SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.28
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 436.20 | 12.9 | -4.45 | 29.31 | 138 | 9 | 237 | |||||||||
| 14 Sept | 428.30 | 13.6 | -6.8 | 34.07 | 783 | 126 | 242 | |||||||||
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| 17 Aug | 451.85 | 44.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Sona Blw Precision Frgs L - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.64
Historical price for 430 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 12.9, which was -4.45 lower than the previous day. The implied volatity was 29.31, the open interest changed by 9 which increased total open position to 237
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 13.6, which was -6.8 lower than the previous day. The implied volatity was 34.07, the open interest changed by 126 which increased total open position to 242
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 44.05, 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 430 PE | |||||||
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Delta: -0.37
Vega: 0.29
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 6.3 | 0.8 | 31.75 | 207 | -7 | 416 |
| 14 Sept | 428.30 | 12.5 | 3.25 | 34.64 | 921 | 67 | 353 |
| 17 Aug | 451.85 | 20.15 | 0 | 5.20 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.37
Historical price for 430 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 6.3, which was 0.8 higher than the previous day. The implied volatity was 31.75, the open interest changed by -7 which decreased total open position to 416
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 12.5, which was 3.25 higher than the previous day. The implied volatity was 34.64, the open interest changed by 67 which increased total open position to 353
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
