JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.46
Theta: -1.08
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 11.1 | -10.70 | 24.81 | 1,319 | 142 | 356 | |||
| 19 Dec | 922.40 | 21.8 | -9.70 | 25.51 | 837 | -61 | 218 | |||
|
|
||||||||||
| 18 Dec | 931.45 | 31.5 | -15.95 | 31.03 | 63 | -13 | 279 | |||
| 17 Dec | 951.50 | 47.45 | -17.90 | 35.40 | 31 | -6 | 292 | |||
| 16 Dec | 976.10 | 65.35 | -25.10 | - | 2 | -1 | 299 | |||
| 13 Dec | 998.75 | 90.45 | -4.40 | 28.14 | 4 | -1 | 300 | |||
| 12 Dec | 1000.25 | 94.85 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 11 Dec | 994.65 | 94.85 | -0.65 | 48.76 | 9 | -6 | 302 | |||
| 10 Dec | 1002.35 | 95.5 | 29.50 | 30.15 | 12 | -10 | 309 | |||
| 9 Dec | 967.20 | 66 | 13.45 | 27.74 | 379 | 99 | 320 | |||
| 6 Dec | 949.10 | 52.55 | 11.75 | 30.47 | 262 | -144 | 221 | |||
| 5 Dec | 934.45 | 40.8 | -1.10 | 25.33 | 159 | -2 | 365 | |||
| 4 Dec | 935.50 | 41.9 | 6.55 | 26.70 | 211 | -7 | 367 | |||
| 3 Dec | 925.80 | 35.35 | 2.70 | 24.34 | 415 | -25 | 375 | |||
| 2 Dec | 918.55 | 32.65 | 5.45 | 25.54 | 989 | 10 | 400 | |||
| 29 Nov | 906.45 | 27.2 | 3.10 | 25.77 | 1,154 | 271 | 393 | |||
| 28 Nov | 897.00 | 24.1 | 2.30 | 26.19 | 411 | 93 | 124 | |||
| 27 Nov | 889.55 | 21.8 | -1.50 | 28.45 | 20 | 5 | 31 | |||
| 26 Nov | 892.80 | 23.3 | 5.95 | 27.73 | 43 | -4 | 25 | |||
| 25 Nov | 877.25 | 17.35 | -2.80 | 28.67 | 38 | 27 | 30 | |||
| 22 Nov | 878.95 | 20.15 | 1.55 | 28.69 | 35 | 16 | 19 | |||
| 21 Nov | 871.20 | 18.6 | -6.00 | 29.47 | 3 | 2 | 3 | |||
| 20 Nov | 865.40 | 24.6 | 0.00 | 36.40 | 1 | 1 | 0 | |||
| 19 Nov | 865.40 | 24.6 | -42.85 | 36.40 | 1 | 0 | 0 | |||
| 18 Nov | 886.75 | 67.45 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 67.45 | 0.00 | 2.17 | 0 | 0 | 0 | |||
| 13 Nov | 858.65 | 67.45 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 67.45 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 67.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 67.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 67.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 67.45 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 CE is 0.49
Historical price for 910 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 11.1, which was -10.70 lower than the previous day. The implied volatity was 24.81, the open interest changed by 142 which increased total open position to 356
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 21.8, which was -9.70 lower than the previous day. The implied volatity was 25.51, the open interest changed by -61 which decreased total open position to 218
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 31.5, which was -15.95 lower than the previous day. The implied volatity was 31.03, the open interest changed by -13 which decreased total open position to 279
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 47.45, which was -17.90 lower than the previous day. The implied volatity was 35.40, the open interest changed by -6 which decreased total open position to 292
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 65.35, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 299
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 90.45, which was -4.40 lower than the previous day. The implied volatity was 28.14, the open interest changed by -1 which decreased total open position to 300
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 94.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 94.85, which was -0.65 lower than the previous day. The implied volatity was 48.76, the open interest changed by -6 which decreased total open position to 302
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 95.5, which was 29.50 higher than the previous day. The implied volatity was 30.15, the open interest changed by -10 which decreased total open position to 309
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 66, which was 13.45 higher than the previous day. The implied volatity was 27.74, the open interest changed by 99 which increased total open position to 320
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 52.55, which was 11.75 higher than the previous day. The implied volatity was 30.47, the open interest changed by -144 which decreased total open position to 221
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 40.8, which was -1.10 lower than the previous day. The implied volatity was 25.33, the open interest changed by -2 which decreased total open position to 365
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 41.9, which was 6.55 higher than the previous day. The implied volatity was 26.70, the open interest changed by -7 which decreased total open position to 367
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 35.35, which was 2.70 higher than the previous day. The implied volatity was 24.34, the open interest changed by -25 which decreased total open position to 375
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 32.65, which was 5.45 higher than the previous day. The implied volatity was 25.54, the open interest changed by 10 which increased total open position to 400
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 27.2, which was 3.10 higher than the previous day. The implied volatity was 25.77, the open interest changed by 271 which increased total open position to 393
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 24.1, which was 2.30 higher than the previous day. The implied volatity was 26.19, the open interest changed by 93 which increased total open position to 124
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 21.8, which was -1.50 lower than the previous day. The implied volatity was 28.45, the open interest changed by 5 which increased total open position to 31
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 23.3, which was 5.95 higher than the previous day. The implied volatity was 27.73, the open interest changed by -4 which decreased total open position to 25
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 17.35, which was -2.80 lower than the previous day. The implied volatity was 28.67, the open interest changed by 27 which increased total open position to 30
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 20.15, which was 1.55 higher than the previous day. The implied volatity was 28.69, the open interest changed by 16 which increased total open position to 19
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 18.6, which was -6.00 lower than the previous day. The implied volatity was 29.47, the open interest changed by 2 which increased total open position to 3
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was 36.40, the open interest changed by 1 which increased total open position to 0
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 24.6, which was -42.85 lower than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 0
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 67.45, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 67.45, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 67.45, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 67.45, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 67.45, 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 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 67.45, 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 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 67.45, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 67.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 26DEC2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.46
Theta: -0.80
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 11.55 | 3.40 | 23.94 | 1,657 | -3 | 625 |
| 19 Dec | 922.40 | 8.15 | 1.70 | 28.55 | 1,623 | 312 | 628 |
| 18 Dec | 931.45 | 6.45 | 3.05 | 28.71 | 1,464 | 14 | 314 |
| 17 Dec | 951.50 | 3.4 | 1.55 | 28.19 | 673 | -20 | 301 |
| 16 Dec | 976.10 | 1.85 | 0.60 | 31.39 | 434 | 72 | 325 |
| 13 Dec | 998.75 | 1.25 | -0.30 | 30.97 | 585 | 16 | 251 |
| 12 Dec | 1000.25 | 1.55 | -0.60 | 31.89 | 329 | -17 | 234 |
| 11 Dec | 994.65 | 2.15 | -0.10 | 31.51 | 410 | -45 | 253 |
| 10 Dec | 1002.35 | 2.25 | -2.65 | 32.95 | 1,653 | -38 | 299 |
| 9 Dec | 967.20 | 4.9 | -3.40 | 30.21 | 1,333 | -52 | 335 |
| 6 Dec | 949.10 | 8.3 | -4.25 | 27.31 | 857 | 49 | 385 |
| 5 Dec | 934.45 | 12.55 | -0.65 | 28.28 | 767 | -10 | 340 |
| 4 Dec | 935.50 | 13.2 | -3.70 | 28.22 | 561 | 24 | 353 |
| 3 Dec | 925.80 | 16.9 | -3.40 | 29.08 | 665 | 23 | 326 |
| 2 Dec | 918.55 | 20.3 | -5.25 | 29.54 | 829 | 21 | 307 |
| 29 Nov | 906.45 | 25.55 | -5.90 | 27.87 | 677 | 211 | 289 |
| 28 Nov | 897.00 | 31.45 | -5.25 | 29.52 | 175 | 77 | 79 |
| 27 Nov | 889.55 | 36.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 892.80 | 36.7 | -14.00 | 30.14 | 1 | 0 | 1 |
| 25 Nov | 877.25 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 878.95 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 871.20 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 865.40 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 865.40 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 886.75 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 877.40 | 50.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 858.65 | 50.7 | 25.70 | 22.51 | 1 | 0 | 1 |
| 12 Nov | 887.00 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 906.85 | 25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 928.05 | 25 | -21.85 | 28.57 | 1 | 0 | 0 |
| 7 Nov | 947.60 | 46.85 | 0.00 | 3.80 | 0 | 0 | 0 |
| 6 Nov | 951.85 | 46.85 | 4.52 | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 PE is -0.51
Historical price for 910 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 11.55, which was 3.40 higher than the previous day. The implied volatity was 23.94, the open interest changed by -3 which decreased total open position to 625
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 8.15, which was 1.70 higher than the previous day. The implied volatity was 28.55, the open interest changed by 312 which increased total open position to 628
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 6.45, which was 3.05 higher than the previous day. The implied volatity was 28.71, the open interest changed by 14 which increased total open position to 314
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 3.4, which was 1.55 higher than the previous day. The implied volatity was 28.19, the open interest changed by -20 which decreased total open position to 301
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 1.85, which was 0.60 higher than the previous day. The implied volatity was 31.39, the open interest changed by 72 which increased total open position to 325
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 30.97, the open interest changed by 16 which increased total open position to 251
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 31.89, the open interest changed by -17 which decreased total open position to 234
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 31.51, the open interest changed by -45 which decreased total open position to 253
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 2.25, which was -2.65 lower than the previous day. The implied volatity was 32.95, the open interest changed by -38 which decreased total open position to 299
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 4.9, which was -3.40 lower than the previous day. The implied volatity was 30.21, the open interest changed by -52 which decreased total open position to 335
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 8.3, which was -4.25 lower than the previous day. The implied volatity was 27.31, the open interest changed by 49 which increased total open position to 385
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 12.55, which was -0.65 lower than the previous day. The implied volatity was 28.28, the open interest changed by -10 which decreased total open position to 340
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 13.2, which was -3.70 lower than the previous day. The implied volatity was 28.22, the open interest changed by 24 which increased total open position to 353
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 16.9, which was -3.40 lower than the previous day. The implied volatity was 29.08, the open interest changed by 23 which increased total open position to 326
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 20.3, which was -5.25 lower than the previous day. The implied volatity was 29.54, the open interest changed by 21 which increased total open position to 307
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 25.55, which was -5.90 lower than the previous day. The implied volatity was 27.87, the open interest changed by 211 which increased total open position to 289
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 31.45, which was -5.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by 77 which increased total open position to 79
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 36.7, which was -14.00 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 1
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 50.7, 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 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 50.7, 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 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 50.7, 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 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 50.7, 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 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 50.7, 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 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 50.7, 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 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 50.7, 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 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 50.7, which was 25.70 higher than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 1
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 25, 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 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 25, which was -21.85 lower than the previous day. The implied volatity was 28.57, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 46.85, which was lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
