JINDALSTEL
Jindal Steel & Power Ltd
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
