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[--[65.84.65.76]--]
SONACOMS
Sona Blw Precision Frgs L

635 -6.75 (-1.05%)

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Historical option data for SONACOMS

12 Dec 2024 10:24 AM IST
SONACOMS 26DEC2024 690 CE
Delta: 0.13
Vega: 0.27
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 2.8 -3.80 34.80 4 -1 33
11 Dec 641.75 6.6 0.00 41.40 2 0 33
10 Dec 645.55 6.6 -3.60 37.82 14 -1 31
9 Dec 659.65 10.2 -1.90 36.85 27 16 34
6 Dec 669.00 12.1 -4.60 30.79 8 1 20
5 Dec 675.00 16.7 -7.50 33.28 42 1 20
4 Dec 689.15 24.2 2.85 33.76 176 20 20
3 Dec 672.70 21.35 0.00 2.60 0 0 0
2 Dec 676.05 21.35 0.00 1.75 0 0 0
29 Nov 671.60 21.35 2.51 0 0 0


For Sona Blw Precision Frgs L - strike price 690 expiring on 26DEC2024

Delta for 690 CE is 0.13

Historical price for 690 CE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 2.8, which was -3.80 lower than the previous day. The implied volatity was 34.80, the open interest changed by -1 which decreased total open position to 33


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 41.40, the open interest changed by 0 which decreased total open position to 33


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 6.6, which was -3.60 lower than the previous day. The implied volatity was 37.82, the open interest changed by -1 which decreased total open position to 31


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 10.2, which was -1.90 lower than the previous day. The implied volatity was 36.85, the open interest changed by 16 which increased total open position to 34


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 12.1, which was -4.60 lower than the previous day. The implied volatity was 30.79, 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 16.7, which was -7.50 lower than the previous day. The implied volatity was 33.28, the open interest changed by 1 which increased total open position to 20


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 24.2, which was 2.85 higher than the previous day. The implied volatity was 33.76, the open interest changed by 20 which increased total open position to 20


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 21.35, 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


SONACOMS 26DEC2024 690 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 634.95 49.3 0.00 0.00 0 0 0
11 Dec 641.75 49.3 0.00 0.00 0 1 0
10 Dec 645.55 49.3 19.60 41.87 2 0 6
9 Dec 659.65 29.7 -1.50 17.40 1 0 5
6 Dec 669.00 31.2 0.00 0.00 0 -4 0
5 Dec 675.00 31.2 10.80 39.08 7 -3 6
4 Dec 689.15 20.4 -22.50 32.42 29 9 9
3 Dec 672.70 42.9 0.00 - 0 0 0
2 Dec 676.05 42.9 0.00 - 0 0 0
29 Nov 671.60 42.9 - 0 0 0


For Sona Blw Precision Frgs L - strike price 690 expiring on 26DEC2024

Delta for 690 PE is 0.00

Historical price for 690 PE is as follows

On 12 Dec SONACOMS was trading at 634.95. The strike last trading price was 49.3, 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 49.3, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 49.3, which was 19.60 higher than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 6


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 29.7, which was -1.50 lower than the previous day. The implied volatity was 17.40, the open interest changed by 0 which decreased total open position to 5


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 31.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 31.2, which was 10.80 higher than the previous day. The implied volatity was 39.08, the open interest changed by -3 which decreased total open position to 6


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 20.4, which was -22.50 lower than the previous day. The implied volatity was 32.42, the open interest changed by 9 which increased total open position to 9


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 42.9, 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 42.9, 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 42.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0