SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
26 Dec 2024 04:13 PM IST
| SONACOMS 30JAN2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.58
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 593.55 | 8 | -5.40 | 31.47 | 2 | 1 | 3 | |||
| 24 Dec | 594.95 | 13.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 588.45 | 13.4 | -10.15 | 37.52 | 3 | 1 | 2 | |||
| 17 Dec | 621.40 | 23.55 | -39.20 | 33.97 | 4 | 1 | 1 | |||
| 13 Dec | 631.80 | 62.75 | 0.00 | 0.09 | 0 | 0 | 0 | |||
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| 12 Dec | 635.40 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 641.75 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 645.55 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 659.65 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 669.00 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 675.00 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 689.15 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 672.70 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 676.05 | 62.75 | 62.75 | - | 0 | 0 | 0 | |||
| 29 Nov | 671.60 | 0 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 640 expiring on 30JAN2025
Delta for 640 CE is 0.25
Historical price for 640 CE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 8, which was -5.40 lower than the previous day. The implied volatity was 31.47, the open interest changed by 1 which increased total open position to 3
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 13.4, 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 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 13.4, which was -10.15 lower than the previous day. The implied volatity was 37.52, 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 23.55, which was -39.20 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 1
On 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 62.75, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 62.75, 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 62.75, 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 62.75, 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 62.75, 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 62.75, 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 62.75, 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 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 62.75, 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 62.75, 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 62.75, which was 62.75 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 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.45
Theta: -0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 593.55 | 47.45 | -8.55 | 22.96 | 23 | 8 | 11 |
| 24 Dec | 594.95 | 56 | 25.95 | 42.64 | 3 | 1 | 1 |
| 20 Dec | 588.45 | 30.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 621.40 | 30.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 631.80 | 30.05 | 0.00 | 0.06 | 0 | 0 | 0 |
| 12 Dec | 635.40 | 30.05 | 0.00 | 0.67 | 0 | 0 | 0 |
| 11 Dec | 641.75 | 30.05 | 0.00 | 1.42 | 0 | 0 | 0 |
| 10 Dec | 645.55 | 30.05 | 0.00 | 1.92 | 0 | 0 | 0 |
| 9 Dec | 659.65 | 30.05 | 0.00 | 3.22 | 0 | 0 | 0 |
| 6 Dec | 669.00 | 30.05 | 0.00 | 4.35 | 0 | 0 | 0 |
| 5 Dec | 675.00 | 30.05 | 0.00 | 4.86 | 0 | 0 | 0 |
| 4 Dec | 689.15 | 30.05 | 0.00 | 6.14 | 0 | 0 | 0 |
| 3 Dec | 672.70 | 30.05 | 0.00 | 4.42 | 0 | 0 | 0 |
| 2 Dec | 676.05 | 30.05 | 0.00 | 4.82 | 0 | 0 | 0 |
| 29 Nov | 671.60 | 30.05 | 4.22 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 640 expiring on 30JAN2025
Delta for 640 PE is -0.83
Historical price for 640 PE is as follows
On 26 Dec SONACOMS was trading at 593.55. The strike last trading price was 47.45, which was -8.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by 8 which increased total open position to 11
On 24 Dec SONACOMS was trading at 594.95. The strike last trading price was 56, which was 25.95 higher than the previous day. The implied volatity was 42.64, the open interest changed by 1 which increased total open position to 1
On 20 Dec SONACOMS was trading at 588.45. The strike last trading price was 30.05, 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 30.05, 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 13 Dec SONACOMS was trading at 631.80. The strike last trading price was 30.05, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 30.05, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 30.05, which was lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
