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

633.75 -8.00 (-1.25%)

Back to Option Chain


Historical option data for SONACOMS

12 Dec 2024 10:14 AM IST
SONACOMS 26DEC2024 710 CE
Delta: 0.07
Vega: 0.16
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 633.00 1.35 -1.45 36.87 35 10 47
11 Dec 641.75 2.8 -0.50 38.73 6 1 37
10 Dec 645.55 3.3 -3.25 37.46 41 9 30
9 Dec 659.65 6.55 -0.80 39.13 5 0 21
6 Dec 669.00 7.35 -2.40 32.46 4 1 20
5 Dec 675.00 9.75 -5.25 32.76 36 6 19
4 Dec 689.15 15 0.05 32.93 39 12 12
3 Dec 672.70 14.95 0.00 5.75 0 0 0
2 Dec 676.05 14.95 0.00 5.01 0 0 0
29 Nov 671.60 14.95 5.53 0 0 0


For Sona Blw Precision Frgs L - strike price 710 expiring on 26DEC2024

Delta for 710 CE is 0.07

Historical price for 710 CE is as follows

On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 1.35, which was -1.45 lower than the previous day. The implied volatity was 36.87, the open interest changed by 10 which increased total open position to 47


On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 2.8, which was -0.50 lower than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 37


On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 3.3, which was -3.25 lower than the previous day. The implied volatity was 37.46, the open interest changed by 9 which increased total open position to 30


On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 6.55, which was -0.80 lower than the previous day. The implied volatity was 39.13, the open interest changed by 0 which decreased total open position to 21


On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 7.35, which was -2.40 lower than the previous day. The implied volatity was 32.46, 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 9.75, which was -5.25 lower than the previous day. The implied volatity was 32.76, the open interest changed by 6 which increased total open position to 19


On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 15, which was 0.05 higher than the previous day. The implied volatity was 32.93, the open interest changed by 12 which increased total open position to 12


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 14.95, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 14.95, which was lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0


SONACOMS 26DEC2024 710 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 633.00 40 0.00 0.00 0 0 0
11 Dec 641.75 40 0.00 0.00 0 0 0
10 Dec 645.55 40 0.00 0.00 0 0 0
9 Dec 659.65 40 0.00 0.00 0 0 0
6 Dec 669.00 40 0.00 0.00 0 0 0
5 Dec 675.00 40 9.35 32.14 1 0 4
4 Dec 689.15 30.65 -25.70 30.88 24 5 5
3 Dec 672.70 56.35 0.00 - 0 0 0
2 Dec 676.05 56.35 0.00 - 0 0 0
29 Nov 671.60 56.35 - 0 0 0


For Sona Blw Precision Frgs L - strike price 710 expiring on 26DEC2024

Delta for 710 PE is 0.00

Historical price for 710 PE is as follows

On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 40, 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 40, 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 40, 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 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 40, 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, 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 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 40, which was 9.35 higher than the previous day. The implied volatity was 32.14, 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 30.65, which was -25.70 lower than the previous day. The implied volatity was 30.88, the open interest changed by 5 which increased total open position to 5


On 3 Dec SONACOMS was trading at 672.70. The strike last trading price was 56.35, 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 56.35, 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 56.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0