SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
28 Sep 2025 10:09 PM IST
SONACOMS 28OCT2025 420 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.46
Vega: 0.48
Theta: -0.30
Gamma: 0.01
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
28 Sept | 407.10 | 13.3 | -1.25 | 33.69 | 128 | 25 | 257 | |||||||||
21 Sept | 436.20 | 32 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 428.30 | 28 | -29.05 | 33.50 | 1 | 1 | 0 | |||||||||
|
||||||||||||||||
17 Aug | 451.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 420 expiring on 28OCT2025
Delta for 420 CE is 0.46
Historical price for 420 CE is as follows
On 28 Sept SONACOMS was trading at 407.10. The strike last trading price was 13.3, which was -1.25 lower than the previous day. The implied volatity was 33.69, the open interest changed by 25 which increased total open position to 257
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 32, 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
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 28, which was -29.05 lower than the previous day. The implied volatity was 33.50, the open interest changed by 1 which increased total open position to 0
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 0, 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 28OCT2025 420 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.54
Vega: 0.48
Theta: -0.22
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
28 Sept | 407.10 | 21.8 | 0.25 | 37.46 | 130 | 59 | 214 |
21 Sept | 436.20 | 11.05 | 0 | 0.00 | 0 | 0 | 0 |
14 Sept | 428.30 | 21.3 | 0 | 2.95 | 0 | 0 | 0 |
17 Aug | 451.85 | 21.3 | 0 | 5.77 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 420 expiring on 28OCT2025
Delta for 420 PE is -0.54
Historical price for 420 PE is as follows
On 28 Sept SONACOMS was trading at 407.10. The strike last trading price was 21.8, which was 0.25 higher than the previous day. The implied volatity was 37.46, the open interest changed by 59 which increased total open position to 214
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 11.05, 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
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0