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

908.05 -14.35 (-1.56%)

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Historical option data for JINDALSTEL

20 Dec 2024 04:12 PM IST
JINDALSTEL 26DEC2024 870 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 908.05 69.15 0.00 0.00 0 0 0
19 Dec 922.40 69.15 0.00 0.00 0 -2 0
18 Dec 931.45 69.15 -64.75 47.74 3 0 28
17 Dec 951.50 133.9 0.00 0.00 0 0 0
16 Dec 976.10 133.9 0.00 0.00 0 0 0
13 Dec 998.75 133.9 0.00 0.00 0 0 0
12 Dec 1000.25 133.9 0.00 0.00 0 0 0
11 Dec 994.65 133.9 60.30 58.31 1 0 28
10 Dec 1002.35 73.6 0.00 0.00 0 0 0
9 Dec 967.20 73.6 0.00 0.00 0 0 0
6 Dec 949.10 73.6 0.00 0.00 0 0 0
5 Dec 934.45 73.6 -0.50 27.20 2 0 28
4 Dec 935.50 74.1 -1.90 28.86 12 -7 28
3 Dec 925.80 76 16.20 41.05 3 -1 35
2 Dec 918.55 59.8 5.80 23.36 10 4 34
29 Nov 906.45 54 4.85 28.02 26 4 30
28 Nov 897.00 49.15 5.50 28.52 24 0 25
27 Nov 889.55 43.65 -1.65 30.10 9 3 24
26 Nov 892.80 45.3 10.30 28.60 24 11 20
25 Nov 877.25 35 -2.00 29.05 9 9 9
22 Nov 878.95 37 -53.50 27.48 10 4 4
21 Nov 871.20 90.5 0.00 - 0 0 0
20 Nov 865.40 90.5 0.00 - 0 0 0
19 Nov 865.40 90.5 0.00 - 0 0 0
18 Nov 886.75 90.5 0.00 - 0 0 0
14 Nov 877.40 90.5 0.00 - 0 0 0
13 Nov 858.65 90.5 0.00 - 0 0 0
12 Nov 887.00 90.5 0.00 - 0 0 0
11 Nov 906.85 90.5 0.00 - 0 0 0
8 Nov 928.05 90.5 0.00 - 0 0 0
7 Nov 947.60 90.5 0.00 - 0 0 0
6 Nov 951.85 90.5 0.00 - 0 0 0
5 Nov 936.05 90.5 0.00 - 0 0 0
4 Nov 909.20 90.5 - 0 0 0


For Jindal Steel & Power Ltd - strike price 870 expiring on 26DEC2024

Delta for 870 CE is 0.00

Historical price for 870 CE is as follows

On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 69.15, 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 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 69.15, which was -64.75 lower than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 28


On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 133.9, 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 133.9, 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 133.9, 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 133.9, 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 133.9, which was 60.30 higher than the previous day. The implied volatity was 58.31, the open interest changed by 0 which decreased total open position to 28


On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 73.6, 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 73.6, 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 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 73.6, 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 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 73.6, which was -0.50 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 28


On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 74.1, which was -1.90 lower than the previous day. The implied volatity was 28.86, the open interest changed by -7 which decreased total open position to 28


On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 76, which was 16.20 higher than the previous day. The implied volatity was 41.05, the open interest changed by -1 which decreased total open position to 35


On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 59.8, which was 5.80 higher than the previous day. The implied volatity was 23.36, the open interest changed by 4 which increased total open position to 34


On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 54, which was 4.85 higher than the previous day. The implied volatity was 28.02, the open interest changed by 4 which increased total open position to 30


On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 49.15, which was 5.50 higher than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 25


On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 43.65, which was -1.65 lower than the previous day. The implied volatity was 30.10, the open interest changed by 3 which increased total open position to 24


On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 45.3, which was 10.30 higher than the previous day. The implied volatity was 28.60, the open interest changed by 11 which increased total open position to 20


On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 35, which was -2.00 lower than the previous day. The implied volatity was 29.05, the open interest changed by 9 which increased total open position to 9


On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 37, which was -53.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 4 which increased total open position to 4


On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 870 PE
Delta: -0.09
Vega: 0.19
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 908.05 1.25 -0.25 25.79 392 -64 186
19 Dec 922.40 1.5 -0.10 31.98 946 133 256
18 Dec 931.45 1.6 0.75 33.90 251 13 133
17 Dec 951.50 0.85 0.10 33.31 42 -9 120
16 Dec 976.10 0.75 0.05 38.36 16 5 134
13 Dec 998.75 0.7 -0.10 38.37 49 -9 133
12 Dec 1000.25 0.8 -0.25 38.38 63 -17 143
11 Dec 994.65 1.05 0.05 37.45 42 13 163
10 Dec 1002.35 1 -0.95 37.72 362 -50 150
9 Dec 967.20 1.95 -1.10 34.25 430 -25 205
6 Dec 949.10 3.05 -1.75 30.21 811 -32 234
5 Dec 934.45 4.8 -0.40 30.49 1,004 -34 269
4 Dec 935.50 5.2 -1.45 30.42 569 34 305
3 Dec 925.80 6.65 -1.90 30.29 602 39 268
2 Dec 918.55 8.55 -3.00 30.72 475 -12 229
29 Nov 906.45 11.55 -3.95 29.24 424 52 238
28 Nov 897.00 15.5 -1.15 30.84 270 85 185
27 Nov 889.55 16.65 -1.00 27.71 37 17 100
26 Nov 892.80 17.65 -8.80 29.75 126 0 83
25 Nov 877.25 26.45 2.25 31.26 50 74 83
22 Nov 878.95 24.2 -4.50 29.28 77 64 73
21 Nov 871.20 28.7 -1.65 30.15 10 8 8
20 Nov 865.40 30.35 0.00 0.22 0 0 0
19 Nov 865.40 30.35 0.00 0.22 0 0 0
18 Nov 886.75 30.35 0.00 2.28 0 0 0
14 Nov 877.40 30.35 0.00 1.73 0 0 0
13 Nov 858.65 30.35 0.00 0.10 0 0 0
12 Nov 887.00 30.35 0.00 2.29 0 0 0
11 Nov 906.85 30.35 0.00 4.42 0 0 0
8 Nov 928.05 30.35 0.00 5.76 0 0 0
7 Nov 947.60 30.35 0.00 6.95 0 0 0
6 Nov 951.85 30.35 0.00 7.57 0 0 0
5 Nov 936.05 30.35 0.00 6.26 0 0 0
4 Nov 909.20 30.35 4.35 0 0 0


For Jindal Steel & Power Ltd - strike price 870 expiring on 26DEC2024

Delta for 870 PE is -0.09

Historical price for 870 PE is as follows

On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 25.79, the open interest changed by -64 which decreased total open position to 186


On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 31.98, the open interest changed by 133 which increased total open position to 256


On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 1.6, which was 0.75 higher than the previous day. The implied volatity was 33.90, the open interest changed by 13 which increased total open position to 133


On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 33.31, the open interest changed by -9 which decreased total open position to 120


On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 38.36, the open interest changed by 5 which increased total open position to 134


On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 38.37, the open interest changed by -9 which decreased total open position to 133


On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 38.38, the open interest changed by -17 which decreased total open position to 143


On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 37.45, the open interest changed by 13 which increased total open position to 163


On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 1, which was -0.95 lower than the previous day. The implied volatity was 37.72, the open interest changed by -50 which decreased total open position to 150


On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 1.95, which was -1.10 lower than the previous day. The implied volatity was 34.25, the open interest changed by -25 which decreased total open position to 205


On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 3.05, which was -1.75 lower than the previous day. The implied volatity was 30.21, the open interest changed by -32 which decreased total open position to 234


On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 4.8, which was -0.40 lower than the previous day. The implied volatity was 30.49, the open interest changed by -34 which decreased total open position to 269


On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 5.2, which was -1.45 lower than the previous day. The implied volatity was 30.42, the open interest changed by 34 which increased total open position to 305


On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 6.65, which was -1.90 lower than the previous day. The implied volatity was 30.29, the open interest changed by 39 which increased total open position to 268


On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 8.55, which was -3.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by -12 which decreased total open position to 229


On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 11.55, which was -3.95 lower than the previous day. The implied volatity was 29.24, the open interest changed by 52 which increased total open position to 238


On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 15.5, which was -1.15 lower than the previous day. The implied volatity was 30.84, the open interest changed by 85 which increased total open position to 185


On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 16.65, which was -1.00 lower than the previous day. The implied volatity was 27.71, the open interest changed by 17 which increased total open position to 100


On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 17.65, which was -8.80 lower than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 83


On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 26.45, which was 2.25 higher than the previous day. The implied volatity was 31.26, the open interest changed by 74 which increased total open position to 83


On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 24.2, which was -4.50 lower than the previous day. The implied volatity was 29.28, the open interest changed by 64 which increased total open position to 73


On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 28.7, which was -1.65 lower than the previous day. The implied volatity was 30.15, the open interest changed by 8 which increased total open position to 8


On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 30.35, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 7.57, 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 30.35, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 30.35, which was lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0