SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.10
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 436.20 | 37.95 | -5.2 | 34.46 | 34 | -2 | 112 | |||||||||
| 14 Sept | 428.30 | 34.5 | -9.25 | 37.13 | 113 | 37 | 132 | |||||||||
| 17 Aug | 451.85 | 53.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sona Blw Precision Frgs L - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.94
Historical price for 400 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 37.95, which was -5.2 lower than the previous day. The implied volatity was 34.46, the open interest changed by -2 which decreased total open position to 112
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 34.5, which was -9.25 lower than the previous day. The implied volatity was 37.13, the open interest changed by 37 which increased total open position to 132
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 53.55, 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
| SONACOMS 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.13
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 1.35 | 0.05 | 39.91 | 182 | 35 | 843 |
| 14 Sept | 428.30 | 3.35 | 0.8 | 37.20 | 539 | 73 | 628 |
| 17 Aug | 451.85 | 4.2 | -1.35 | 36.12 | 1 | 0 | 7 |
For Sona Blw Precision Frgs L - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.09
Historical price for 400 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 39.91, the open interest changed by 35 which increased total open position to 843
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 3.35, which was 0.8 higher than the previous day. The implied volatity was 37.20, the open interest changed by 73 which increased total open position to 628
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 0 which decreased total open position to 7
