JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 800 CE | ||||||||||
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Delta: 0.83
Vega: 0.30
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 77.8 | -19.95 | 65.95 | 1 | 0 | 35 | |||
| 20 Nov | 865.40 | 97.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 865.40 | 97.75 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 18 Nov | 886.75 | 97.75 | -26.50 | 74.85 | 17 | 4 | 34 | |||
| 14 Nov | 877.40 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 858.65 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 936.05 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 909.20 | 124.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 929.50 | 124.25 | 0.00 | 0.00 | 0 | 24 | 0 | |||
| 31 Oct | 920.50 | 124.25 | 9.25 | - | 31 | 24 | 30 | |||
| 30 Oct | 919.00 | 115 | 0.00 | - | 0 | 6 | 0 | |||
| 29 Oct | 915.05 | 115 | -8.50 | - | 6 | 0 | 0 | |||
| 28 Oct | 919.00 | 123.5 | -66.55 | - | 2 | 1 | 1 | |||
| 24 Oct | 924.30 | 190.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 915.45 | 190.05 | 190.05 | - | 0 | 0 | 0 | |||
| 11 Sept | 966.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 962.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 945.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 953.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 950.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 945.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 948.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 965.35 | 0 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 800 expiring on 28NOV2024
Delta for 800 CE is 0.83
Historical price for 800 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 77.8, which was -19.95 lower than the previous day. The implied volatity was 65.95, the open interest changed by 0 which decreased total open position to 35
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 97.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 97.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 97.75, which was -26.50 lower than the previous day. The implied volatity was 74.85, the open interest changed by 4 which increased total open position to 34
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 124.25, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 115, 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 115, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 123.5, which was -66.55 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 190.05, 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 190.05, which was 190.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept JINDALSTEL was trading at 966.90. The strike last trading price was 0, 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 10 Sept JINDALSTEL was trading at 962.00. The strike last trading price was 0, 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 9 Sept JINDALSTEL was trading at 945.80. The strike last trading price was 0, 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 6 Sept JINDALSTEL was trading at 953.95. The strike last trading price was 0, 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 5 Sept JINDALSTEL was trading at 950.50. The strike last trading price was 0, 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 4 Sept JINDALSTEL was trading at 945.60. The strike last trading price was 0, 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 3 Sept JINDALSTEL was trading at 948.25. The strike last trading price was 0, 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 2 Sept JINDALSTEL was trading at 965.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.15
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 1.4 | -0.90 | 40.90 | 367 | -51 | 275 |
| 20 Nov | 865.40 | 2.3 | 0.00 | 38.46 | 309 | 34 | 329 |
| 19 Nov | 865.40 | 2.3 | 0.70 | 38.46 | 309 | 37 | 329 |
| 18 Nov | 886.75 | 1.6 | -0.25 | 40.72 | 295 | 54 | 293 |
| 14 Nov | 877.40 | 1.85 | -2.50 | 33.75 | 356 | -9 | 252 |
| 13 Nov | 858.65 | 4.35 | 2.60 | 35.58 | 844 | 103 | 281 |
| 12 Nov | 887.00 | 1.75 | 0.75 | 33.37 | 106 | 14 | 182 |
| 11 Nov | 906.85 | 1 | 0.00 | 34.76 | 15 | 1 | 166 |
| 8 Nov | 928.05 | 1 | 0.35 | 36.02 | 22 | 0 | 164 |
| 7 Nov | 947.60 | 0.65 | -0.55 | 35.84 | 40 | -4 | 165 |
| 6 Nov | 951.85 | 1.2 | -1.45 | 40.48 | 288 | 13 | 170 |
| 5 Nov | 936.05 | 2.65 | -2.55 | 42.87 | 202 | -43 | 155 |
| 4 Nov | 909.20 | 5.2 | 0.20 | 43.58 | 186 | 76 | 202 |
| 1 Nov | 929.50 | 5 | -0.15 | 45.31 | 1 | 0 | 125 |
| 31 Oct | 920.50 | 5.15 | 0.30 | - | 166 | 84 | 124 |
| 30 Oct | 919.00 | 4.85 | -0.25 | - | 50 | 25 | 40 |
| 29 Oct | 915.05 | 5.1 | -10.05 | - | 21 | 15 | 15 |
| 28 Oct | 919.00 | 15.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 924.30 | 15.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 15.15 | 15.15 | - | 0 | 0 | 0 |
| 11 Sept | 966.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 962.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 945.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 953.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 950.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 945.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 948.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 965.35 | 0 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 800 expiring on 28NOV2024
Delta for 800 PE is -0.06
Historical price for 800 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 40.90, the open interest changed by -51 which decreased total open position to 275
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 38.46, the open interest changed by 34 which increased total open position to 329
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 2.3, which was 0.70 higher than the previous day. The implied volatity was 38.46, the open interest changed by 37 which increased total open position to 329
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 40.72, the open interest changed by 54 which increased total open position to 293
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 1.85, which was -2.50 lower than the previous day. The implied volatity was 33.75, the open interest changed by -9 which decreased total open position to 252
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 4.35, which was 2.60 higher than the previous day. The implied volatity was 35.58, the open interest changed by 103 which increased total open position to 281
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 1.75, which was 0.75 higher than the previous day. The implied volatity was 33.37, the open interest changed by 14 which increased total open position to 182
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by 1 which increased total open position to 166
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 164
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 35.84, the open interest changed by -4 which decreased total open position to 165
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 1.2, which was -1.45 lower than the previous day. The implied volatity was 40.48, the open interest changed by 13 which increased total open position to 170
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 2.65, which was -2.55 lower than the previous day. The implied volatity was 42.87, the open interest changed by -43 which decreased total open position to 155
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 5.2, which was 0.20 higher than the previous day. The implied volatity was 43.58, the open interest changed by 76 which increased total open position to 202
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 5, which was -0.15 lower than the previous day. The implied volatity was 45.31, the open interest changed by 0 which decreased total open position to 125
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 5.15, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 4.85, which was -0.25 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 5.1, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 15.15, 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 15.15, 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 15.15, which was 15.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept JINDALSTEL was trading at 966.90. The strike last trading price was 0, 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 10 Sept JINDALSTEL was trading at 962.00. The strike last trading price was 0, 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 9 Sept JINDALSTEL was trading at 945.80. The strike last trading price was 0, 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 6 Sept JINDALSTEL was trading at 953.95. The strike last trading price was 0, 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 5 Sept JINDALSTEL was trading at 950.50. The strike last trading price was 0, 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 4 Sept JINDALSTEL was trading at 945.60. The strike last trading price was 0, 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 3 Sept JINDALSTEL was trading at 948.25. The strike last trading price was 0, 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 2 Sept JINDALSTEL was trading at 965.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
