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SJVN LTD Option Chain

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₹ 103.5
107.46
settings
LTP
Greeks
OI
--
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

85PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

90PCR: --

0.35

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6.28

491.40

35.16%

-0.063

0.012

-0.021

0.038

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

95PCR: --

1.05

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1.98

203.18

37.11%

-0.171

0.022

-0.046

0.077

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

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0.00

97.50PCR: --

1.35

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2.46

401.63

33.20%

-0.217

0.029

-0.048

0.089

0.107

-0.059

0.034

0.695

34.18%

33.08

0.24

lock
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6.80

100PCR: 27.40

2.20

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6.47

807.98

35.16%

-0.309

0.033

-0.061

0.107

0.118

-0.065

0.037

0.603

34.18%

66.15

0.38

lock
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5.35

102.50PCR: 2.88

3.30

lock
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1.09

226.80

36.13%

-0.400

0.035

-0.069

0.118

0.122

-0.065

0.039

0.507

33.20%

378.00

1.51

lock
****

3.90

105PCR: 2.75

4.30

lock
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4.16

552.83

34.18%

-0.492

0.038

-0.067

0.122

0.119

-0.064

0.038

0.411

33.20%

292.95

2.08

lock
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2.85

107.50PCR: 0.80

5.70

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1.65

231.53

33.20%

-0.589

0.038

-0.064

0.119

0.109

-0.059

0.035

0.322

33.20%

1,011.15

4.35

lock
****

2.05

110PCR: 1.12

7.40

lock
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4.87

737.10

34.18%

-0.672

0.035

-0.061

0.110

0.096

-0.051

0.031

0.243

33.20%

330.75

2.46

lock
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1.40

112.50PCR: 0.44

9.00

lock
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1.09

94.50

31.25%

-0.772

0.032

-0.046

0.092

0.082

-0.045

0.026

0.186

34.18%

959.18

8.13

lock
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1.00

115PCR: 0.33

9.45

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2.65

33.08

0.00%

-1.000

0.000

0.000

0.000

0.068

-0.039

0.021

0.141

35.16%

80.33

0.09

lock
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0.70

117.50PCR: 0.50

9.00

lock
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0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.059

-0.035

0.017

0.114

37.11%

784.35

10.87

lock
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0.55

120PCR: 0.08

10.35

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0.85

0.00

0.00%

-1.000

0.000

0.000

0.000

0.040

-0.025

0.011

0.067

39.06%

226.80

1.32

lock
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0.30

125PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.030

-0.021

0.008

0.048

42.97%

108.68

4.11

lock
****

0.25

130PCR: 0.01

19.55

lock
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0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

SJVN LTD - Statistics

Day Range
₹102.71 - ₹108.10
52w Range
₹88.85 - ₹170.50
Volume
9,762,940

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Underlying Assets & Securities

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SJVN LTD

103.50

-3.96 (-3.69%)

SJVN LTD Options

SJVN LTD Futures

Frequently Asked Questions

What is the current spot price for SJVN LTD?chevron-up

The current spot price for SJVN LTD is ₹103.50.

What is the minimum option lot size for SJVN LTD?chevron-up

The minimum lot size for SJVN LTD is 4,725.

Which SJVN LTD call and put option contract has the highest open interest?chevron-up

The 120.00 strike for SJVN LTD call options have an OI of 10.87 Lakhs. The 100.00 strike for SJVN LTD put options has an OI of 6.47 Lakhs

What is the current at-the-money (ATM) strike for SJVN LTD and what is its price?chevron-up

The current ATM strike for SJVN LTD is 102.50. The call price is ₹5.35 and the put price is ₹3.30.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for SJVN LTD?chevron-up

The PCR for the 102.50 strike is 2.88.

What is the implied volatility of SJVN LTD?chevron-up

The implied volatility (IV) of at-the-money SJVN LTD call is 34.18% and 36.13% for puts.

How much will the price change of the at-the-money (ATM) strike for SJVN LTD call options if SJVN LTD moves up in price by ₹1?chevron-up

The ATM strike is 102.50 and the call option is priced at ₹5.35. If SJVN LTD moves up by ₹1, then the approximate change in price for the option is +₹0.6034. The value of 0.6034 is the option's 'Delta'.