SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
12 Dec 2024 10:24 AM IST
| SONACOMS 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.38
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 634.95 | 5.3 | -4.05 | 32.67 | 605 | -197 | 600 | |||
| 11 Dec | 641.75 | 9.35 | -2.25 | 37.38 | 694 | -30 | 793 | |||
| 10 Dec | 645.55 | 11.6 | -6.65 | 37.27 | 2,522 | 601 | 822 | |||
| 9 Dec | 659.65 | 18.25 | -3.95 | 38.66 | 429 | 209 | 221 | |||
| 6 Dec | 669.00 | 22.2 | -4.00 | 33.35 | 12 | 0 | 10 | |||
| 5 Dec | 675.00 | 26.2 | -3.45 | 33.27 | 55 | 10 | 10 | |||
| 4 Dec | 689.15 | 29.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 672.70 | 29.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 676.05 | 29.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 671.60 | 29.65 | - | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.23
Historical price for 670 CE is as follows
On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 5.3, which was -4.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by -197 which decreased total open position to 600
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 9.35, which was -2.25 lower than the previous day. The implied volatity was 37.38, the open interest changed by -30 which decreased total open position to 793
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 11.6, which was -6.65 lower than the previous day. The implied volatity was 37.27, the open interest changed by 601 which increased total open position to 822
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 18.25, which was -3.95 lower than the previous day. The implied volatity was 38.66, the open interest changed by 209 which increased total open position to 221
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 22.2, which was -4.00 lower than the previous day. The implied volatity was 33.35, the open interest changed by 0 which decreased total open position to 10
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 26.2, which was -3.45 lower than the previous day. The implied volatity was 33.27, the open interest changed by 10 which increased total open position to 10
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 29.65, 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 29.65, 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 29.65, 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 29.65, 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 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.41
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 634.95 | 40.05 | 5.00 | 38.59 | 2 | 0 | 125 |
| 11 Dec | 641.75 | 35.05 | 0.00 | 0.00 | 0 | 15 | 0 |
| 10 Dec | 645.55 | 35.05 | 10.05 | 41.95 | 77 | 16 | 126 |
| 9 Dec | 659.65 | 25 | 4.50 | 36.29 | 106 | 55 | 112 |
| 6 Dec | 669.00 | 20.5 | 3.30 | 35.06 | 9 | -1 | 57 |
| 5 Dec | 675.00 | 17.2 | 4.50 | 33.42 | 150 | 54 | 57 |
| 4 Dec | 689.15 | 12.7 | -5.30 | 33.56 | 4 | 1 | 2 |
| 3 Dec | 672.70 | 18 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 676.05 | 18 | -13.35 | 33.02 | 1 | 0 | 0 |
| 29 Nov | 671.60 | 31.35 | 0.91 | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -0.73
Historical price for 670 PE is as follows
On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 40.05, which was 5.00 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 125
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 35.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 35.05, which was 10.05 higher than the previous day. The implied volatity was 41.95, the open interest changed by 16 which increased total open position to 126
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 25, which was 4.50 higher than the previous day. The implied volatity was 36.29, the open interest changed by 55 which increased total open position to 112
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 20.5, which was 3.30 higher than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 57
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 17.2, which was 4.50 higher than the previous day. The implied volatity was 33.42, the open interest changed by 54 which increased total open position to 57
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 12.7, which was -5.30 lower than the previous day. The implied volatity was 33.56, the open interest changed by 1 which increased total open position to 2
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 18, 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 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 18, which was -13.35 lower than the previous day. The implied volatity was 33.02, 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 31.35, which was lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
