JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 830 CE | ||||||||||
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Delta: 0.82
Vega: 0.32
Theta: -1.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 45.25 | 3.20 | 38.80 | 12 | 4 | 22 | |||
| 20 Nov | 865.40 | 42.05 | 0.00 | 37.37 | 16 | 6 | 16 | |||
| 19 Nov | 865.40 | 42.05 | -25.00 | 37.37 | 16 | 4 | 16 | |||
| 18 Nov | 886.75 | 67.05 | 12.40 | 55.89 | 15 | 1 | 12 | |||
| 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 | |||
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| 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 0.82
Historical price for 830 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 45.25, which was 3.20 higher than the previous day. The implied volatity was 38.80, the open interest changed by 4 which increased total open position to 22
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 42.05, which was 0.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 6 which increased total open position to 16
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 42.05, which was -25.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 4 which increased total open position to 16
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 67.05, which was 12.40 higher than the previous day. The implied volatity was 55.89, the open interest changed by 1 which increased total open position to 12
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.30
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 3.8 | -2.60 | 35.99 | 574 | 6 | 181 |
| 20 Nov | 865.40 | 6.4 | 0.00 | 35.88 | 934 | -24 | 172 |
| 19 Nov | 865.40 | 6.4 | 2.75 | 35.88 | 934 | -27 | 172 |
| 18 Nov | 886.75 | 3.65 | -0.60 | 36.41 | 1,720 | 68 | 211 |
| 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 -0.16
Historical price for 830 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 3.8, which was -2.60 lower than the previous day. The implied volatity was 35.99, the open interest changed by 6 which increased total open position to 181
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 35.88, the open interest changed by -24 which decreased total open position to 172
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 6.4, which was 2.75 higher than the previous day. The implied volatity was 35.88, the open interest changed by -27 which decreased total open position to 172
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 3.65, which was -0.60 lower than the previous day. The implied volatity was 36.41, the open interest changed by 68 which increased total open position to 211
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
