JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.41
Theta: -1.11
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 27.8 | 2.40 | 32.31 | 163 | 14 | 94 | |||
| 20 Nov | 865.40 | 25.4 | 0.00 | 31.32 | 152 | 15 | 80 | |||
| 19 Nov | 865.40 | 25.4 | -17.45 | 31.32 | 152 | 15 | 80 | |||
|
|
||||||||||
| 18 Nov | 886.75 | 42.85 | 5.05 | 34.91 | 110 | -12 | 65 | |||
| 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 0.71
Historical price for 850 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 27.8, which was 2.40 higher than the previous day. The implied volatity was 32.31, the open interest changed by 14 which increased total open position to 94
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 25.4, which was 0.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 15 which increased total open position to 80
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 25.4, which was -17.45 lower than the previous day. The implied volatity was 31.32, the open interest changed by 15 which increased total open position to 80
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 42.85, which was 5.05 higher than the previous day. The implied volatity was 34.91, the open interest changed by -12 which decreased total open position to 65
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: -0.30
Vega: 0.42
Theta: -0.94
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 7.85 | -4.20 | 33.96 | 1,219 | -40 | 548 |
| 20 Nov | 865.40 | 12.05 | 0.00 | 34.77 | 926 | 28 | 603 |
| 19 Nov | 865.40 | 12.05 | 5.45 | 34.77 | 926 | 43 | 603 |
| 18 Nov | 886.75 | 6.6 | -1.30 | 34.17 | 1,062 | 103 | 561 |
| 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 -0.30
Historical price for 850 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 7.85, which was -4.20 lower than the previous day. The implied volatity was 33.96, the open interest changed by -40 which decreased total open position to 548
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 34.77, the open interest changed by 28 which increased total open position to 603
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 12.05, which was 5.45 higher than the previous day. The implied volatity was 34.77, the open interest changed by 43 which increased total open position to 603
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 6.6, which was -1.30 lower than the previous day. The implied volatity was 34.17, the open interest changed by 103 which increased total open position to 561
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
