JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
03 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.85
Theta: -0.61
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 0.67
Historical price for 910 CE is as follows
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: -0.35
Vega: 0.87
Theta: -0.45
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.35
Historical price for 910 PE is as follows
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
