JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 860 CE | ||||||||||
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Delta: 0.63
Vega: 0.46
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 20 | 0.60 | 29.42 | 1,177 | 61 | 261 | |||
| 20 Nov | 865.40 | 19.4 | 0.00 | 31.02 | 501 | 60 | 183 | |||
| 19 Nov | 865.40 | 19.4 | -15.10 | 31.02 | 501 | 43 | 183 | |||
| 18 Nov | 886.75 | 34.5 | 4.00 | 32.59 | 424 | -22 | 142 | |||
| 14 Nov | 877.40 | 30.5 | 7.45 | 27.99 | 811 | -32 | 164 | |||
| 13 Nov | 858.65 | 23.05 | -15.65 | 30.14 | 526 | 171 | 192 | |||
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| 12 Nov | 887.00 | 38.7 | -60.65 | 30.42 | 5 | 1 | 21 | |||
| 11 Nov | 906.85 | 99.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 99.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 99.35 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 951.85 | 99.35 | 19.20 | 30.35 | 1 | 0 | 21 | |||
| 5 Nov | 936.05 | 80.15 | 14.05 | - | 1 | 0 | 20 | |||
| 4 Nov | 909.20 | 66.1 | -15.40 | 33.88 | 1 | 0 | 19 | |||
| 1 Nov | 929.50 | 81.5 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 31 Oct | 920.50 | 81.5 | 8.50 | - | 15 | 13 | 17 | |||
| 30 Oct | 919.00 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 915.05 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 919.00 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 899.05 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 924.30 | 73 | 0.00 | - | 0 | 3 | 0 | |||
| 23 Oct | 915.45 | 73 | -2.00 | - | 3 | 1 | 2 | |||
| 22 Oct | 910.25 | 75 | -113.70 | - | 1 | 0 | 0 | |||
| 21 Oct | 948.95 | 188.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 964.50 | 188.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 930.00 | 188.7 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 860 expiring on 28NOV2024
Delta for 860 CE is 0.63
Historical price for 860 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 20, which was 0.60 higher than the previous day. The implied volatity was 29.42, the open interest changed by 61 which increased total open position to 261
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 31.02, the open interest changed by 60 which increased total open position to 183
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 19.4, which was -15.10 lower than the previous day. The implied volatity was 31.02, the open interest changed by 43 which increased total open position to 183
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 34.5, which was 4.00 higher than the previous day. The implied volatity was 32.59, the open interest changed by -22 which decreased total open position to 142
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 30.5, which was 7.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by -32 which decreased total open position to 164
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 23.05, which was -15.65 lower than the previous day. The implied volatity was 30.14, the open interest changed by 171 which increased total open position to 192
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 38.7, which was -60.65 lower than the previous day. The implied volatity was 30.42, the open interest changed by 1 which increased total open position to 21
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 99.35, 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 99.35, 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 99.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 99.35, which was 19.20 higher than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 21
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 80.15, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 66.1, which was -15.40 lower than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 19
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 81.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 81.5, 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 30 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 73, 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 73, 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 73, 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 73, 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 73, 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 73, which was -2.00 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 75, which was -113.70 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 188.7, 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 Oct JINDALSTEL was trading at 964.50. The strike last trading price was 188.7, 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 17 Oct JINDALSTEL was trading at 930.00. The strike last trading price was 188.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 860 PE | |||||||
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Delta: -0.39
Vega: 0.46
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 11.1 | -4.90 | 33.24 | 1,630 | -105 | 340 |
| 20 Nov | 865.40 | 16 | 0.00 | 34.23 | 2,088 | -7 | 451 |
| 19 Nov | 865.40 | 16 | 6.85 | 34.23 | 2,088 | -1 | 451 |
| 18 Nov | 886.75 | 9.15 | -1.25 | 33.81 | 1,124 | 80 | 451 |
| 14 Nov | 877.40 | 10.4 | -8.70 | 27.57 | 1,146 | -31 | 362 |
| 13 Nov | 858.65 | 19.1 | 8.65 | 30.39 | 2,210 | 177 | 410 |
| 12 Nov | 887.00 | 10.45 | 5.05 | 29.65 | 951 | -2 | 230 |
| 11 Nov | 906.85 | 5.4 | 1.35 | 29.85 | 537 | 27 | 239 |
| 8 Nov | 928.05 | 4.05 | 1.15 | 30.32 | 444 | 45 | 213 |
| 7 Nov | 947.60 | 2.9 | -1.10 | 31.10 | 475 | -19 | 168 |
| 6 Nov | 951.85 | 4 | -4.20 | 35.25 | 601 | -34 | 191 |
| 5 Nov | 936.05 | 8.2 | -7.10 | 38.59 | 669 | 24 | 233 |
| 4 Nov | 909.20 | 15.3 | 1.85 | 40.57 | 508 | 87 | 210 |
| 1 Nov | 929.50 | 13.45 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 920.50 | 13.45 | -0.10 | - | 91 | -5 | 114 |
| 30 Oct | 919.00 | 13.55 | -1.35 | - | 89 | 32 | 108 |
| 29 Oct | 915.05 | 14.9 | 0.15 | - | 63 | 25 | 74 |
| 28 Oct | 919.00 | 14.75 | -6.05 | - | 16 | 5 | 48 |
| 25 Oct | 899.05 | 20.8 | 12.75 | - | 26 | 3 | 43 |
| 24 Oct | 924.30 | 8.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 8.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 910.25 | 8.05 | 0.00 | - | 0 | 38 | 0 |
| 21 Oct | 948.95 | 8.05 | -2.90 | - | 38 | 37 | 39 |
| 18 Oct | 964.50 | 10.95 | -0.50 | - | 2 | 1 | 3 |
| 17 Oct | 930.00 | 11.45 | - | 2 | 1 | 1 | |
For Jindal Steel & Power Ltd - strike price 860 expiring on 28NOV2024
Delta for 860 PE is -0.39
Historical price for 860 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 11.1, which was -4.90 lower than the previous day. The implied volatity was 33.24, the open interest changed by -105 which decreased total open position to 340
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 34.23, the open interest changed by -7 which decreased total open position to 451
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 16, which was 6.85 higher than the previous day. The implied volatity was 34.23, the open interest changed by -1 which decreased total open position to 451
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 9.15, which was -1.25 lower than the previous day. The implied volatity was 33.81, the open interest changed by 80 which increased total open position to 451
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 10.4, which was -8.70 lower than the previous day. The implied volatity was 27.57, the open interest changed by -31 which decreased total open position to 362
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 19.1, which was 8.65 higher than the previous day. The implied volatity was 30.39, the open interest changed by 177 which increased total open position to 410
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 10.45, which was 5.05 higher than the previous day. The implied volatity was 29.65, the open interest changed by -2 which decreased total open position to 230
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 5.4, which was 1.35 higher than the previous day. The implied volatity was 29.85, the open interest changed by 27 which increased total open position to 239
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 4.05, which was 1.15 higher than the previous day. The implied volatity was 30.32, the open interest changed by 45 which increased total open position to 213
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 2.9, which was -1.10 lower than the previous day. The implied volatity was 31.10, the open interest changed by -19 which decreased total open position to 168
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 4, which was -4.20 lower than the previous day. The implied volatity was 35.25, the open interest changed by -34 which decreased total open position to 191
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 8.2, which was -7.10 lower than the previous day. The implied volatity was 38.59, the open interest changed by 24 which increased total open position to 233
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 15.3, which was 1.85 higher than the previous day. The implied volatity was 40.57, the open interest changed by 87 which increased total open position to 210
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 13.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 13.45, which was -0.10 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 13.55, which was -1.35 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 14.9, which was 0.15 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 14.75, which was -6.05 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 20.8, which was 12.75 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 8.05, 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 8.05, 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 8.05, 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 8.05, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct JINDALSTEL was trading at 964.50. The strike last trading price was 10.95, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct JINDALSTEL was trading at 930.00. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
