SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
26 Dec 2024 04:13 PM IST
| SONACOMS 30JAN2025 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.68
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 593.55 | 13.2 | -2.80 | 31.33 | 25 | 21 | 31 | |||
| 24 Dec | 594.95 | 16 | -2.70 | 31.58 | 14 | 2 | 9 | |||
| 23 Dec | 584.15 | 18.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 20 Dec | 588.45 | 18.7 | -7.90 | 36.07 | 7 | 2 | 6 | |||
| 19 Dec | 609.60 | 26.6 | -0.40 | 34.20 | 1 | 0 | 3 | |||
| 18 Dec | 611.15 | 27 | -8.00 | 30.74 | 2 | 1 | 2 | |||
| 17 Dec | 621.40 | 35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 631.65 | 35 | -39.95 | 26.48 | 1 | 0 | 0 | |||
| 13 Dec | 631.80 | 74.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 635.40 | 74.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 641.75 | 74.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 645.55 | 74.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 659.65 | 74.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 669.00 | 74.95 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 620 expiring on 30JAN2025
Delta for 620 CE is 0.36
Historical price for 620 CE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 13.2, which was -2.80 lower than the previous day. The implied volatity was 31.33, the open interest changed by 21 which increased total open position to 31
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 16, which was -2.70 lower than the previous day. The implied volatity was 31.58, the open interest changed by 2 which increased total open position to 9
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 18.7, which was -7.90 lower than the previous day. The implied volatity was 36.07, the open interest changed by 2 which increased total open position to 6
On 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 26.6, which was -0.40 lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 3
On 18 Dec SONACOMS was trading at 611.15. The strike last trading price was 27, which was -8.00 lower than the previous day. The implied volatity was 30.74, the open interest changed by 1 which increased total open position to 2
On 17 Dec SONACOMS was trading at 621.40. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Dec SONACOMS was trading at 631.65. The strike last trading price was 35, which was -39.95 lower than the previous day. The implied volatity was 26.48, 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 74.95, 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 74.95, 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 74.95, 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 74.95, 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 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 74.95, 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 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 74.95, 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 620 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 |
| 26 Dec | 593.55 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 594.95 | 42 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 584.15 | 42 | 0.00 | 31.35 | 1 | 0 | 1 |
| 20 Dec | 588.45 | 42 | 19.50 | 35.70 | 1 | 0 | 0 |
| 19 Dec | 609.60 | 22.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 611.15 | 22.5 | 0.00 | 0.38 | 0 | 0 | 0 |
| 17 Dec | 621.40 | 22.5 | 0.00 | 1.04 | 0 | 0 | 0 |
| 16 Dec | 631.65 | 22.5 | 0.00 | 2.91 | 0 | 0 | 0 |
| 13 Dec | 631.80 | 22.5 | 0.00 | 2.65 | 0 | 0 | 0 |
| 12 Dec | 635.40 | 22.5 | 0.00 | 3.11 | 0 | 0 | 0 |
| 11 Dec | 641.75 | 22.5 | 0.00 | 3.67 | 0 | 0 | 0 |
| 10 Dec | 645.55 | 22.5 | 0.00 | 3.99 | 0 | 0 | 0 |
| 9 Dec | 659.65 | 22.5 | 0.00 | 5.45 | 0 | 0 | 0 |
| 6 Dec | 669.00 | 22.5 | 6.27 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 620 expiring on 30JAN2025
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 42, which was 0.00 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 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 1
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 42, which was 19.50 higher than the previous day. The implied volatity was 35.70, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 22.5, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 22.5, which was 0.00 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
