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Related Pages for SONACOMS
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SONACOMS
Sona Blw Precision Frgs L
636.25 -5.50 (-0.86%)

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Historical option data for SONACOMS

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SONACOMS 26DEC2024 640 CE
Delta: 0.49
Vega: 0.50
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 14.15 -6.65 30.70 30 9 56
11 Dec 641.75 20.8 -2.95 35.46 69 23 47
10 Dec 645.55 23.75 -38.05 35.68 43 21 24
9 Dec 659.65 61.8 0.00 0.00 0 0 0
6 Dec 669.00 61.8 0.00 0.00 0 0 0
5 Dec 675.00 61.8 0.00 0.00 0 3 0
4 Dec 689.15 61.8 15.80 43.17 3 0 0
3 Dec 672.70 46 0.00 - 0 0 0
2 Dec 676.05 46 0.00 - 0 0 0
29 Nov 671.60 46 - 0 0 0

For Sona Blw Precision Frgs L - strike price 640 expiring on 26DEC2024

Delta for 640 CE is 0.49

Historical price for 640 CE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 14.15, which was -6.65 lower than the previous day. The implied volatity was 30.70, the open interest changed by 9 which increased total open position to 56


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 20.8, which was -2.95 lower than the previous day. The implied volatity was 35.46, the open interest changed by 23 which increased total open position to 47


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 23.75, which was -38.05 lower than the previous day. The implied volatity was 35.68, the open interest changed by 21 which increased total open position to 24


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 61.8, 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 61.8, 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 61.8, 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 61.8, which was 15.80 higher than the previous day. The implied volatity was 43.17, 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 46, 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 46, 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 46, 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 640 PE
Delta: -0.51
Vega: 0.50
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 19 3.45 35.38 41 -5 85
11 Dec 641.75 15.55 -1.45 34.44 81 34 91
10 Dec 645.55 17 5.00 39.40 151 11 57
9 Dec 659.65 12 3.50 37.89 33 26 46
6 Dec 669.00 8.5 1.50 34.26 3 1 20
5 Dec 675.00 7 2.30 33.42 43 -4 19
4 Dec 689.15 4.7 -13.10 33.15 39 23 23
3 Dec 672.70 17.8 0.00 6.37 0 0 0
2 Dec 676.05 17.8 0.00 6.87 0 0 0
29 Nov 671.60 17.8 5.75 0 0 0

For Sona Blw Precision Frgs L - strike price 640 expiring on 26DEC2024

Delta for 640 PE is -0.51

Historical price for 640 PE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 19, which was 3.45 higher than the previous day. The implied volatity was 35.38, the open interest changed by -5 which decreased total open position to 85


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 15.55, which was -1.45 lower than the previous day. The implied volatity was 34.44, the open interest changed by 34 which increased total open position to 91


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 17, which was 5.00 higher than the previous day. The implied volatity was 39.40, the open interest changed by 11 which increased total open position to 57


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 12, which was 3.50 higher than the previous day. The implied volatity was 37.89, the open interest changed by 26 which increased total open position to 46


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 8.5, which was 1.50 higher than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 20


On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 7, which was 2.30 higher than the previous day. The implied volatity was 33.42, the open interest changed by -4 which decreased total open position to 19


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 4.7, which was -13.10 lower than the previous day. The implied volatity was 33.15, the open interest changed by 23 which increased total open position to 23


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 17.8, which was lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0