SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.30
Vega: 0.26
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 436.20 | 4.15 | -2.55 | 29.75 | 751 | 127 | 1,335 | |||||||||
| 14 Sept | 428.30 | 6.05 | -4.05 | 34.33 | 2,129 | 411 | 1,276 | |||||||||
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| 17 Aug | 451.85 | 20 | -2 | 24.67 | 1 | 1 | 2 | |||||||||
For Sona Blw Precision Frgs L - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.30
Historical price for 450 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 4.15, which was -2.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 127 which increased total open position to 1335
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 6.05, which was -4.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by 411 which increased total open position to 1276
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 2
| SONACOMS 30SEP2025 450 PE | |||||||
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Delta: -0.68
Vega: 0.27
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 17.65 | 2.85 | 32.95 | 78 | -21 | 498 |
| 14 Sept | 428.30 | 25.4 | 6.35 | 36.61 | 269 | 27 | 555 |
| 17 Aug | 451.85 | 29.3 | 0 | 1.50 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.68
Historical price for 450 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 17.65, which was 2.85 higher than the previous day. The implied volatity was 32.95, the open interest changed by -21 which decreased total open position to 498
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 25.4, which was 6.35 higher than the previous day. The implied volatity was 36.61, the open interest changed by 27 which increased total open position to 555
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
