JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.31
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 34 | -1.35 | 28.69 | 36 | 3 | 51 | |||
| 20 Nov | 865.40 | 35.35 | 0.00 | 38.33 | 57 | 9 | 49 | |||
| 19 Nov | 865.40 | 35.35 | -16.35 | 38.33 | 57 | 10 | 49 | |||
| 18 Nov | 886.75 | 51.7 | 3.60 | 37.57 | 64 | -3 | 39 | |||
| 14 Nov | 877.40 | 48.1 | 14.80 | 34.29 | 26 | 9 | 42 | |||
| 13 Nov | 858.65 | 33.3 | -71.60 | 27.54 | 31 | 7 | 33 | |||
| 12 Nov | 887.00 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 104.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 951.85 | 104.9 | 19.30 | - | 3 | 0 | 23 | |||
| 5 Nov | 936.05 | 85.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 909.20 | 85.6 | -8.55 | 40.28 | 2 | 1 | 23 | |||
| 1 Nov | 929.50 | 94.15 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 31 Oct | 920.50 | 94.15 | -65.40 | - | 22 | 20 | 20 | |||
| 30 Oct | 919.00 | 159.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 915.05 | 159.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 919.00 | 159.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 899.05 | 159.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 924.30 | 159.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 915.45 | 159.55 | 159.55 | - | 0 | 0 | 0 | |||
| 25 Sept | 1020.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1021.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1009.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1002.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Sept | 1024.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1031.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1004.65 | 0 | 0.00 | - | 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 840 expiring on 28NOV2024
Delta for 840 CE is 0.82
Historical price for 840 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 34, which was -1.35 lower than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 51
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 35.35, which was 0.00 lower than the previous day. The implied volatity was 38.33, the open interest changed by 9 which increased total open position to 49
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 35.35, which was -16.35 lower than the previous day. The implied volatity was 38.33, the open interest changed by 10 which increased total open position to 49
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 51.7, which was 3.60 higher than the previous day. The implied volatity was 37.57, the open interest changed by -3 which decreased total open position to 39
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 48.1, which was 14.80 higher than the previous day. The implied volatity was 34.29, the open interest changed by 9 which increased total open position to 42
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 33.3, which was -71.60 lower than the previous day. The implied volatity was 27.54, the open interest changed by 7 which increased total open position to 33
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 104.9, 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 104.9, 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 104.9, 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 104.9, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 104.9, which was 19.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 85.6, 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 85.6, which was -8.55 lower than the previous day. The implied volatity was 40.28, the open interest changed by 1 which increased total open position to 23
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 94.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 94.15, which was -65.40 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 159.55, 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 159.55, 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 159.55, 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 25 Oct JINDALSTEL was trading at 899.05. The strike last trading price was 159.55, 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 159.55, 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 159.55, which was 159.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept JINDALSTEL was trading at 1020.80. 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 23 Sept JINDALSTEL was trading at 1021.35. 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 20 Sept JINDALSTEL was trading at 1009.40. 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 19 Sept JINDALSTEL was trading at 1002.80. 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 18 Sept JINDALSTEL was trading at 1024.85. 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 13 Sept JINDALSTEL was trading at 1031.10. 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 12 Sept JINDALSTEL was trading at 1004.65. 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 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 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.36
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 5.55 | -3.35 | 35.08 | 774 | 20 | 352 |
| 20 Nov | 865.40 | 8.9 | 0.00 | 35.37 | 1,048 | -17 | 333 |
| 19 Nov | 865.40 | 8.9 | 4.00 | 35.37 | 1,048 | -16 | 333 |
| 18 Nov | 886.75 | 4.9 | -0.90 | 35.23 | 962 | 9 | 349 |
| 14 Nov | 877.40 | 5.8 | -6.10 | 29.27 | 957 | 151 | 339 |
| 13 Nov | 858.65 | 11.9 | 6.15 | 31.85 | 848 | 69 | 200 |
| 12 Nov | 887.00 | 5.75 | 2.75 | 30.31 | 300 | 48 | 142 |
| 11 Nov | 906.85 | 3 | 0.50 | 31.10 | 177 | -5 | 94 |
| 8 Nov | 928.05 | 2.5 | 0.85 | 32.08 | 184 | 6 | 96 |
| 7 Nov | 947.60 | 1.65 | -0.90 | 32.17 | 169 | -30 | 91 |
| 6 Nov | 951.85 | 2.55 | -3.20 | 36.53 | 378 | -31 | 116 |
| 5 Nov | 936.05 | 5.75 | -5.15 | 40.12 | 317 | 40 | 147 |
| 4 Nov | 909.20 | 10.9 | -0.30 | 41.55 | 147 | 38 | 108 |
| 1 Nov | 929.50 | 11.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 920.50 | 11.2 | 1.45 | - | 19 | 0 | 68 |
| 30 Oct | 919.00 | 9.75 | -0.60 | - | 10 | 0 | 68 |
| 29 Oct | 915.05 | 10.35 | -1.05 | - | 28 | 7 | 68 |
| 28 Oct | 919.00 | 11.4 | -4.60 | - | 68 | 42 | 52 |
| 25 Oct | 899.05 | 16 | -7.95 | - | 12 | 10 | 10 |
| 24 Oct | 924.30 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 23.95 | 23.95 | - | 0 | 0 | 0 |
| 25 Sept | 1020.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1021.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1009.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1002.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1024.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1031.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1004.65 | 0 | 0.00 | - | 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 840 expiring on 28NOV2024
Delta for 840 PE is -0.22
Historical price for 840 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 5.55, which was -3.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by 20 which increased total open position to 352
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 8.9, which was 0.00 lower than the previous day. The implied volatity was 35.37, the open interest changed by -17 which decreased total open position to 333
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 8.9, which was 4.00 higher than the previous day. The implied volatity was 35.37, the open interest changed by -16 which decreased total open position to 333
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 4.9, which was -0.90 lower than the previous day. The implied volatity was 35.23, the open interest changed by 9 which increased total open position to 349
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 5.8, which was -6.10 lower than the previous day. The implied volatity was 29.27, the open interest changed by 151 which increased total open position to 339
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 11.9, which was 6.15 higher than the previous day. The implied volatity was 31.85, the open interest changed by 69 which increased total open position to 200
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 5.75, which was 2.75 higher than the previous day. The implied volatity was 30.31, the open interest changed by 48 which increased total open position to 142
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was 31.10, the open interest changed by -5 which decreased total open position to 94
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 2.5, which was 0.85 higher than the previous day. The implied volatity was 32.08, the open interest changed by 6 which increased total open position to 96
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 1.65, which was -0.90 lower than the previous day. The implied volatity was 32.17, the open interest changed by -30 which decreased total open position to 91
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 2.55, which was -3.20 lower than the previous day. The implied volatity was 36.53, the open interest changed by -31 which decreased total open position to 116
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 5.75, which was -5.15 lower than the previous day. The implied volatity was 40.12, the open interest changed by 40 which increased total open position to 147
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 10.9, which was -0.30 lower than the previous day. The implied volatity was 41.55, the open interest changed by 38 which increased total open position to 108
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 11.2, 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 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 11.2, which was 1.45 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 9.75, which was -0.60 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 10.35, which was -1.05 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 11.4, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct JINDALSTEL was trading at 899.05. The strike last trading price was 16, which was -7.95 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 23.95, 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 23.95, which was 23.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept JINDALSTEL was trading at 1020.80. 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 23 Sept JINDALSTEL was trading at 1021.35. 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 20 Sept JINDALSTEL was trading at 1009.40. 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 19 Sept JINDALSTEL was trading at 1002.80. 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 18 Sept JINDALSTEL was trading at 1024.85. 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 13 Sept JINDALSTEL was trading at 1031.10. 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 12 Sept JINDALSTEL was trading at 1004.65. 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 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
