SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
26 Dec 2024 04:13 PM IST
| SONACOMS 30JAN2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.61
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 593.55 | 8.35 | -4.65 | 28.21 | 28 | 5 | 24 | |||
| 24 Dec | 594.95 | 13 | 1.40 | 31.97 | 18 | 5 | 20 | |||
| 23 Dec | 584.15 | 11.6 | -2.40 | 34.67 | 12 | 11 | 15 | |||
| 20 Dec | 588.45 | 14 | -8.90 | 34.03 | 1 | 0 | 3 | |||
| 19 Dec | 609.60 | 22.9 | -0.10 | 34.71 | 1 | 0 | 3 | |||
| 18 Dec | 611.15 | 23 | -7.00 | 31.45 | 2 | -1 | 4 | |||
| 17 Dec | 621.40 | 30 | -1.15 | 36.47 | 3 | 1 | 5 | |||
| 16 Dec | 631.65 | 31.15 | -25.55 | 28.77 | 3 | 2 | 3 | |||
| 13 Dec | 631.80 | 56.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 635.40 | 56.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 641.75 | 56.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 645.55 | 56.7 | -12.00 | 46.06 | 1 | 0 | 0 | |||
| 9 Dec | 659.65 | 68.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 669.00 | 68.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 675.00 | 68.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 672.70 | 68.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 676.05 | 68.7 | 68.70 | - | 0 | 0 | 0 | |||
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| 29 Nov | 671.60 | 0 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 630 expiring on 30JAN2025
Delta for 630 CE is 0.28
Historical price for 630 CE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 8.35, which was -4.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by 5 which increased total open position to 24
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 13, which was 1.40 higher than the previous day. The implied volatity was 31.97, the open interest changed by 5 which increased total open position to 20
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 11.6, which was -2.40 lower than the previous day. The implied volatity was 34.67, the open interest changed by 11 which increased total open position to 15
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 14, which was -8.90 lower than the previous day. The implied volatity was 34.03, the open interest changed by 0 which decreased total open position to 3
On 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 22.9, which was -0.10 lower than the previous day. The implied volatity was 34.71, 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 23, which was -7.00 lower than the previous day. The implied volatity was 31.45, the open interest changed by -1 which decreased total open position to 4
On 17 Dec SONACOMS was trading at 621.40. The strike last trading price was 30, which was -1.15 lower than the previous day. The implied volatity was 36.47, the open interest changed by 1 which increased total open position to 5
On 16 Dec SONACOMS was trading at 631.65. The strike last trading price was 31.15, which was -25.55 lower than the previous day. The implied volatity was 28.77, the open interest changed by 2 which increased total open position to 3
On 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 56.7, 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 12 Dec SONACOMS was trading at 635.40. The strike last trading price was 56.7, 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 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 56.7, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 56.7, which was -12.00 lower than the previous day. The implied volatity was 46.06, 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 68.7, 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 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 68.7, 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 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 68.7, 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 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 68.7, 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 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 68.7, which was 68.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SONACOMS was trading at 671.60. The strike last trading price was 0, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.60
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 593.55 | 42 | -8.00 | 27.65 | 3 | 2 | 4 |
| 24 Dec | 594.95 | 50 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 584.15 | 50 | 23.90 | 32.69 | 2 | 0 | 0 |
| 20 Dec | 588.45 | 26.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 609.60 | 26.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 611.15 | 26.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 621.40 | 26.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 631.65 | 26.1 | 0.00 | 1.54 | 0 | 0 | 0 |
| 13 Dec | 631.80 | 26.1 | 0.00 | 1.32 | 0 | 0 | 0 |
| 12 Dec | 635.40 | 26.1 | 0.00 | 1.80 | 0 | 0 | 0 |
| 11 Dec | 641.75 | 26.1 | 0.00 | 2.59 | 0 | 0 | 0 |
| 10 Dec | 645.55 | 26.1 | 0.00 | 2.95 | 0 | 0 | 0 |
| 9 Dec | 659.65 | 26.1 | 0.00 | 4.33 | 0 | 0 | 0 |
| 6 Dec | 669.00 | 26.1 | 0.00 | 5.41 | 0 | 0 | 0 |
| 5 Dec | 675.00 | 26.1 | 0.00 | 5.91 | 0 | 0 | 0 |
| 3 Dec | 672.70 | 26.1 | 0.00 | 5.45 | 0 | 0 | 0 |
| 2 Dec | 676.05 | 26.1 | 0.00 | 5.83 | 0 | 0 | 0 |
| 29 Nov | 671.60 | 26.1 | 5.22 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 630 expiring on 30JAN2025
Delta for 630 PE is -0.73
Historical price for 630 PE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 42, which was -8.00 lower than the previous day. The implied volatity was 27.65, the open interest changed by 2 which increased total open position to 4
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 23 Dec SONACOMS was trading at 584.15. The strike last trading price was 50, which was 23.90 higher than the previous day. The implied volatity was 32.69, 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 26.1, 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 19 Dec SONACOMS was trading at 609.60. The strike last trading price was 26.1, 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 26.1, 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 26.1, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 26.1, which was 0.00 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 26.1, 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 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 26.1, which was 0.00 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SONACOMS was trading at 671.60. The strike last trading price was 26.1, which was lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
