JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.30
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 66.55 | 3.15 | 55.46 | 2 | 1 | 4 | |||
| 20 Nov | 865.40 | 63.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 865.40 | 63.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 886.75 | 63.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 63.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 858.65 | 63.4 | -169.35 | 42.66 | 3 | 0 | 0 | |||
| 12 Nov | 887.00 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 936.05 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 909.20 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 929.50 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 920.50 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 919.00 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 915.05 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 919.00 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 924.30 | 232.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 915.45 | 232.75 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 CE is 0.84
Historical price for 810 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 66.55, which was 3.15 higher than the previous day. The implied volatity was 55.46, the open interest changed by 1 which increased total open position to 4
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 63.4, 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 63.4, 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 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 63.4, 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 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 63.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 63.4, which was -169.35 lower than the previous day. The implied volatity was 42.66, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 232.75, 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 30 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 232.75, 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 232.75, 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 28 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 232.75, 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 232.75, 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 232.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.19
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 2 | -1.30 | 39.51 | 796 | 6 | 159 |
| 20 Nov | 865.40 | 3.3 | 0.00 | 37.67 | 210 | 49 | 154 |
| 19 Nov | 865.40 | 3.3 | 1.35 | 37.67 | 210 | 50 | 154 |
| 18 Nov | 886.75 | 1.95 | -0.45 | 38.55 | 144 | -22 | 106 |
| 14 Nov | 877.40 | 2.4 | -2.90 | 32.39 | 362 | -17 | 134 |
| 13 Nov | 858.65 | 5.3 | 3.05 | 33.85 | 639 | 108 | 170 |
| 12 Nov | 887.00 | 2.25 | 1.00 | 32.13 | 117 | 33 | 61 |
| 11 Nov | 906.85 | 1.25 | 0.15 | 33.47 | 22 | 10 | 29 |
| 8 Nov | 928.05 | 1.1 | 0.10 | 34.15 | 26 | -3 | 19 |
| 7 Nov | 947.60 | 1 | -0.40 | 36.14 | 56 | -10 | 23 |
| 6 Nov | 951.85 | 1.4 | -1.70 | 39.23 | 71 | -7 | 33 |
| 5 Nov | 936.05 | 3.1 | -2.95 | 41.75 | 37 | 3 | 40 |
| 4 Nov | 909.20 | 6.05 | -0.20 | 42.52 | 53 | 27 | 37 |
| 1 Nov | 929.50 | 6.25 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 920.50 | 6.25 | 1.25 | - | 13 | 7 | 11 |
| 30 Oct | 919.00 | 5 | 0.65 | - | 40 | 8 | 8 |
| 29 Oct | 915.05 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 919.00 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 924.30 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 4.35 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 PE is -0.09
Historical price for 810 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 39.51, the open interest changed by 6 which increased total open position to 159
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 37.67, the open interest changed by 49 which increased total open position to 154
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 3.3, which was 1.35 higher than the previous day. The implied volatity was 37.67, the open interest changed by 50 which increased total open position to 154
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 38.55, the open interest changed by -22 which decreased total open position to 106
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 2.4, which was -2.90 lower than the previous day. The implied volatity was 32.39, the open interest changed by -17 which decreased total open position to 134
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 5.3, which was 3.05 higher than the previous day. The implied volatity was 33.85, the open interest changed by 108 which increased total open position to 170
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 2.25, which was 1.00 higher than the previous day. The implied volatity was 32.13, the open interest changed by 33 which increased total open position to 61
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 33.47, the open interest changed by 10 which increased total open position to 29
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 34.15, the open interest changed by -3 which decreased total open position to 19
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 36.14, the open interest changed by -10 which decreased total open position to 23
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 1.4, which was -1.70 lower than the previous day. The implied volatity was 39.23, the open interest changed by -7 which decreased total open position to 33
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 3.1, which was -2.95 lower than the previous day. The implied volatity was 41.75, the open interest changed by 3 which increased total open position to 40
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 6.05, which was -0.20 lower than the previous day. The implied volatity was 42.52, the open interest changed by 27 which increased total open position to 37
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 6.25, which was 1.25 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 5, which was 0.65 higher 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 4.35, 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 28 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 4.35, 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 4.35, 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 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
