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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 870 CE
Delta: 0.59
Vega: 0.67
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 23.85 5.80 27.16 1,603 59 246
13 Nov 858.65 18.05 -14.55 29.84 1,179 183 194
12 Nov 887.00 32.6 -26.05 30.91 26 6 11
11 Nov 906.85 58.65 0.00 0.00 0 0 0
8 Nov 928.05 58.65 0.00 0.00 0 0 0
7 Nov 947.60 58.65 0.00 0.00 0 0 0
6 Nov 951.85 58.65 0.00 0.00 0 0 0
5 Nov 936.05 58.65 0.00 0.00 0 5 0
4 Nov 909.20 58.65 -121.70 33.63 5 4 4
1 Nov 929.50 180.35 0.00 - 0 0 0
31 Oct 920.50 180.35 0.00 - 0 0 0
30 Oct 919.00 180.35 0.00 - 0 0 0
29 Oct 915.05 180.35 0.00 - 0 0 0
28 Oct 919.00 180.35 0.00 - 0 0 0
25 Oct 899.05 180.35 0.00 - 0 0 0
24 Oct 924.30 180.35 0.00 - 0 0 0
23 Oct 915.45 180.35 0.00 - 0 0 0
22 Oct 910.25 180.35 0.00 - 0 0 0
21 Oct 948.95 180.35 0.00 - 0 0 0
18 Oct 964.50 180.35 0.00 - 0 0 0
17 Oct 930.00 180.35 - 0 0 0


For Jindal Steel & Power Ltd - strike price 870 expiring on 28NOV2024

Delta for 870 CE is 0.59

Historical price for 870 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 23.85, which was 5.80 higher than the previous day. The implied volatity was 27.16, the open interest changed by 59 which increased total open position to 246


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 18.05, which was -14.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by 183 which increased total open position to 194


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 32.6, which was -26.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by 6 which increased total open position to 11


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 58.65, 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 58.65, 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 58.65, 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 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 58.65, 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 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 58.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 58.65, which was -121.70 lower than the previous day. The implied volatity was 33.63, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, 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 180.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 870 PE
Delta: -0.40
Vega: 0.67
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 13.85 -10.20 26.98 1,548 182 408
13 Nov 858.65 24.05 10.40 30.08 2,525 -132 225
12 Nov 887.00 13.65 6.45 29.26 882 180 357
11 Nov 906.85 7.2 1.80 29.35 445 -18 190
8 Nov 928.05 5.4 1.55 29.96 441 14 208
7 Nov 947.60 3.85 -1.10 30.68 544 -15 193
6 Nov 951.85 4.95 -4.95 34.55 533 -44 223
5 Nov 936.05 9.9 -8.40 38.06 721 33 267
4 Nov 909.20 18.3 3.70 40.48 549 85 237
1 Nov 929.50 14.6 -0.90 40.24 5 0 147
31 Oct 920.50 15.5 -2.10 - 41 -9 148
30 Oct 919.00 17.6 0.00 - 0 -2 0
29 Oct 915.05 17.6 0.00 - 9 -3 156
28 Oct 919.00 17.6 -6.00 - 147 118 162
25 Oct 899.05 23.6 7.60 - 56 35 44
24 Oct 924.30 16 0.00 - 0 1 0
23 Oct 915.45 16 0.00 - 1 0 8
22 Oct 910.25 16 3.85 - 2 1 7
21 Oct 948.95 12.15 5.05 - 1 0 6
18 Oct 964.50 7.1 -4.10 - 73 7 7
17 Oct 930.00 11.2 - 0 0 0


For Jindal Steel & Power Ltd - strike price 870 expiring on 28NOV2024

Delta for 870 PE is -0.40

Historical price for 870 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 13.85, which was -10.20 lower than the previous day. The implied volatity was 26.98, the open interest changed by 182 which increased total open position to 408


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 24.05, which was 10.40 higher than the previous day. The implied volatity was 30.08, the open interest changed by -132 which decreased total open position to 225


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 13.65, which was 6.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by 180 which increased total open position to 357


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 7.2, which was 1.80 higher than the previous day. The implied volatity was 29.35, the open interest changed by -18 which decreased total open position to 190


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 5.4, which was 1.55 higher than the previous day. The implied volatity was 29.96, the open interest changed by 14 which increased total open position to 208


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 3.85, which was -1.10 lower than the previous day. The implied volatity was 30.68, the open interest changed by -15 which decreased total open position to 193


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 4.95, which was -4.95 lower than the previous day. The implied volatity was 34.55, the open interest changed by -44 which decreased total open position to 223


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 9.9, which was -8.40 lower than the previous day. The implied volatity was 38.06, the open interest changed by 33 which increased total open position to 267


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 18.3, which was 3.70 higher than the previous day. The implied volatity was 40.48, the open interest changed by 85 which increased total open position to 237


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 14.6, which was -0.90 lower than the previous day. The implied volatity was 40.24, the open interest changed by 0 which decreased total open position to 147


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 15.5, which was -2.10 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 17.6, 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 17.6, 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 17.6, which was -6.00 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 23.6, which was 7.60 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 16, 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 16, 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 16, which was 3.85 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 12.15, which was 5.05 higher 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 7.1, which was -4.10 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 11.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to