JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
14 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.67
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 877.40 | 23.85 | 5.80 | 27.16 | 1,603 | 59 | 246 | |||
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| 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
|
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| 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
