SONACOMS
Sona Blw Precision Frgs L
Historical option data for SONACOMS
21 Sep 2025 04:14 PM IST
SONACOMS 30SEP2025 480 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.10
Theta: -0.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 436.20 | 0.8 | -0.55 | 35.46 | 154 | 19 | 507 | |||||||||
14 Sept | 428.30 | 1.85 | -1.05 | 37.93 | 520 | 151 | 523 | |||||||||
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17 Aug | 451.85 | 46.35 | 0 | 3.97 | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.07
Historical price for 480 CE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 35.46, the open interest changed by 19 which increased total open position to 507
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 37.93, the open interest changed by 151 which increased total open position to 523
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 46.35, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
SONACOMS 30SEP2025 480 PE | |||||||
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Delta: -0.92
Vega: 0.12
Theta: -0.08
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 436.20 | 43.65 | 4.35 | 38.16 | 21 | -10 | 50 |
14 Sept | 428.30 | 50.4 | 9.1 | 38.54 | 66 | 19 | 68 |
17 Aug | 451.85 | 37.9 | 0 | - | 0 | 0 | 0 |
For Sona Blw Precision Frgs L - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.92
Historical price for 480 PE is as follows
On 21 Sept SONACOMS was trading at 436.20. The strike last trading price was 43.65, which was 4.35 higher than the previous day. The implied volatity was 38.16, the open interest changed by -10 which decreased total open position to 50
On 14 Sept SONACOMS was trading at 428.30. The strike last trading price was 50.4, which was 9.1 higher than the previous day. The implied volatity was 38.54, the open interest changed by 19 which increased total open position to 68
On 17 Aug SONACOMS was trading at 451.85. The strike last trading price was 37.9, 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