SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
| SONACOMS 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.20
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 436.20 | 2.2 | -1.75 | 30.77 | 820 | 37 | 1,380 | |||||||||
| 14 Sept | 428.30 | 4 | -2.75 | 35.23 | 1,839 | 153 | 1,387 | |||||||||
| 17 Aug | 451.85 | 18.25 | -38.45 | 29.75 | 4 | 2 | 1 | |||||||||
For Sona Blw Precision Frgs L - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.18
Historical price for 460 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 2.2, which was -1.75 lower than the previous day. The implied volatity was 30.77, the open interest changed by 37 which increased total open position to 1380
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 4, which was -2.75 lower than the previous day. The implied volatity was 35.23, the open interest changed by 153 which increased total open position to 1387
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 18.25, which was -38.45 lower than the previous day. The implied volatity was 29.75, the open interest changed by 2 which increased total open position to 1
| SONACOMS 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.21
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 436.20 | 25.5 | 3.65 | 34.08 | 79 | -14 | 243 |
| 14 Sept | 428.30 | 33.2 | 7.6 | 37.55 | 104 | 9 | 293 |
| 17 Aug | 451.85 | 29.45 | 0.9 | 43.80 | 1 | 1 | 0 |
For Sona Blw Precision Frgs L - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.80
Historical price for 460 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 25.5, which was 3.65 higher than the previous day. The implied volatity was 34.08, the open interest changed by -14 which decreased total open position to 243
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 33.2, which was 7.6 higher than the previous day. The implied volatity was 37.55, the open interest changed by 9 which increased total open position to 293
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 29.45, which was 0.9 higher than the previous day. The implied volatity was 43.80, the open interest changed by 1 which increased total open position to 0
