SONACOMS
Sona Blw Precision Frgs L
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