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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 890 CE
Delta: 0.42
Vega: 0.67
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 13.45 3.20 26.18 1,717 86 423
13 Nov 858.65 10.25 -9.45 29.19 1,823 110 348
12 Nov 887.00 19.7 -16.05 28.05 1,358 208 237
11 Nov 906.85 35.75 -38.00 29.01 17 4 29
8 Nov 928.05 73.75 0.00 0.00 0 0 0
7 Nov 947.60 73.75 0.00 0.00 0 4 0
6 Nov 951.85 73.75 7.75 31.38 16 4 25
5 Nov 936.05 66 15.15 38.21 73 7 21
4 Nov 909.20 50.85 -7.55 39.78 23 2 13
1 Nov 929.50 58.4 0.00 0.00 0 5 0
31 Oct 920.50 58.4 1.65 - 9 6 12
30 Oct 919.00 56.75 0.00 - 0 3 0
29 Oct 915.05 56.75 -0.95 - 4 2 5
28 Oct 919.00 57.7 -106.40 - 6 4 4
25 Oct 899.05 164.1 0.00 - 0 0 0
24 Oct 924.30 164.1 0.00 - 0 0 0
23 Oct 915.45 164.1 0.00 - 0 0 0
22 Oct 910.25 164.1 0.00 - 0 0 0
21 Oct 948.95 164.1 0.00 - 0 0 0
18 Oct 964.50 164.1 0.00 - 0 0 0
17 Oct 930.00 164.1 0.00 - 0 0 0
16 Oct 960.25 164.1 0.00 - 0 0 0
15 Oct 968.70 164.1 - 0 0 0


For Jindal Steel & Power Ltd - strike price 890 expiring on 28NOV2024

Delta for 890 CE is 0.42

Historical price for 890 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 13.45, which was 3.20 higher than the previous day. The implied volatity was 26.18, the open interest changed by 86 which increased total open position to 423


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 10.25, which was -9.45 lower than the previous day. The implied volatity was 29.19, the open interest changed by 110 which increased total open position to 348


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 19.7, which was -16.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by 208 which increased total open position to 237


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 35.75, which was -38.00 lower than the previous day. The implied volatity was 29.01, the open interest changed by 4 which increased total open position to 29


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 73.75, 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 73.75, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 73.75, which was 7.75 higher than the previous day. The implied volatity was 31.38, the open interest changed by 4 which increased total open position to 25


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 66, which was 15.15 higher than the previous day. The implied volatity was 38.21, the open interest changed by 7 which increased total open position to 21


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 50.85, which was -7.55 lower than the previous day. The implied volatity was 39.78, the open interest changed by 2 which increased total open position to 13


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 58.4, 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 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 58.4, which was 1.65 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 56.75, 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 56.75, which was -0.95 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 57.7, which was -106.40 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 164.1, 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 164.1, 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 164.1, 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 164.1, 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 164.1, 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 164.1, 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 164.1, 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 16 Oct JINDALSTEL was trading at 960.25. The strike last trading price was 164.1, 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 15 Oct JINDALSTEL was trading at 968.70. The strike last trading price was 164.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 890 PE
Delta: -0.58
Vega: 0.67
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 23.15 -11.60 25.67 279 11 216
13 Nov 858.65 34.75 12.65 27.17 559 -21 213
12 Nov 887.00 22.1 9.70 28.45 1,344 47 248
11 Nov 906.85 12.4 3.15 28.49 382 52 203
8 Nov 928.05 9.25 2.55 29.26 709 -41 164
7 Nov 947.60 6.7 -1.05 30.08 980 28 199
6 Nov 951.85 7.75 -6.55 33.59 693 41 187
5 Nov 936.05 14.3 -10.70 37.15 498 27 146
4 Nov 909.20 25 2.80 39.76 197 17 120
1 Nov 929.50 22.2 0.00 0.00 0 44 0
31 Oct 920.50 22.2 0.60 - 163 49 108
30 Oct 919.00 21.6 -2.35 - 34 5 58
29 Oct 915.05 23.95 -0.05 - 37 12 53
28 Oct 919.00 24 -9.05 - 32 -6 40
25 Oct 899.05 33.05 13.05 - 59 42 46
24 Oct 924.30 20 -4.65 - 3 -2 3
23 Oct 915.45 24.65 13.65 - 3 0 5
22 Oct 910.25 11 0.00 - 0 0 0
21 Oct 948.95 11 0.00 - 0 0 0
18 Oct 964.50 11 0.00 - 0 0 0
17 Oct 930.00 11 0.00 - 0 0 0
16 Oct 960.25 11 3.00 - 31 0 5
15 Oct 968.70 8 - 42 4 4


For Jindal Steel & Power Ltd - strike price 890 expiring on 28NOV2024

Delta for 890 PE is -0.58

Historical price for 890 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 23.15, which was -11.60 lower than the previous day. The implied volatity was 25.67, the open interest changed by 11 which increased total open position to 216


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 34.75, which was 12.65 higher than the previous day. The implied volatity was 27.17, the open interest changed by -21 which decreased total open position to 213


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 22.1, which was 9.70 higher than the previous day. The implied volatity was 28.45, the open interest changed by 47 which increased total open position to 248


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 12.4, which was 3.15 higher than the previous day. The implied volatity was 28.49, the open interest changed by 52 which increased total open position to 203


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 9.25, which was 2.55 higher than the previous day. The implied volatity was 29.26, the open interest changed by -41 which decreased total open position to 164


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 6.7, which was -1.05 lower than the previous day. The implied volatity was 30.08, the open interest changed by 28 which increased total open position to 199


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 7.75, which was -6.55 lower than the previous day. The implied volatity was 33.59, the open interest changed by 41 which increased total open position to 187


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 14.3, which was -10.70 lower than the previous day. The implied volatity was 37.15, the open interest changed by 27 which increased total open position to 146


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 25, which was 2.80 higher than the previous day. The implied volatity was 39.76, the open interest changed by 17 which increased total open position to 120


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 44 which increased total open position to 0


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 22.2, which was 0.60 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 21.6, which was -2.35 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 23.95, which was -0.05 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 24, which was -9.05 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 33.05, which was 13.05 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 20, which was -4.65 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 24.65, which was 13.65 higher 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 11, 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 11, 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 11, 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 11, 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 16 Oct JINDALSTEL was trading at 960.25. The strike last trading price was 11, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct JINDALSTEL was trading at 968.70. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to