SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
12 Dec 2024 10:14 AM IST
| SONACOMS 26DEC2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.48
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 633.00 | 10.7 | -5.55 | 33.66 | 203 | 110 | 497 | |||
| 11 Dec | 641.75 | 16.25 | -2.75 | 36.96 | 452 | 155 | 386 | |||
| 10 Dec | 645.55 | 19 | -21.90 | 36.25 | 449 | 226 | 231 | |||
| 9 Dec | 659.65 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 669.00 | 40.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 675.00 | 40.9 | -9.65 | 37.40 | 2 | 0 | 4 | |||
| 4 Dec | 689.15 | 50.55 | 10.50 | 35.61 | 7 | 3 | 3 | |||
| 3 Dec | 672.70 | 40.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 676.05 | 40.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 671.60 | 40.05 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.38
Historical price for 650 CE is as follows
On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 10.7, which was -5.55 lower than the previous day. The implied volatity was 33.66, the open interest changed by 110 which increased total open position to 497
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 16.25, which was -2.75 lower than the previous day. The implied volatity was 36.96, the open interest changed by 155 which increased total open position to 386
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 19, which was -21.90 lower than the previous day. The implied volatity was 36.25, the open interest changed by 226 which increased total open position to 231
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 40.9, 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 40.9, 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 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 40.9, which was -9.65 lower than the previous day. The implied volatity was 37.40, the open interest changed by 0 which decreased total open position to 4
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 50.55, which was 10.50 higher than the previous day. The implied volatity was 35.61, the open interest changed by 3 which increased total open position to 3
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 40.05, 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 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 40.05, 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 29 Nov SONACOMS was trading at 671.60. The strike last trading price was 40.05, 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 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.48
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 633.00 | 24.7 | 2.70 | 33.31 | 15 | 0 | 195 |
| 11 Dec | 641.75 | 22 | -0.65 | 35.83 | 81 | 12 | 194 |
| 10 Dec | 645.55 | 22.65 | 8.50 | 40.87 | 703 | 129 | 182 |
| 9 Dec | 659.65 | 14.15 | 2.80 | 34.69 | 75 | -14 | 52 |
| 6 Dec | 669.00 | 11.35 | 1.55 | 33.77 | 23 | -1 | 67 |
| 5 Dec | 675.00 | 9.8 | 2.60 | 33.57 | 527 | 63 | 75 |
| 4 Dec | 689.15 | 7.2 | -4.80 | 34.20 | 45 | 9 | 11 |
| 3 Dec | 672.70 | 12 | 0.00 | 34.02 | 1 | 0 | 1 |
| 2 Dec | 676.05 | 12 | -9.80 | 35.58 | 1 | 0 | 0 |
| 29 Nov | 671.60 | 21.8 | 4.15 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.62
Historical price for 650 PE is as follows
On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 24.7, which was 2.70 higher than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 195
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 22, which was -0.65 lower than the previous day. The implied volatity was 35.83, the open interest changed by 12 which increased total open position to 194
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 22.65, which was 8.50 higher than the previous day. The implied volatity was 40.87, the open interest changed by 129 which increased total open position to 182
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 14.15, which was 2.80 higher than the previous day. The implied volatity was 34.69, the open interest changed by -14 which decreased total open position to 52
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 11.35, which was 1.55 higher than the previous day. The implied volatity was 33.77, the open interest changed by -1 which decreased total open position to 67
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 9.8, which was 2.60 higher than the previous day. The implied volatity was 33.57, the open interest changed by 63 which increased total open position to 75
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 7.2, which was -4.80 lower than the previous day. The implied volatity was 34.20, the open interest changed by 9 which increased total open position to 11
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 34.02, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 12, which was -9.80 lower than the previous day. The implied volatity was 35.58, 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 21.8, which was lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
