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[--[65.84.65.76]--]
JINDALSTEL
Jindal Steel & Power Ltd

871.2 5.80 (0.67%)

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Historical option data for JINDALSTEL

21 Nov 2024 04:12 PM IST
JINDALSTEL 28NOV2024 910 CE
Delta: 0.16
Vega: 0.29
Theta: -0.68
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 871.20 3 -0.15 30.98 1,481 36 621
20 Nov 865.40 3.15 0.00 30.43 1,666 121 585
19 Nov 865.40 3.15 -4.85 30.43 1,666 121 585
18 Nov 886.75 8 0.95 29.44 2,654 110 462
14 Nov 877.40 7.05 1.45 26.21 991 -67 351
13 Nov 858.65 5.6 -6.25 29.39 1,667 -26 420
12 Nov 887.00 11.85 -11.80 28.17 1,625 220 464
11 Nov 906.85 23.65 -11.90 28.27 528 96 242
8 Nov 928.05 35.55 -15.15 26.78 55 10 146
7 Nov 947.60 50.7 -9.70 30.30 51 -7 136
6 Nov 951.85 60.4 8.40 34.24 98 -15 144
5 Nov 936.05 52 13.85 37.24 498 -1 159
4 Nov 909.20 38.15 -7.60 37.83 230 91 161
1 Nov 929.50 45.75 0.00 0.00 0 16 0
31 Oct 920.50 45.75 1.35 - 74 18 72
30 Oct 919.00 44.4 -3.60 - 53 11 54
29 Oct 915.05 48 -3.35 - 123 37 43
28 Oct 919.00 51.35 17.20 - 7 5 6
25 Oct 899.05 34.15 -114.40 - 2 1 1
24 Oct 924.30 148.55 0.00 - 0 0 0
23 Oct 915.45 148.55 0.00 - 0 0 0
22 Oct 910.25 148.55 0.00 - 0 0 0
21 Oct 948.95 148.55 0.00 - 0 0 0
18 Oct 964.50 148.55 0.00 - 0 0 0
17 Oct 930.00 148.55 0.00 - 0 0 0
16 Oct 960.25 148.55 0.00 - 0 0 0
15 Oct 968.70 148.55 0.00 - 0 0 0
14 Oct 993.15 148.55 0.00 - 0 0 0
9 Oct 999.50 148.55 0.00 - 0 0 0
8 Oct 982.90 148.55 - 0 0 0


For Jindal Steel & Power Ltd - strike price 910 expiring on 28NOV2024

Delta for 910 CE is 0.16

Historical price for 910 CE is as follows

On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 30.98, the open interest changed by 36 which increased total open position to 621


On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 30.43, the open interest changed by 121 which increased total open position to 585


On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 3.15, which was -4.85 lower than the previous day. The implied volatity was 30.43, the open interest changed by 121 which increased total open position to 585


On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 8, which was 0.95 higher than the previous day. The implied volatity was 29.44, the open interest changed by 110 which increased total open position to 462


On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 7.05, which was 1.45 higher than the previous day. The implied volatity was 26.21, the open interest changed by -67 which decreased total open position to 351


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 5.6, which was -6.25 lower than the previous day. The implied volatity was 29.39, the open interest changed by -26 which decreased total open position to 420


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 11.85, which was -11.80 lower than the previous day. The implied volatity was 28.17, the open interest changed by 220 which increased total open position to 464


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 23.65, which was -11.90 lower than the previous day. The implied volatity was 28.27, the open interest changed by 96 which increased total open position to 242


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 35.55, which was -15.15 lower than the previous day. The implied volatity was 26.78, the open interest changed by 10 which increased total open position to 146


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 50.7, which was -9.70 lower than the previous day. The implied volatity was 30.30, the open interest changed by -7 which decreased total open position to 136


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 60.4, which was 8.40 higher than the previous day. The implied volatity was 34.24, the open interest changed by -15 which decreased total open position to 144


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 52, which was 13.85 higher than the previous day. The implied volatity was 37.24, the open interest changed by -1 which decreased total open position to 159


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 38.15, which was -7.60 lower than the previous day. The implied volatity was 37.83, the open interest changed by 91 which increased total open position to 161


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 45.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 45.75, which was 1.35 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 44.4, which was -3.60 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 48, which was -3.35 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 51.35, which was 17.20 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 34.15, which was -114.40 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 148.55, 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 148.55, 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 148.55, 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 148.55, 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 148.55, 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 148.55, 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 148.55, 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 148.55, 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 14 Oct JINDALSTEL was trading at 993.15. The strike last trading price was 148.55, 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 148.55, 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 148.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JINDALSTEL 28NOV2024 910 PE
Delta: -0.84
Vega: 0.29
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 871.20 42.35 -6.50 31.31 11 -3 262
20 Nov 865.40 48.85 0.00 33.26 122 -19 267
19 Nov 865.40 48.85 17.05 33.26 122 -17 267
18 Nov 886.75 31.8 -4.90 29.22 310 8 286
14 Nov 877.40 36.7 -14.80 25.64 66 -9 278
13 Nov 858.65 51.5 17.55 29.86 224 -65 292
12 Nov 887.00 33.95 13.85 28.29 1,549 53 358
11 Nov 906.85 20.1 4.65 27.66 665 68 308
8 Nov 928.05 15.45 4.40 29.13 709 23 243
7 Nov 947.60 11.05 -0.40 29.45 963 26 220
6 Nov 951.85 11.45 -8.75 32.18 690 -11 192
5 Nov 936.05 20.2 -13.15 36.32 487 43 206
4 Nov 909.20 33.35 6.05 39.09 257 70 164
1 Nov 929.50 27.3 -2.70 39.35 41 -9 94
31 Oct 920.50 30 -0.45 - 75 29 107
30 Oct 919.00 30.45 -2.35 - 68 35 77
29 Oct 915.05 32.8 2.55 - 67 12 42
28 Oct 919.00 30.25 -10.65 - 52 19 30
25 Oct 899.05 40.9 11.95 - 10 6 11
24 Oct 924.30 28.95 -2.05 - 2 1 4
23 Oct 915.45 31 19.65 - 3 1 3
22 Oct 910.25 11.35 0.00 - 0 0 0
21 Oct 948.95 11.35 -5.90 - 1 0 2
18 Oct 964.50 17.25 0.00 - 0 0 0
17 Oct 930.00 17.25 0.00 - 0 1 0
16 Oct 960.25 17.25 6.25 - 6 1 2
15 Oct 968.70 11 2.40 - 2 0 1
14 Oct 993.15 8.6 -10.30 - 40 2 2
9 Oct 999.50 18.9 0.00 - 0 0 0
8 Oct 982.90 18.9 - 0 0 0


For Jindal Steel & Power Ltd - strike price 910 expiring on 28NOV2024

Delta for 910 PE is -0.84

Historical price for 910 PE is as follows

On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 42.35, which was -6.50 lower than the previous day. The implied volatity was 31.31, the open interest changed by -3 which decreased total open position to 262


On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 48.85, which was 0.00 lower than the previous day. The implied volatity was 33.26, the open interest changed by -19 which decreased total open position to 267


On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 48.85, which was 17.05 higher than the previous day. The implied volatity was 33.26, the open interest changed by -17 which decreased total open position to 267


On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 31.8, which was -4.90 lower than the previous day. The implied volatity was 29.22, the open interest changed by 8 which increased total open position to 286


On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 36.7, which was -14.80 lower than the previous day. The implied volatity was 25.64, the open interest changed by -9 which decreased total open position to 278


On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 51.5, which was 17.55 higher than the previous day. The implied volatity was 29.86, the open interest changed by -65 which decreased total open position to 292


On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 33.95, which was 13.85 higher than the previous day. The implied volatity was 28.29, the open interest changed by 53 which increased total open position to 358


On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 20.1, which was 4.65 higher than the previous day. The implied volatity was 27.66, the open interest changed by 68 which increased total open position to 308


On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 15.45, which was 4.40 higher than the previous day. The implied volatity was 29.13, the open interest changed by 23 which increased total open position to 243


On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 11.05, which was -0.40 lower than the previous day. The implied volatity was 29.45, the open interest changed by 26 which increased total open position to 220


On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 11.45, which was -8.75 lower than the previous day. The implied volatity was 32.18, the open interest changed by -11 which decreased total open position to 192


On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 20.2, which was -13.15 lower than the previous day. The implied volatity was 36.32, the open interest changed by 43 which increased total open position to 206


On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 33.35, which was 6.05 higher than the previous day. The implied volatity was 39.09, the open interest changed by 70 which increased total open position to 164


On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 27.3, which was -2.70 lower than the previous day. The implied volatity was 39.35, the open interest changed by -9 which decreased total open position to 94


On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 30, which was -0.45 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 30.45, 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 32.8, which was 2.55 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 30.25, which was -10.65 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 40.9, 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 28.95, which was -2.05 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 31, which was 19.65 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 11.35, 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 11.35, which was -5.90 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 17.25, 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 17 Oct JINDALSTEL was trading at 930.00. The strike last trading price was 17.25, 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 16 Oct JINDALSTEL was trading at 960.25. The strike last trading price was 17.25, which was 6.25 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 11, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct JINDALSTEL was trading at 993.15. The strike last trading price was 8.6, which was -10.30 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 18.9, 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 18.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to