SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
12 Dec 2024 10:04 AM IST
| SONACOMS 26DEC2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.35
Theta: -0.49
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 635.70 | 5 | -1.55 | 36.74 | 20 | 15 | 260 | |||
| 11 Dec | 641.75 | 6.55 | -2.40 | 36.69 | 107 | 24 | 244 | |||
| 10 Dec | 645.55 | 8.95 | -5.40 | 37.85 | 231 | 59 | 219 | |||
| 9 Dec | 659.65 | 14.35 | -2.15 | 38.65 | 139 | 43 | 163 | |||
|
|
||||||||||
| 6 Dec | 669.00 | 16.5 | -4.70 | 31.66 | 52 | -4 | 120 | |||
| 5 Dec | 675.00 | 21.2 | -8.45 | 33.45 | 228 | 78 | 124 | |||
| 4 Dec | 689.15 | 29.65 | 6.85 | 33.91 | 368 | 41 | 47 | |||
| 3 Dec | 672.70 | 22.8 | -1.40 | 37.04 | 7 | 3 | 5 | |||
| 2 Dec | 676.05 | 24.2 | -1.05 | 34.99 | 2 | 0 | 0 | |||
| 29 Nov | 671.60 | 25.25 | 0.96 | 0 | 0 | 0 | ||||
For Sona Blw Precision Frgs L - strike price 680 expiring on 26DEC2024
Delta for 680 CE is 0.20
Historical price for 680 CE is as follows
On 12 Dec SONACOMS was trading at 635.70. The strike last trading price was 5, which was -1.55 lower than the previous day. The implied volatity was 36.74, the open interest changed by 15 which increased total open position to 260
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 6.55, which was -2.40 lower than the previous day. The implied volatity was 36.69, the open interest changed by 24 which increased total open position to 244
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 8.95, which was -5.40 lower than the previous day. The implied volatity was 37.85, the open interest changed by 59 which increased total open position to 219
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 14.35, which was -2.15 lower than the previous day. The implied volatity was 38.65, the open interest changed by 43 which increased total open position to 163
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 16.5, which was -4.70 lower than the previous day. The implied volatity was 31.66, the open interest changed by -4 which decreased total open position to 120
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 21.2, which was -8.45 lower than the previous day. The implied volatity was 33.45, the open interest changed by 78 which increased total open position to 124
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 29.65, which was 6.85 higher than the previous day. The implied volatity was 33.91, the open interest changed by 41 which increased total open position to 47
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 22.8, which was -1.40 lower than the previous day. The implied volatity was 37.04, the open interest changed by 3 which increased total open position to 5
On 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 24.2, which was -1.05 lower than the previous day. The implied volatity was 34.99, 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 25.25, which was lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
| SONACOMS 26DEC2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 635.70 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 641.75 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 645.55 | 42.8 | 11.75 | 43.80 | 6 | 1 | 33 |
| 9 Dec | 659.65 | 31.05 | 6.05 | 36.18 | 7 | 0 | 33 |
| 6 Dec | 669.00 | 25 | 2.35 | 33.78 | 12 | 2 | 31 |
| 5 Dec | 675.00 | 22.65 | 6.05 | 34.38 | 29 | 3 | 30 |
| 4 Dec | 689.15 | 16.6 | -9.80 | 33.58 | 61 | 21 | 26 |
| 3 Dec | 672.70 | 26.4 | -6.60 | 36.08 | 8 | 3 | 4 |
| 2 Dec | 676.05 | 33 | -3.85 | 47.82 | 1 | 0 | 0 |
| 29 Nov | 671.60 | 36.85 | - | 0 | 0 | 0 | |
For Sona Blw Precision Frgs L - strike price 680 expiring on 26DEC2024
Delta for 680 PE is 0.00
Historical price for 680 PE is as follows
On 12 Dec SONACOMS was trading at 635.70. The strike last trading price was 42.8, 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 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 42.8, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 42.8, which was 11.75 higher than the previous day. The implied volatity was 43.80, the open interest changed by 1 which increased total open position to 33
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 31.05, which was 6.05 higher than the previous day. The implied volatity was 36.18, the open interest changed by 0 which decreased total open position to 33
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 25, which was 2.35 higher than the previous day. The implied volatity was 33.78, the open interest changed by 2 which increased total open position to 31
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 22.65, which was 6.05 higher than the previous day. The implied volatity was 34.38, the open interest changed by 3 which increased total open position to 30
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 16.6, which was -9.80 lower than the previous day. The implied volatity was 33.58, the open interest changed by 21 which increased total open position to 26
On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 26.4, which was -6.60 lower than the previous day. The implied volatity was 36.08, the open interest changed by 3 which increased total open position to 4
On 2 Dec SONACOMS was trading at 676.05. The strike last trading price was 33, which was -3.85 lower than the previous day. The implied volatity was 47.82, 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 36.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
