SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 28OCT2025 440 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.57
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 436.20 | 19.35 | -3.25 | 33.48 | 27 | 14 | 74 | |||||||||
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| 14 Sept | 428.30 | 20.35 | -25.5 | 37.47 | 2 | 2 | 1 | |||||||||
| 17 Aug | 451.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sona Blw Precision Frgs L - strike price 440 expiring on 28OCT2025
Delta for 440 CE is 0.53
Historical price for 440 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 19.35, which was -3.25 lower than the previous day. The implied volatity was 33.48, the open interest changed by 14 which increased total open position to 74
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 20.35, which was -25.5 lower than the previous day. The implied volatity was 37.47, the open interest changed by 2 which increased total open position to 1
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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.57
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 20 | 2 | 35.81 | 8 | -1 | 42 |
| 14 Sept | 428.30 | 24.5 | 5.25 | 35.59 | 19 | 2 | 35 |
| 17 Aug | 451.85 | 29.8 | 0 | 3.32 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 440 expiring on 28OCT2025
Delta for 440 PE is -0.47
Historical price for 440 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 35.81, the open interest changed by -1 which decreased total open position to 42
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 24.5, which was 5.25 higher than the previous day. The implied volatity was 35.59, the open interest changed by 2 which increased total open position to 35
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 29.8, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
