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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 900 CE
Delta: 0.34
Vega: 0.63
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 9.8 2.30 26.09 2,200 32 996
13 Nov 858.65 7.5 -8.20 29.03 2,934 391 968
12 Nov 887.00 15.7 -13.65 28.51 2,543 299 581
11 Nov 906.85 29.35 -12.45 28.62 264 67 283
8 Nov 928.05 41.8 -14.25 26.22 111 8 216
7 Nov 947.60 56.05 -10.85 27.34 126 -9 208
6 Nov 951.85 66.9 8.10 33.04 176 -45 217
5 Nov 936.05 58.8 15.70 37.71 490 -24 261
4 Nov 909.20 43.1 -13.85 37.48 310 82 287
1 Nov 929.50 56.95 4.30 36.59 8 0 205
31 Oct 920.50 52.65 1.80 - 244 65 206
30 Oct 919.00 50.85 0.35 - 138 26 141
29 Oct 915.05 50.5 -1.25 - 119 -10 115
28 Oct 919.00 51.75 8.75 - 383 47 124
25 Oct 899.05 43 -14.00 - 139 69 77
24 Oct 924.30 57 0.00 - 0 3 0
23 Oct 915.45 57 7.00 - 5 4 9
22 Oct 910.25 50 -26.50 - 6 2 4
21 Oct 948.95 76.5 0.00 - 0 0 0
18 Oct 964.50 76.5 0.00 - 0 0 0
17 Oct 930.00 76.5 0.00 - 0 2 0
16 Oct 960.25 76.5 -79.75 - 2 0 0
15 Oct 968.70 156.25 0.00 - 0 0 0
9 Oct 999.50 156.25 0.00 - 0 0 0
8 Oct 982.90 156.25 - 0 0 0


For Jindal Steel & Power Ltd - strike price 900 expiring on 28NOV2024

Delta for 900 CE is 0.34

Historical price for 900 CE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 9.8, which was 2.30 higher than the previous day. The implied volatity was 26.09, the open interest changed by 32 which increased total open position to 996


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 7.5, which was -8.20 lower than the previous day. The implied volatity was 29.03, the open interest changed by 391 which increased total open position to 968


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 15.7, which was -13.65 lower than the previous day. The implied volatity was 28.51, the open interest changed by 299 which increased total open position to 581


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 29.35, which was -12.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 67 which increased total open position to 283


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 41.8, which was -14.25 lower than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 216


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 56.05, which was -10.85 lower than the previous day. The implied volatity was 27.34, the open interest changed by -9 which decreased total open position to 208


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 66.9, which was 8.10 higher than the previous day. The implied volatity was 33.04, the open interest changed by -45 which decreased total open position to 217


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 58.8, which was 15.70 higher than the previous day. The implied volatity was 37.71, the open interest changed by -24 which decreased total open position to 261


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 43.1, which was -13.85 lower than the previous day. The implied volatity was 37.48, the open interest changed by 82 which increased total open position to 287


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 56.95, which was 4.30 higher than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 205


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 52.65, which was 1.80 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 50.85, which was 0.35 higher 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 50.5, which was -1.25 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 51.75, which was 8.75 higher 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 43, which was -14.00 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 57, 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 57, which was 7.00 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 50, which was -26.50 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 76.5, 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 76.5, 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 76.5, 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 76.5, which was -79.75 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 156.25, 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 9 Oct JINDALSTEL was trading at 999.50. The strike last trading price was 156.25, 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 8 Oct JINDALSTEL was trading at 982.90. The strike last trading price was 156.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 900 PE
Delta: -0.66
Vega: 0.63
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 877.40 29.6 -13.20 25.76 500 -68 714
13 Nov 858.65 42.8 15.10 28.30 1,167 -112 797
12 Nov 887.00 27.7 11.70 28.42 2,672 -97 922
11 Nov 906.85 16 3.70 28.20 1,633 161 1,019
8 Nov 928.05 12.3 3.55 29.51 1,531 -48 852
7 Nov 947.60 8.75 -0.90 29.90 3,779 -471 905
6 Nov 951.85 9.65 -7.20 33.20 3,145 608 1,362
5 Nov 936.05 16.85 -12.10 36.49 1,106 -20 754
4 Nov 909.20 28.95 5.00 39.41 936 52 774
1 Nov 929.50 23.95 -1.85 39.97 62 24 720
31 Oct 920.50 25.8 -0.50 - 672 122 696
30 Oct 919.00 26.3 -2.25 - 389 126 573
29 Oct 915.05 28.55 0.10 - 256 17 447
28 Oct 919.00 28.45 -7.85 - 355 92 430
25 Oct 899.05 36.3 11.95 - 449 190 338
24 Oct 924.30 24.35 -4.60 - 36 12 147
23 Oct 915.45 28.95 -3.05 - 67 13 136
22 Oct 910.25 32 14.80 - 103 17 119
21 Oct 948.95 17.2 4.65 - 8 2 100
18 Oct 964.50 12.55 -11.15 - 23 9 96
17 Oct 930.00 23.7 9.80 - 109 60 87
16 Oct 960.25 13.9 2.95 - 34 7 27
15 Oct 968.70 10.95 -3.00 - 19 7 19
9 Oct 999.50 13.95 3.10 - 1 0 12
8 Oct 982.90 10.85 - 11 0 12


For Jindal Steel & Power Ltd - strike price 900 expiring on 28NOV2024

Delta for 900 PE is -0.66

Historical price for 900 PE is as follows

On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 29.6, which was -13.20 lower than the previous day. The implied volatity was 25.76, the open interest changed by -68 which decreased total open position to 714


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 42.8, which was 15.10 higher than the previous day. The implied volatity was 28.30, the open interest changed by -112 which decreased total open position to 797


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 27.7, which was 11.70 higher than the previous day. The implied volatity was 28.42, the open interest changed by -97 which decreased total open position to 922


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 16, which was 3.70 higher than the previous day. The implied volatity was 28.20, the open interest changed by 161 which increased total open position to 1019


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 12.3, which was 3.55 higher than the previous day. The implied volatity was 29.51, the open interest changed by -48 which decreased total open position to 852


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 8.75, which was -0.90 lower than the previous day. The implied volatity was 29.90, the open interest changed by -471 which decreased total open position to 905


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 9.65, which was -7.20 lower than the previous day. The implied volatity was 33.20, the open interest changed by 608 which increased total open position to 1362


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 16.85, which was -12.10 lower than the previous day. The implied volatity was 36.49, the open interest changed by -20 which decreased total open position to 754


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 28.95, which was 5.00 higher than the previous day. The implied volatity was 39.41, the open interest changed by 52 which increased total open position to 774


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 23.95, which was -1.85 lower than the previous day. The implied volatity was 39.97, the open interest changed by 24 which increased total open position to 720


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 25.8, which was -0.50 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 26.3, which was -2.25 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 28.55, which was 0.10 higher 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 28.45, which was -7.85 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 36.3, which was 11.95 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 24.35, which was -4.60 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 28.95, which was -3.05 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 32, which was 14.80 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 17.2, which was 4.65 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 12.55, which was -11.15 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 23.7, which was 9.80 higher 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 13.9, which was 2.95 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 10.95, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct JINDALSTEL was trading at 999.50. The strike last trading price was 13.95, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct JINDALSTEL was trading at 982.90. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to