | 350 | |||||||||
| 25 Jun | 619.25 | 26.05 | 0.05 (0.19%) | 33.08 | 598 | 260 | 350 | |||||||||
| 24 Jun | 621.10 | 25.65 | 0.65 (2.60%) | 32.54 | 107 | 17 | 89 | |||||||||
| 23 Jun | 615.95 | 24.5 | -2.5 (-9.26%) | 33.17 | 37 | 4 | 71 | |||||||||
| 22 Jun | 621.00 | 27.7 | 2.7 (10.80%) | 32.55 | 192 | 56 | 66 | |||||||||
| 19 Jun | 613.80 | 25.5 | -18.5 (-42.05%) | 32.65 | 15 | 10 | 10 | |||||||||
For Sona Blw Precision Frgs L - strike price 620 expiring on 28JUL2026
Delta for 620 CE is 0.51
Historical price for 620 CE is as follows
On 29 Jun SONACOMS was trading at 614.70. The strike last trading price was 24.5, which was -1.5 lower than the previous day. The implied volatity was 35.8, the open interest changed by 0 which decreased total open position to 350
On 25 Jun SONACOMS was trading at 619.25. The strike last trading price was 26.05, which was 0.05 higher than the previous day. The implied volatity was 33.08, the open interest changed by 260 which increased total open position to 350
On 24 Jun SONACOMS was trading at 621.10. The strike last trading price was 25.65, which was 0.65 higher than the previous day. The implied volatity was 32.54, the open interest changed by 17 which increased total open position to 89
On 23 Jun SONACOMS was trading at 615.95. The strike last trading price was 24.5, which was -2.5 lower than the previous day. The implied volatity was 33.17, the open interest changed by 4 which increased total open position to 71
On 22 Jun SONACOMS was trading at 621.00. The strike last trading price was 27.7, which was 2.7 higher than the previous day. The implied volatity was 32.55, the open interest changed by 56 which increased total open position to 66
On 19 Jun SONACOMS was trading at 613.80. The strike last trading price was 25.5, which was -18.5 lower than the previous day. The implied volatity was 32.65, the open interest changed by 10 which increased total open position to 10
| SONACOMS 28-Jul-2026 (27d) 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.35
Gamma: 0.00666
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 614.70 | 24.5 | 0.8 (3.38%) | 34.15 | 30 | 0 | 265 |
| 25 Jun | 619.25 | 23.35 | -0.2 (-0.85%) | 32.84 | 485 | 216 | 264 |
| 24 Jun | 621.10 | 23.7 | -0.8 (-3.27%) | 33.86 | 57 | 42 | 47 |
| 23 Jun | 615.95 | 24.5 | 24.5 (-13.43%) | 34.39 | 7 | 0 | 5 |
| 22 Jun | 621.00 | 24.5 | -3.8 (-13.43%) | 34.39 | 7 | 3 | 4 |
| 19 Jun | 613.80 | 28.3 | -27.6 (-49.37%) | 34.1 | 1 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 620 expiring on 28JUL2026
Delta for 620 PE is -0.49
Historical price for 620 PE is as follows
On 29 Jun SONACOMS was trading at 614.70. The strike last trading price was 24.5, which was 0.8 higher than the previous day. The implied volatity was 34.15, the open interest changed by 0 which decreased total open position to 265
On 25 Jun SONACOMS was trading at 619.25. The strike last trading price was 23.35, which was -0.2 lower than the previous day. The implied volatity was 32.84, the open interest changed by 216 which increased total open position to 264
On 24 Jun SONACOMS was trading at 621.10. The strike last trading price was 23.7, which was -0.8 lower than the previous day. The implied volatity was 33.86, the open interest changed by 42 which increased total open position to 47
On 23 Jun SONACOMS was trading at 615.95. The strike last trading price was 24.5, which was 24.5 higher than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 5
On 22 Jun SONACOMS was trading at 621.00. The strike last trading price was 24.5, which was -3.8 lower than the previous day. The implied volatity was 34.39, the open interest changed by 3 which increased total open position to 4
On 19 Jun SONACOMS was trading at 613.80. The strike last trading price was 28.3, which was -27.6 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 0
