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[--[65.84.65.76]--]
SONACOMS
Sona Blw Precision Frgs L

633.65 -8.10 (-1.26%)

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Historical option data for SONACOMS

12 Dec 2024 10:14 AM IST
SONACOMS 26DEC2024 630 CE
Delta: 0.57
Vega: 0.49
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 633.00 21 -49.00 36.00 1 0 3
11 Dec 641.75 70 0.00 0.00 0 0 0
10 Dec 645.55 70 0.00 0.00 0 0 0
9 Dec 659.65 70 0.00 0.00 0 0 0
6 Dec 669.00 70 0.00 0.00 0 0 0
5 Dec 675.00 70 0.00 0.00 0 3 0
4 Dec 689.15 70 17.55 44.22 3 0 0
3 Dec 672.70 52.45 0.00 - 0 0 0
2 Dec 676.05 52.45 0.00 - 0 0 0
29 Nov 671.60 52.45 - 0 0 0


For Sona Blw Precision Frgs L - strike price 630 expiring on 26DEC2024

Delta for 630 CE is 0.57

Historical price for 630 CE is as follows

On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 21, which was -49.00 lower than the previous day. The implied volatity was 36.00, the open interest changed by 0 which decreased total open position to 3


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 70, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 70, 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 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 70, 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 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 70, 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 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 70, 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 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 70, which was 17.55 higher than the previous day. The implied volatity was 44.22, 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 52.45, 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 52.45, 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 29 Nov SONACOMS was trading at 671.60. The strike last trading price was 52.45, 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 26DEC2024 630 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 633.00 11.2 0.00 0.00 0 4 0
11 Dec 641.75 11.2 -1.80 34.24 18 4 66
10 Dec 645.55 13 4.10 39.52 80 14 61
9 Dec 659.65 8.9 2.50 38.09 8 3 47
6 Dec 669.00 6.4 -0.55 35.11 9 1 45
5 Dec 675.00 6.95 3.15 38.28 44 18 44
4 Dec 689.15 3.8 -3.50 34.95 60 5 28
3 Dec 672.70 7.3 -0.45 35.80 22 -11 24
2 Dec 676.05 7.75 -2.25 37.86 4 0 35
29 Nov 671.60 10 37.77 53 36 36


For Sona Blw Precision Frgs L - strike price 630 expiring on 26DEC2024

Delta for 630 PE is 0.00

Historical price for 630 PE is as follows

On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 11.2, which was -1.80 lower than the previous day. The implied volatity was 34.24, the open interest changed by 4 which increased total open position to 66


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 13, which was 4.10 higher than the previous day. The implied volatity was 39.52, the open interest changed by 14 which increased total open position to 61


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 8.9, which was 2.50 higher than the previous day. The implied volatity was 38.09, the open interest changed by 3 which increased total open position to 47


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 6.4, which was -0.55 lower than the previous day. The implied volatity was 35.11, the open interest changed by 1 which increased total open position to 45


On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 6.95, which was 3.15 higher than the previous day. The implied volatity was 38.28, the open interest changed by 18 which increased total open position to 44


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 3.8, which was -3.50 lower than the previous day. The implied volatity was 34.95, the open interest changed by 5 which increased total open position to 28


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 7.3, which was -0.45 lower than the previous day. The implied volatity was 35.80, the open interest changed by -11 which decreased total open position to 24


On 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 7.75, which was -2.25 lower than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 35


On 29 Nov SONACOMS was trading at 671.60. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 37.77, the open interest changed by 36 which increased total open position to 36