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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 660 CE
Delta: 0.30
Vega: 0.44
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 7.5 -4.70 32.10 126 -2 184
11 Dec 641.75 12.2 -2.85 36.70 123 21 186
10 Dec 645.55 15.05 -7.60 36.98 290 104 164
9 Dec 659.65 22.65 -9.50 38.33 62 50 55
6 Dec 669.00 32.15 0.00 0.00 0 1 0
5 Dec 675.00 32.15 -6.95 33.43 1 0 4
4 Dec 689.15 39.1 6.85 27.75 3 1 4
3 Dec 672.70 32.25 -2.35 35.63 5 3 3
2 Dec 676.05 34.6 0.00 - 0 0 0
29 Nov 671.60 34.6 - 0 0 0

For Sona Blw Precision Frgs L - strike price 660 expiring on 26DEC2024

Delta for 660 CE is 0.30

Historical price for 660 CE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 7.5, which was -4.70 lower than the previous day. The implied volatity was 32.10, the open interest changed by -2 which decreased total open position to 184


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 12.2, which was -2.85 lower than the previous day. The implied volatity was 36.70, the open interest changed by 21 which increased total open position to 186


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 15.05, which was -7.60 lower than the previous day. The implied volatity was 36.98, the open interest changed by 104 which increased total open position to 164


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 22.65, which was -9.50 lower than the previous day. The implied volatity was 38.33, the open interest changed by 50 which increased total open position to 55


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 32.15, 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 32.15, which was -6.95 lower than the previous day. The implied volatity was 33.43, 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 39.1, which was 6.85 higher than the previous day. The implied volatity was 27.75, the open interest changed by 1 which increased total open position to 4


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 32.25, which was -2.35 lower than the previous day. The implied volatity was 35.63, the open interest changed by 3 which increased total open position to 3


On 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 34.6, 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 34.6, 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 660 PE
Delta: -0.67
Vega: 0.45
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 31.7 3.80 36.06 12 -5 70
11 Dec 641.75 27.9 0.45 36.86 20 5 75
10 Dec 645.55 27.45 7.25 39.40 172 55 71
9 Dec 659.65 20.2 4.00 37.30 15 0 14
6 Dec 669.00 16.2 3.00 35.51 13 1 10
5 Dec 675.00 13.2 3.40 33.58 17 7 10
4 Dec 689.15 9.8 -16.50 34.14 29 2 2
3 Dec 672.70 26.3 0.00 2.83 0 0 0
2 Dec 676.05 26.3 0.00 3.54 0 0 0
29 Nov 671.60 26.3 2.51 0 0 0

For Sona Blw Precision Frgs L - strike price 660 expiring on 26DEC2024

Delta for 660 PE is -0.67

Historical price for 660 PE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 31.7, which was 3.80 higher than the previous day. The implied volatity was 36.06, the open interest changed by -5 which decreased total open position to 70


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 27.9, which was 0.45 higher than the previous day. The implied volatity was 36.86, the open interest changed by 5 which increased total open position to 75


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 27.45, which was 7.25 higher than the previous day. The implied volatity was 39.40, the open interest changed by 55 which increased total open position to 71


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 20.2, which was 4.00 higher than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 14


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 16.2, which was 3.00 higher than the previous day. The implied volatity was 35.51, the open interest changed by 1 which increased total open position to 10


On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 13.2, which was 3.40 higher than the previous day. The implied volatity was 33.58, the open interest changed by 7 which increased total open position to 10


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 9.8, which was -16.50 lower than the previous day. The implied volatity was 34.14, the open interest changed by 2 which increased total open position to 2


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 26.3, which was lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0