`
[--[65.84.65.76]--]
JINDALSTEL
Jindal Steel & Power Ltd

871.2 5.80 (0.67%)

Back to Option Chain


Historical option data for JINDALSTEL

21 Nov 2024 04:12 PM IST
JINDALSTEL 28NOV2024 860 CE
Delta: 0.63
Vega: 0.46
Theta: -1.10
Gamma: 0.01
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
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
Delta: -0.39
Vega: 0.46
Theta: -1.00
Gamma: 0.01
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