JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 0.42
Theta: -0.93
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 6.4 | -0.10 | 28.80 | 1,610 | -57 | 476 | |||
| 20 Nov | 865.40 | 6.5 | 0.00 | 29.04 | 2,380 | 163 | 533 | |||
| 19 Nov | 865.40 | 6.5 | -9.15 | 29.04 | 2,380 | 163 | 533 | |||
| 18 Nov | 886.75 | 15.65 | 2.20 | 30.03 | 2,477 | -53 | 369 | |||
| 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 0.30
Historical price for 890 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 6.4, which was -0.10 lower than the previous day. The implied volatity was 28.80, the open interest changed by -57 which decreased total open position to 476
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 163 which increased total open position to 533
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 6.5, which was -9.15 lower than the previous day. The implied volatity was 29.04, the open interest changed by 163 which increased total open position to 533
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 15.65, which was 2.20 higher than the previous day. The implied volatity was 30.03, the open interest changed by -53 which decreased total open position to 369
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: -0.69
Vega: 0.43
Theta: -0.78
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 26.7 | -5.85 | 31.19 | 262 | -41 | 308 |
| 20 Nov | 865.40 | 32.55 | 0.00 | 31.74 | 1,065 | 54 | 357 |
| 19 Nov | 865.40 | 32.55 | 12.40 | 31.74 | 1,065 | 62 | 357 |
| 18 Nov | 886.75 | 20.15 | -3.00 | 30.95 | 1,167 | 81 | 295 |
| 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 -0.69
Historical price for 890 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 26.7, which was -5.85 lower than the previous day. The implied volatity was 31.19, the open interest changed by -41 which decreased total open position to 308
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 32.55, which was 0.00 lower than the previous day. The implied volatity was 31.74, the open interest changed by 54 which increased total open position to 357
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 32.55, which was 12.40 higher than the previous day. The implied volatity was 31.74, the open interest changed by 62 which increased total open position to 357
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 20.15, which was -3.00 lower than the previous day. The implied volatity was 30.95, the open interest changed by 81 which increased total open position to 295
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
