SILVERM
Silver Mini
Historical option data for SILVERM
22 Sep 2025 08:00 PM IST
| SILVERM 25SEP2025 127000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 17.36
Theta: -74.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 132356.00 | 5420 | 2379 | 29.19 | 683 | -154 | 634 | |||||||||
| 21 Sept | 129927.00 | 3200 | 159 | 18.18 | 9,605 | -713 | 788 | |||||||||
| 18 Sept | 127120.00 | 1860 | -234 | 24.48 | 8,339 | 460 | 1,575 | |||||||||
| 14 Sept | 128660.00 | 3115 | 0 | 22.53 | 4,868 | -202 | 1,042 | |||||||||
| 27 Aug | 117284.00 | 413 | -11 | 22.74 | 93 | 49 | 152 | |||||||||
For Silver Mini - strike price 127000 expiring on 25SEP2025
Delta for 127000 CE is 0.93
Historical price for 127000 CE is as follows
On 22 Sept SILVERM was trading at 132356.00. The strike last trading price was 5420, which was 2379 higher than the previous day. The implied volatity was 29.19, the open interest changed by -154 which decreased total open position to 634
On 21 Sept SILVERM was trading at 129927.00. The strike last trading price was 3200, which was 159 higher than the previous day. The implied volatity was 18.18, the open interest changed by -713 which decreased total open position to 788
On 18 Sept SILVERM was trading at 127120.00. The strike last trading price was 1860, which was -234 lower than the previous day. The implied volatity was 24.48, the open interest changed by 460 which increased total open position to 1575
On 14 Sept SILVERM was trading at 128660.00. The strike last trading price was 3115, which was 0 lower than the previous day. The implied volatity was 22.53, the open interest changed by -202 which decreased total open position to 1042
On 27 Aug SILVERM was trading at 117284.00. The strike last trading price was 413, which was -11 lower than the previous day. The implied volatity was 22.74, the open interest changed by 49 which increased total open position to 152
| SILVERM 25SEP2025 127000 PE | |||||||
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Delta: -0.08
Vega: 19.14
Theta: -86.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 132356.00 | 145.5 | -320 | 30.64 | 11,180 | 73 | 1,624 |
| 21 Sept | 129927.00 | 366 | -99.5 | 20.28 | 26,859 | 326 | 1,551 |
| 18 Sept | 127120.00 | 1717.5 | -418 | 24.59 | 5,649 | 465 | 1,119 |
| 14 Sept | 128660.00 | 1530 | -34 | 23.34 | 10,231 | 851 | 1,226 |
| 27 Aug | 117284.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Silver Mini - strike price 127000 expiring on 25SEP2025
Delta for 127000 PE is -0.08
Historical price for 127000 PE is as follows
On 22 Sept SILVERM was trading at 132356.00. The strike last trading price was 145.5, which was -320 lower than the previous day. The implied volatity was 30.64, the open interest changed by 73 which increased total open position to 1624
On 21 Sept SILVERM was trading at 129927.00. The strike last trading price was 366, which was -99.5 lower than the previous day. The implied volatity was 20.28, the open interest changed by 326 which increased total open position to 1551
On 18 Sept SILVERM was trading at 127120.00. The strike last trading price was 1717.5, which was -418 lower than the previous day. The implied volatity was 24.59, the open interest changed by 465 which increased total open position to 1119
On 14 Sept SILVERM was trading at 128660.00. The strike last trading price was 1530, which was -34 lower than the previous day. The implied volatity was 23.34, the open interest changed by 851 which increased total open position to 1226
On 27 Aug SILVERM was trading at 117284.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
