SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.30
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 436.20 | 7.4 | -3.65 | 28.64 | 690 | -9 | 748 | |||||||||
| 14 Sept | 428.30 | 9.5 | -5.1 | 34.84 | 2,049 | 321 | 726 | |||||||||
| 17 Aug | 451.85 | 68.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Sona Blw Precision Frgs L - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.46
Historical price for 440 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 7.4, which was -3.65 lower than the previous day. The implied volatity was 28.64, the open interest changed by -9 which decreased total open position to 748
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 9.5, which was -5.1 lower than the previous day. The implied volatity was 34.84, the open interest changed by 321 which increased total open position to 726
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 68.6, 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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.30
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 11.1 | 1.9 | 32.04 | 159 | -24 | 501 |
| 14 Sept | 428.30 | 18.95 | 5.5 | 37.03 | 765 | -3 | 424 |
| 17 Aug | 451.85 | 16.4 | -1.6 | 38.18 | 1 | 0 | 3 |
For Sona Blw Precision Frgs L - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.53
Historical price for 440 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 11.1, which was 1.9 higher than the previous day. The implied volatity was 32.04, the open interest changed by -24 which decreased total open position to 501
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 18.95, which was 5.5 higher than the previous day. The implied volatity was 37.03, the open interest changed by -3 which decreased total open position to 424
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 16.4, which was -1.6 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 3
