JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.33
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 68 | 2.15 | 65.85 | 1 | 0 | 67 | |||
| 19 Dec | 922.40 | 65.85 | -21.35 | - | 3 | 0 | 69 | |||
| 18 Dec | 931.45 | 87.2 | -17.70 | 50.74 | 3 | 0 | 69 | |||
| 17 Dec | 951.50 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 976.10 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 998.75 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1000.25 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 994.65 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1002.35 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 967.20 | 104.9 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 6 Dec | 949.10 | 104.9 | 20.40 | 36.19 | 13 | -1 | 71 | |||
| 5 Dec | 934.45 | 84.5 | -7.50 | - | 2 | 0 | 72 | |||
| 4 Dec | 935.50 | 92 | 7.70 | 29.61 | 4 | -1 | 72 | |||
| 3 Dec | 925.80 | 84.3 | 7.20 | 26.44 | 12 | 2 | 72 | |||
| 2 Dec | 918.55 | 77.1 | 5.15 | 22.47 | 27 | 9 | 67 | |||
| 29 Nov | 906.45 | 71.95 | 9.50 | 32.04 | 40 | 21 | 57 | |||
| 28 Nov | 897.00 | 62.45 | 11.00 | 26.73 | 32 | 3 | 37 | |||
| 27 Nov | 889.55 | 51.45 | -8.55 | 24.02 | 9 | 1 | 34 | |||
| 26 Nov | 892.80 | 60 | 14.00 | 29.86 | 6 | -2 | 32 | |||
| 25 Nov | 877.25 | 46 | -57.70 | 28.17 | 39 | 29 | 29 | |||
| 22 Nov | 878.95 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 871.20 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 865.40 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 865.40 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 886.75 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 858.65 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 936.05 | 103.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 909.20 | 103.7 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 CE is 0.80
Historical price for 850 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 68, which was 2.15 higher than the previous day. The implied volatity was 65.85, the open interest changed by 0 which decreased total open position to 67
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 65.85, which was -21.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 87.2, which was -17.70 lower than the previous day. The implied volatity was 50.74, the open interest changed by 0 which decreased total open position to 69
On 17 Dec JINDALSTEL was trading at 951.50. 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 16 Dec JINDALSTEL was trading at 976.10. 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 13 Dec JINDALSTEL was trading at 998.75. 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 12 Dec JINDALSTEL was trading at 1000.25. 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 Dec JINDALSTEL was trading at 994.65. 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 10 Dec JINDALSTEL was trading at 1002.35. 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 9 Dec JINDALSTEL was trading at 967.20. 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 decreased total open position to 0
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 104.9, which was 20.40 higher than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 71
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 84.5, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 92, which was 7.70 higher than the previous day. The implied volatity was 29.61, the open interest changed by -1 which decreased total open position to 72
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 84.3, which was 7.20 higher than the previous day. The implied volatity was 26.44, the open interest changed by 2 which increased total open position to 72
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 77.1, which was 5.15 higher than the previous day. The implied volatity was 22.47, the open interest changed by 9 which increased total open position to 67
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 71.95, which was 9.50 higher than the previous day. The implied volatity was 32.04, the open interest changed by 21 which increased total open position to 57
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 62.45, which was 11.00 higher than the previous day. The implied volatity was 26.73, the open interest changed by 3 which increased total open position to 37
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 51.45, which was -8.55 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1 which increased total open position to 34
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 60, which was 14.00 higher than the previous day. The implied volatity was 29.86, the open interest changed by -2 which decreased total open position to 32
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 46, which was -57.70 lower than the previous day. The implied volatity was 28.17, the open interest changed by 29 which increased total open position to 29
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 103.7, 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 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 103.7, 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 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 103.7, 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 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 103.7, 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 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 103.7, 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 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 103.7, 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 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 103.7, 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 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 103.7, 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 103.7, 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 103.7, 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 103.7, 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 103.7, 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 103.7, 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 103.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 26DEC2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.10
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 0.6 | -0.25 | 30.53 | 63 | -4 | 247 |
| 19 Dec | 922.40 | 0.85 | -0.10 | 36.33 | 250 | -21 | 251 |
| 18 Dec | 931.45 | 0.95 | 0.35 | 37.85 | 256 | 4 | 276 |
| 17 Dec | 951.50 | 0.6 | 0.10 | 37.89 | 30 | -16 | 272 |
| 16 Dec | 976.10 | 0.5 | -0.10 | 41.84 | 95 | -4 | 288 |
| 13 Dec | 998.75 | 0.6 | -0.05 | 42.70 | 99 | 3 | 291 |
| 12 Dec | 1000.25 | 0.65 | -0.10 | 42.21 | 58 | 20 | 289 |
| 11 Dec | 994.65 | 0.75 | -0.05 | 40.36 | 43 | 18 | 270 |
| 10 Dec | 1002.35 | 0.8 | -0.55 | 41.20 | 213 | -33 | 251 |
| 9 Dec | 967.20 | 1.35 | -0.65 | 36.92 | 458 | 30 | 282 |
| 6 Dec | 949.10 | 2 | -0.95 | 32.42 | 493 | -71 | 258 |
| 5 Dec | 934.45 | 2.95 | -0.30 | 31.94 | 675 | -120 | 331 |
| 4 Dec | 935.50 | 3.25 | -0.85 | 31.88 | 477 | -125 | 455 |
| 3 Dec | 925.80 | 4.1 | -1.25 | 31.41 | 550 | 15 | 581 |
| 2 Dec | 918.55 | 5.35 | -2.20 | 31.66 | 619 | 18 | 570 |
| 29 Nov | 906.45 | 7.55 | -2.20 | 30.31 | 470 | -11 | 552 |
| 28 Nov | 897.00 | 9.75 | -0.95 | 30.74 | 704 | 70 | 562 |
| 27 Nov | 889.55 | 10.7 | -0.80 | 28.19 | 246 | 21 | 453 |
| 26 Nov | 892.80 | 11.5 | -6.50 | 29.93 | 438 | 135 | 384 |
| 25 Nov | 877.25 | 18 | 1.90 | 31.00 | 251 | 202 | 251 |
| 22 Nov | 878.95 | 16.1 | -5.60 | 28.94 | 218 | 166 | 215 |
| 21 Nov | 871.20 | 21.7 | -1.55 | 31.74 | 28 | 12 | 49 |
| 20 Nov | 865.40 | 23.25 | 0.00 | 30.42 | 11 | 7 | 37 |
| 19 Nov | 865.40 | 23.25 | 11.25 | 30.42 | 11 | 7 | 37 |
| 18 Nov | 886.75 | 12 | -6.10 | 25.50 | 12 | 0 | 30 |
| 14 Nov | 877.40 | 18.1 | -6.40 | 28.53 | 3 | 2 | 31 |
| 13 Nov | 858.65 | 24.5 | 0.75 | 29.03 | 35 | 29 | 29 |
| 12 Nov | 887.00 | 23.75 | 0.00 | 4.11 | 0 | 0 | 0 |
| 11 Nov | 906.85 | 23.75 | 0.00 | 6.12 | 0 | 0 | 0 |
| 8 Nov | 928.05 | 23.75 | 0.00 | 7.35 | 0 | 0 | 0 |
| 7 Nov | 947.60 | 23.75 | 0.00 | 8.45 | 0 | 0 | 0 |
| 6 Nov | 951.85 | 23.75 | 0.00 | 8.55 | 0 | 0 | 0 |
| 5 Nov | 936.05 | 23.75 | 0.00 | 7.98 | 0 | 0 | 0 |
| 4 Nov | 909.20 | 23.75 | 5.94 | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.04
Historical price for 850 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by -4 which decreased total open position to 247
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 36.33, the open interest changed by -21 which decreased total open position to 251
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 37.85, the open interest changed by 4 which increased total open position to 276
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 37.89, the open interest changed by -16 which decreased total open position to 272
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 41.84, the open interest changed by -4 which decreased total open position to 288
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 42.70, the open interest changed by 3 which increased total open position to 291
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 42.21, the open interest changed by 20 which increased total open position to 289
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 40.36, the open interest changed by 18 which increased total open position to 270
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 41.20, the open interest changed by -33 which decreased total open position to 251
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 36.92, the open interest changed by 30 which increased total open position to 282
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 32.42, the open interest changed by -71 which decreased total open position to 258
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 31.94, the open interest changed by -120 which decreased total open position to 331
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 31.88, the open interest changed by -125 which decreased total open position to 455
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 4.1, which was -1.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by 15 which increased total open position to 581
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 5.35, which was -2.20 lower than the previous day. The implied volatity was 31.66, the open interest changed by 18 which increased total open position to 570
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 7.55, which was -2.20 lower than the previous day. The implied volatity was 30.31, the open interest changed by -11 which decreased total open position to 552
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 9.75, which was -0.95 lower than the previous day. The implied volatity was 30.74, the open interest changed by 70 which increased total open position to 562
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 10.7, which was -0.80 lower than the previous day. The implied volatity was 28.19, the open interest changed by 21 which increased total open position to 453
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 11.5, which was -6.50 lower than the previous day. The implied volatity was 29.93, the open interest changed by 135 which increased total open position to 384
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 18, which was 1.90 higher than the previous day. The implied volatity was 31.00, the open interest changed by 202 which increased total open position to 251
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 16.1, which was -5.60 lower than the previous day. The implied volatity was 28.94, the open interest changed by 166 which increased total open position to 215
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 21.7, which was -1.55 lower than the previous day. The implied volatity was 31.74, the open interest changed by 12 which increased total open position to 49
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 23.25, which was 0.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by 7 which increased total open position to 37
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 23.25, which was 11.25 higher than the previous day. The implied volatity was 30.42, the open interest changed by 7 which increased total open position to 37
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 12, which was -6.10 lower than the previous day. The implied volatity was 25.50, the open interest changed by 0 which decreased total open position to 30
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 18.1, which was -6.40 lower than the previous day. The implied volatity was 28.53, the open interest changed by 2 which increased total open position to 31
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 24.5, which was 0.75 higher than the previous day. The implied volatity was 29.03, the open interest changed by 29 which increased total open position to 29
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 23.75, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 23.75, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 23.75, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 23.75, which was 0.00 lower than the previous day. The implied volatity was 8.45, 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 23.75, which was 0.00 lower than the previous day. The implied volatity was 8.55, 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 23.75, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 23.75, which was lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
