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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 850 CE
Delta: 0.74
Vega: 0.56
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 37.8 8.70 28.76 199 35 77
13 Nov 858.65 29.1 -17.05 30.89 139 33 43
12 Nov 887.00 46.15 -49.65 31.04 7 1 9
11 Nov 906.85 95.8 0.00 0.00 0 0 0
8 Nov 928.05 95.8 0.00 0.00 0 0 0
7 Nov 947.60 95.8 0.00 0.00 0 1 0
6 Nov 951.85 95.8 4.25 - 1 0 7
5 Nov 936.05 91.55 16.55 23.58 8 3 8
4 Nov 909.20 75 -122.25 35.81 8 4 4
1 Nov 929.50 197.25 0.00 - 0 0 0
31 Oct 920.50 197.25 0.00 - 0 0 0
30 Oct 919.00 197.25 0.00 - 0 0 0
29 Oct 915.05 197.25 0.00 - 0 0 0
28 Oct 919.00 197.25 0.00 - 0 0 0
25 Oct 899.05 197.25 0.00 - 0 0 0
24 Oct 924.30 197.25 0.00 - 0 0 0
23 Oct 915.45 197.25 0.00 - 0 0 0
22 Oct 910.25 197.25 0.00 - 0 0 0
21 Oct 948.95 197.25 - 0 0 0


For Jindal Steel & Power Ltd - strike price 850 expiring on 28NOV2024

Delta for 850 CE is 0.74

Historical price for 850 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 37.8, which was 8.70 higher than the previous day. The implied volatity was 28.76, the open interest changed by 35 which increased total open position to 77


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 29.1, which was -17.05 lower than the previous day. The implied volatity was 30.89, the open interest changed by 33 which increased total open position to 43


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 46.15, which was -49.65 lower than the previous day. The implied volatity was 31.04, the open interest changed by 1 which increased total open position to 9


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 95.8, 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 95.8, 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 95.8, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 95.8, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 91.55, which was 16.55 higher than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 8


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 75, which was -122.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by 4 which increased total open position to 4


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 197.25, 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 197.25, 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 197.25, 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 197.25, 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 197.25, 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 197.25, 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 197.25, 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 197.25, 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 22 Oct JINDALSTEL was trading at 910.25. The strike last trading price was 197.25, 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 21 Oct JINDALSTEL was trading at 948.95. The strike last trading price was 197.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 850 PE
Delta: -0.26
Vega: 0.56
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 7.9 -7.20 28.59 2,075 57 460
13 Nov 858.65 15.1 7.10 31.02 1,576 150 410
12 Nov 887.00 8 4.15 30.29 554 36 281
11 Nov 906.85 3.85 0.65 30.00 1,782 63 247
8 Nov 928.05 3.2 0.95 31.24 395 -29 183
7 Nov 947.60 2.25 -0.95 31.82 490 15 211
6 Nov 951.85 3.2 -3.15 35.88 559 -106 197
5 Nov 936.05 6.35 -6.65 38.33 335 -6 303
4 Nov 909.20 13 2.90 41.13 375 82 306
1 Nov 929.50 10.1 -0.85 40.49 47 40 224
31 Oct 920.50 10.95 0.60 - 191 108 187
30 Oct 919.00 10.35 -3.55 - 23 2 76
29 Oct 915.05 13.9 1.95 - 29 19 73
28 Oct 919.00 11.95 -6.75 - 37 -21 55
25 Oct 899.05 18.7 6.70 - 60 39 76
24 Oct 924.30 12 -1.40 - 3 0 40
23 Oct 915.45 13.4 -1.90 - 14 4 41
22 Oct 910.25 15.3 8.50 - 46 36 37
21 Oct 948.95 6.8 - 53 2 2


For Jindal Steel & Power Ltd - strike price 850 expiring on 28NOV2024

Delta for 850 PE is -0.26

Historical price for 850 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 7.9, which was -7.20 lower than the previous day. The implied volatity was 28.59, the open interest changed by 57 which increased total open position to 460


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 15.1, which was 7.10 higher than the previous day. The implied volatity was 31.02, the open interest changed by 150 which increased total open position to 410


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 8, which was 4.15 higher than the previous day. The implied volatity was 30.29, the open interest changed by 36 which increased total open position to 281


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 3.85, which was 0.65 higher than the previous day. The implied volatity was 30.00, the open interest changed by 63 which increased total open position to 247


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 3.2, which was 0.95 higher than the previous day. The implied volatity was 31.24, the open interest changed by -29 which decreased total open position to 183


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 31.82, the open interest changed by 15 which increased total open position to 211


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 3.2, which was -3.15 lower than the previous day. The implied volatity was 35.88, the open interest changed by -106 which decreased total open position to 197


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 6.35, which was -6.65 lower than the previous day. The implied volatity was 38.33, the open interest changed by -6 which decreased total open position to 303


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 13, which was 2.90 higher than the previous day. The implied volatity was 41.13, the open interest changed by 82 which increased total open position to 306


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 10.1, which was -0.85 lower than the previous day. The implied volatity was 40.49, the open interest changed by 40 which increased total open position to 224


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 10.95, which was 0.60 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 10.35, which was -3.55 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 13.9, which was 1.95 higher 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 11.95, which was -6.75 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 18.7, which was 6.70 higher 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 12, which was -1.40 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 13.4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct JINDALSTEL was trading at 910.25. The strike last trading price was 15.3, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct JINDALSTEL was trading at 948.95. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to