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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 830 CE
Delta: 0.83
Vega: 0.43
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 54.65 12.45 31.70 1 0 11
13 Nov 858.65 42.2 -71.70 30.72 4 0 11
12 Nov 887.00 113.9 0.00 0.00 0 0 0
11 Nov 906.85 113.9 0.00 0.00 0 0 0
8 Nov 928.05 113.9 0.00 0.00 0 0 0
7 Nov 947.60 113.9 0.00 0.00 0 2 0
6 Nov 951.85 113.9 25.15 - 2 0 9
5 Nov 936.05 88.75 0.00 0.00 0 1 0
4 Nov 909.20 88.75 -10.40 30.40 1 0 8
1 Nov 929.50 99.15 0.00 0.00 0 8 0
31 Oct 920.50 99.15 -115.60 - 8 6 6
30 Oct 919.00 214.75 0.00 - 0 0 0
29 Oct 915.05 214.75 0.00 - 0 0 0
28 Oct 919.00 214.75 0.00 - 0 0 0
24 Oct 924.30 214.75 0.00 - 0 0 0
23 Oct 915.45 214.75 - 0 0 0


For Jindal Steel & Power Ltd - strike price 830 expiring on 28NOV2024

Delta for 830 CE is 0.83

Historical price for 830 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 54.65, which was 12.45 higher than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 11


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 42.2, which was -71.70 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 11


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 113.9, 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 113.9, 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 113.9, 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 113.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 113.9, which was 25.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 88.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 88.75, which was -10.40 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 8


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 99.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 99.15, which was -115.60 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 214.75, 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 214.75, 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 214.75, 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 214.75, 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 214.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 830 PE
Delta: -0.15
Vega: 0.41
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 4.25 -4.90 30.09 737 -1 145
13 Nov 858.65 9.15 4.90 32.43 1,009 33 147
12 Nov 887.00 4.25 2.00 30.90 225 40 114
11 Nov 906.85 2.25 0.40 31.88 87 7 65
8 Nov 928.05 1.85 0.55 32.54 65 -7 59
7 Nov 947.60 1.3 -0.80 33.05 118 2 65
6 Nov 951.85 2.1 -2.45 37.47 275 -20 60
5 Nov 936.05 4.55 -4.30 40.28 114 -7 81
4 Nov 909.20 8.85 0.40 41.57 159 21 90
1 Nov 929.50 8.45 0.00 0.00 0 11 0
31 Oct 920.50 8.45 0.70 - 123 13 71
30 Oct 919.00 7.75 1.65 - 88 40 40
29 Oct 915.05 6.1 0.00 - 0 0 0
28 Oct 919.00 6.1 0.00 - 0 0 0
24 Oct 924.30 6.1 0.00 - 0 0 0
23 Oct 915.45 6.1 - 0 0 0


For Jindal Steel & Power Ltd - strike price 830 expiring on 28NOV2024

Delta for 830 PE is -0.15

Historical price for 830 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 4.25, which was -4.90 lower than the previous day. The implied volatity was 30.09, the open interest changed by -1 which decreased total open position to 145


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 9.15, which was 4.90 higher than the previous day. The implied volatity was 32.43, the open interest changed by 33 which increased total open position to 147


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 4.25, which was 2.00 higher than the previous day. The implied volatity was 30.90, the open interest changed by 40 which increased total open position to 114


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 2.25, which was 0.40 higher than the previous day. The implied volatity was 31.88, the open interest changed by 7 which increased total open position to 65


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 1.85, which was 0.55 higher than the previous day. The implied volatity was 32.54, the open interest changed by -7 which decreased total open position to 59


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 33.05, the open interest changed by 2 which increased total open position to 65


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 2.1, which was -2.45 lower than the previous day. The implied volatity was 37.47, the open interest changed by -20 which decreased total open position to 60


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 4.55, which was -4.30 lower than the previous day. The implied volatity was 40.28, the open interest changed by -7 which decreased total open position to 81


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 8.85, which was 0.40 higher than the previous day. The implied volatity was 41.57, the open interest changed by 21 which increased total open position to 90


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 8.45, which was 0.70 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 7.75, which was 1.65 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 6.1, 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 6.1, 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 6.1, 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 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to