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[--[65.84.65.76]--]
JINDALSTEL
Jindal Steel & Power Ltd

877.4 18.75 (2.18%)

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Historical option data for JINDALSTEL

14 Nov 2024 04:12 PM IST
JINDALSTEL 28NOV2024 780 CE
Delta: 0.89
Vega: 0.32
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 105 -155.50 52.18 2 1 1
13 Nov 858.65 260.5 0.00 - 0 0 0
12 Nov 887.00 260.5 0.00 - 0 0 0
11 Nov 906.85 260.5 0.00 - 0 0 0
8 Nov 928.05 260.5 0.00 - 0 0 0
7 Nov 947.60 260.5 0.00 - 0 0 0
6 Nov 951.85 260.5 0.00 - 0 0 0
5 Nov 936.05 260.5 0.00 - 0 0 0
4 Nov 909.20 260.5 0.00 - 0 0 0
1 Nov 929.50 260.5 0.00 - 0 0 0
31 Oct 920.50 260.5 0.00 - 0 0 0
29 Oct 915.05 260.5 0.00 - 0 0 0
24 Oct 924.30 260.5 0.00 - 0 0 0
23 Oct 915.45 260.5 - 0 0 0


For Jindal Steel & Power Ltd - strike price 780 expiring on 28NOV2024

Delta for 780 CE is 0.89

Historical price for 780 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 105, which was -155.50 lower than the previous day. The implied volatity was 52.18, the open interest changed by 1 which increased total open position to 1


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JINDALSTEL was trading at 915.05. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JINDALSTEL was trading at 924.30. The strike last trading price was 260.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JINDALSTEL was trading at 915.45. The strike last trading price was 260.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 780 PE
Delta: -0.04
Vega: 0.16
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 1.2 -1.30 37.04 111 -17 61
13 Nov 858.65 2.5 1.60 37.30 214 47 73
12 Nov 887.00 0.9 0.30 34.73 18 -1 29
11 Nov 906.85 0.6 0.00 36.94 3 0 30
8 Nov 928.05 0.6 0.15 37.45 27 7 31
7 Nov 947.60 0.45 -0.40 38.21 30 -20 25
6 Nov 951.85 0.85 -0.85 43.04 37 -11 45
5 Nov 936.05 1.7 -2.00 43.76 57 -3 56
4 Nov 909.20 3.7 0.10 45.29 112 33 58
1 Nov 929.50 3.6 0.00 46.76 1 0 24
31 Oct 920.50 3.6 -2.10 - 27 2 24
29 Oct 915.05 5.7 3.20 - 26 22 22
24 Oct 924.30 2.5 0.00 - 0 0 0
23 Oct 915.45 2.5 - 0 0 0


For Jindal Steel & Power Ltd - strike price 780 expiring on 28NOV2024

Delta for 780 PE is -0.04

Historical price for 780 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 37.04, the open interest changed by -17 which decreased total open position to 61


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 2.5, which was 1.60 higher than the previous day. The implied volatity was 37.30, the open interest changed by 47 which increased total open position to 73


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 34.73, the open interest changed by -1 which decreased total open position to 29


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 30


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 37.45, the open interest changed by 7 which increased total open position to 31


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 38.21, the open interest changed by -20 which decreased total open position to 25


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 43.04, the open interest changed by -11 which decreased total open position to 45


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 1.7, which was -2.00 lower than the previous day. The implied volatity was 43.76, the open interest changed by -3 which decreased total open position to 56


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 45.29, the open interest changed by 33 which increased total open position to 58


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 46.76, the open interest changed by 0 which decreased total open position to 24


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 3.6, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JINDALSTEL was trading at 915.05. The strike last trading price was 5.7, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JINDALSTEL was trading at 924.30. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JINDALSTEL was trading at 915.45. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to