JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
14 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.56
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.26
Historical price for 910 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.56
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.74
Historical price for 910 PE is as follows
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
