Historical option data for SONACOMS
29 Jun 2026 10:50 AM IST
| SONACOMS 28-Jul-2026 (25d) 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.01
Theta: -0.45
Gamma: 0.00638
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 614.70 | 19.1 | -1.9 (-9.05%) | 35.39 | 265 | -21 | 703 | |||||||||
| 25 Jun | 619.25 | 21.7 | 0.7 (3.33%) | 33.62 | 1,129 | 699 | 724 | |||||||||
| 24 Jun | 621.10 | 21.7 | 0.7 (3.33%) | 32.76 | 19 | 5 | 24 | |||||||||
| 23 Jun | 615.95 | 21 | -1 (-4.55%) | 32.26 | 1 | 0 | 18 | |||||||||
| 22 Jun | 621.00 | 22.05 | -17.95 (-44.88%) | 31.39 | 24 | 19 | 19 | |||||||||
For Sona Blw Precision Frgs L - strike price 630 expiring on 28JUL2026
Delta for 630 CE is 0.44
Historical price for 630 CE is as follows
On 29 Jun SONACOMS was trading at 614.70. The strike last trading price was 19.1, which was -1.9 lower than the previous day. The implied volatity was 35.39, the open interest changed by -21 which decreased total open position to 703
On 25 Jun SONACOMS was trading at 619.25. The strike last trading price was 21.7, which was 0.7 higher than the previous day. The implied volatity was 33.62, the open interest changed by 699 which increased total open position to 724
On 24 Jun SONACOMS was trading at 621.10. The strike last trading price was 21.7, which was 0.7 higher than the previous day. The implied volatity was 32.76, the open interest changed by 5 which increased total open position to 24
On 23 Jun SONACOMS was trading at 615.95. The strike last trading price was 21, which was -1 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 18
On 22 Jun SONACOMS was trading at 621.00. The strike last trading price was 22.05, which was -17.95 lower than the previous day. The implied volatity was 31.39, the open interest changed by 19 which increased total open position to 19
| SONACOMS 28-Jul-2026 (25d) 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.01
Theta: -0.34
Gamma: 0.00662
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 614.70 | 29.85 | 0.9 (3.11%) | 34.07 | 54 | 21 | 155 |
| 25 Jun | 619.25 | 28.95 | -32.8 (-53.12%) | 33.36 | 184 | 134 | 134 |
| 24 Jun | 621.10 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 615.95 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 621.00 | 0 | 0 | - | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 630 expiring on 28JUL2026
Delta for 630 PE is -0.55
Historical price for 630 PE is as follows
On 29 Jun SONACOMS was trading at 614.70. The strike last trading price was 29.85, which was 0.9 higher than the previous day. The implied volatity was 34.07, the open interest changed by 21 which increased total open position to 155
On 25 Jun SONACOMS was trading at 619.25. The strike last trading price was 28.95, which was -32.8 lower than the previous day. The implied volatity was 33.36, the open interest changed by 134 which increased total open position to 134
On 24 Jun SONACOMS was trading at 621.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jun SONACOMS was trading at 615.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jun SONACOMS was trading at 621.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
