SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 410 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.16
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 436.20 | 29.05 | -4.9 | 34.51 | 26 | -2 | 58 | |||||||||
| 14 Sept | 428.30 | 24.45 | -10.45 | 28.71 | 85 | -4 | 56 | |||||||||
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| 17 Aug | 451.85 | 56.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Sona Blw Precision Frgs L - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.87
Historical price for 410 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 29.05, which was -4.9 lower than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 58
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 24.45, which was -10.45 lower than the previous day. The implied volatity was 28.71, the open interest changed by -4 which decreased total open position to 56
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SONACOMS 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.17
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 2.15 | 0.15 | 36.48 | 109 | 2 | 1,091 |
| 14 Sept | 428.30 | 5.6 | 1.6 | 36.88 | 1,792 | -416 | 542 |
| 17 Aug | 451.85 | 13 | 0 | 8.68 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.15
Historical price for 410 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 36.48, the open interest changed by 2 which increased total open position to 1091
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 5.6, which was 1.6 higher than the previous day. The implied volatity was 36.88, the open interest changed by -416 which decreased total open position to 542
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0
