SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
12 Dec 2024 10:14 AM IST
SONACOMS 26DEC2024 780 CE | ||||||||||
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Delta: 0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 633.00 | 0.1 | -0.15 | 40.45 | 13 | 0 | 99 | |||
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11 Dec | 641.75 | 0.25 | -0.25 | 41.78 | 3 | 0 | 100 | |||
10 Dec | 645.55 | 0.5 | -0.15 | 43.41 | 34 | 0 | 100 | |||
9 Dec | 659.65 | 0.65 | -0.35 | 39.45 | 19 | 0 | 115 | |||
6 Dec | 669.00 | 1 | -0.40 | 35.94 | 18 | -14 | 116 | |||
5 Dec | 675.00 | 1.4 | -1.90 | 35.79 | 226 | 124 | 133 | |||
4 Dec | 689.15 | 3.3 | 37.88 | 13 | 9 | 9 |
For Sona Blw Precision Frgs L - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.01
Historical price for 780 CE is as follows
On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 99
On 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 41.78, the open interest changed by 0 which decreased total open position to 100
On 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 43.41, the open interest changed by 0 which decreased total open position to 100
On 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 39.45, the open interest changed by 0 which decreased total open position to 115
On 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 35.94, the open interest changed by -14 which decreased total open position to 116
On 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 1.4, which was -1.90 lower than the previous day. The implied volatity was 35.79, the open interest changed by 124 which increased total open position to 133
On 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was 37.88, the open interest changed by 9 which increased total open position to 9
SONACOMS 26DEC2024 780 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 633.00 | 114.5 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 641.75 | 114.5 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 645.55 | 114.5 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 659.65 | 114.5 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 669.00 | 114.5 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 675.00 | 114.5 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 689.15 | 114.5 | - | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 12 Dec SONACOMS was trading at 633.00. The strike last trading price was 114.5, 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 11 Dec SONACOMS was trading at 641.75. The strike last trading price was 114.5, 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 10 Dec SONACOMS was trading at 645.55. The strike last trading price was 114.5, 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 9 Dec SONACOMS was trading at 659.65. The strike last trading price was 114.5, 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 6 Dec SONACOMS was trading at 669.00. The strike last trading price was 114.5, 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 5 Dec SONACOMS was trading at 675.00. The strike last trading price was 114.5, 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 4 Dec SONACOMS was trading at 689.15. The strike last trading price was 114.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0