JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 930 CE | ||||||||||
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Delta: 0.26
Vega: 0.38
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 4.95 | -5.55 | 27.15 | 4,344 | -1 | 608 | |||
| 19 Dec | 922.40 | 10.5 | -6.55 | 25.05 | 2,039 | 191 | 609 | |||
| 18 Dec | 931.45 | 17.05 | -13.80 | 27.21 | 893 | 183 | 421 | |||
| 17 Dec | 951.50 | 30.85 | -18.00 | 31.08 | 15 | 4 | 238 | |||
| 16 Dec | 976.10 | 48.85 | -22.25 | 20.82 | 32 | 0 | 235 | |||
| 13 Dec | 998.75 | 71.1 | -8.00 | 25.56 | 41 | -4 | 235 | |||
| 12 Dec | 1000.25 | 79.1 | 8.25 | 40.12 | 17 | -1 | 239 | |||
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| 11 Dec | 994.65 | 70.85 | -4.00 | 33.00 | 14 | -2 | 240 | |||
| 10 Dec | 1002.35 | 74.85 | 25.75 | 21.55 | 129 | -63 | 242 | |||
| 9 Dec | 967.20 | 49.1 | 11.90 | 26.60 | 455 | -14 | 305 | |||
| 6 Dec | 949.10 | 37.2 | 9.00 | 28.07 | 892 | -123 | 317 | |||
| 5 Dec | 934.45 | 28.2 | -1.30 | 25.27 | 1,306 | -22 | 440 | |||
| 4 Dec | 935.50 | 29.5 | 5.50 | 26.53 | 1,312 | 47 | 463 | |||
| 3 Dec | 925.80 | 24 | 1.55 | 24.45 | 1,551 | 89 | 414 | |||
| 2 Dec | 918.55 | 22.45 | 4.90 | 25.83 | 705 | 45 | 319 | |||
| 29 Nov | 906.45 | 17.55 | 1.30 | 24.97 | 473 | 15 | 274 | |||
| 28 Nov | 897.00 | 16.25 | 2.65 | 26.34 | 429 | 28 | 259 | |||
| 27 Nov | 889.55 | 13.6 | -2.80 | 27.08 | 132 | -2 | 231 | |||
| 26 Nov | 892.80 | 16.4 | 4.70 | 28.21 | 277 | 105 | 233 | |||
| 25 Nov | 877.25 | 11.7 | -2.30 | 28.73 | 306 | 113 | 128 | |||
| 22 Nov | 878.95 | 14 | 1.50 | 28.74 | 191 | 62 | 77 | |||
| 21 Nov | 871.20 | 12.5 | -0.50 | 29.00 | 28 | 6 | 14 | |||
| 20 Nov | 865.40 | 13 | 0.00 | 30.39 | 9 | 5 | 8 | |||
| 19 Nov | 865.40 | 13 | 0.00 | 30.39 | 9 | 5 | 8 | |||
| 18 Nov | 886.75 | 13 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 13 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 858.65 | 13 | -16.20 | 28.49 | 1 | 0 | 2 | |||
| 12 Nov | 887.00 | 29.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Nov | 906.85 | 29.2 | -28.35 | 26.50 | 2 | 1 | 1 | |||
| 8 Nov | 928.05 | 57.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 57.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 57.55 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 CE is 0.26
Historical price for 930 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 4.95, which was -5.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by -1 which decreased total open position to 608
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 10.5, which was -6.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 191 which increased total open position to 609
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 17.05, which was -13.80 lower than the previous day. The implied volatity was 27.21, the open interest changed by 183 which increased total open position to 421
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 30.85, which was -18.00 lower than the previous day. The implied volatity was 31.08, the open interest changed by 4 which increased total open position to 238
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 48.85, which was -22.25 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 235
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 71.1, which was -8.00 lower than the previous day. The implied volatity was 25.56, the open interest changed by -4 which decreased total open position to 235
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 79.1, which was 8.25 higher than the previous day. The implied volatity was 40.12, the open interest changed by -1 which decreased total open position to 239
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 70.85, which was -4.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by -2 which decreased total open position to 240
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 74.85, which was 25.75 higher than the previous day. The implied volatity was 21.55, the open interest changed by -63 which decreased total open position to 242
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 49.1, which was 11.90 higher than the previous day. The implied volatity was 26.60, the open interest changed by -14 which decreased total open position to 305
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 37.2, which was 9.00 higher than the previous day. The implied volatity was 28.07, the open interest changed by -123 which decreased total open position to 317
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 28.2, which was -1.30 lower than the previous day. The implied volatity was 25.27, the open interest changed by -22 which decreased total open position to 440
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 29.5, which was 5.50 higher than the previous day. The implied volatity was 26.53, the open interest changed by 47 which increased total open position to 463
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 24, which was 1.55 higher than the previous day. The implied volatity was 24.45, the open interest changed by 89 which increased total open position to 414
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 22.45, which was 4.90 higher than the previous day. The implied volatity was 25.83, the open interest changed by 45 which increased total open position to 319
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 17.55, which was 1.30 higher than the previous day. The implied volatity was 24.97, the open interest changed by 15 which increased total open position to 274
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 16.25, which was 2.65 higher than the previous day. The implied volatity was 26.34, the open interest changed by 28 which increased total open position to 259
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 13.6, which was -2.80 lower than the previous day. The implied volatity was 27.08, the open interest changed by -2 which decreased total open position to 231
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 16.4, which was 4.70 higher than the previous day. The implied volatity was 28.21, the open interest changed by 105 which increased total open position to 233
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 11.7, which was -2.30 lower than the previous day. The implied volatity was 28.73, the open interest changed by 113 which increased total open position to 128
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 14, which was 1.50 higher than the previous day. The implied volatity was 28.74, the open interest changed by 62 which increased total open position to 77
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 12.5, which was -0.50 lower than the previous day. The implied volatity was 29.00, the open interest changed by 6 which increased total open position to 14
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 5 which increased total open position to 8
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 5 which increased total open position to 8
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 13, 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 13, 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 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 13, which was -16.20 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 2
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 29.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 29.2, which was -28.35 lower than the previous day. The implied volatity was 26.50, the open interest changed by 1 which increased total open position to 1
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 57.55, 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 57.55, 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 57.55, 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.38
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 25.5 | 8.50 | 26.42 | 1,651 | -35 | 314 |
| 19 Dec | 922.40 | 17 | 3.70 | 28.17 | 709 | 28 | 349 |
| 18 Dec | 931.45 | 13.3 | 6.10 | 27.74 | 2,818 | -116 | 320 |
| 17 Dec | 951.50 | 7.2 | 3.65 | 26.52 | 984 | 84 | 449 |
| 16 Dec | 976.10 | 3.55 | 1.45 | 29.20 | 1,003 | 7 | 368 |
| 13 Dec | 998.75 | 2.1 | -0.40 | 28.44 | 1,312 | 9 | 360 |
| 12 Dec | 1000.25 | 2.5 | -1.15 | 29.41 | 1,211 | -35 | 359 |
| 11 Dec | 994.65 | 3.65 | 0.10 | 29.68 | 1,547 | -135 | 395 |
| 10 Dec | 1002.35 | 3.55 | -4.60 | 30.86 | 2,649 | 157 | 532 |
| 9 Dec | 967.20 | 8.15 | -5.55 | 28.83 | 1,175 | -96 | 387 |
| 6 Dec | 949.10 | 13.7 | -6.20 | 26.45 | 1,235 | 124 | 485 |
| 5 Dec | 934.45 | 19.9 | -0.75 | 27.94 | 956 | 25 | 362 |
| 4 Dec | 935.50 | 20.65 | -5.00 | 27.86 | 821 | 85 | 334 |
| 3 Dec | 925.80 | 25.65 | -4.20 | 29.08 | 707 | 74 | 242 |
| 2 Dec | 918.55 | 29.85 | -7.40 | 29.54 | 212 | 45 | 164 |
| 29 Nov | 906.45 | 37.25 | -5.95 | 28.66 | 81 | 8 | 118 |
| 28 Nov | 897.00 | 43.2 | -4.00 | 29.56 | 246 | 101 | 109 |
| 27 Nov | 889.55 | 47.2 | -0.50 | 25.09 | 3 | -1 | 6 |
| 26 Nov | 892.80 | 47.7 | -17.70 | 28.61 | 10 | 4 | 4 |
| 25 Nov | 877.25 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 878.95 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 871.20 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 865.40 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 865.40 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 886.75 | 65.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 877.40 | 65.4 | 25.35 | 34.53 | 1 | 0 | 1 |
| 13 Nov | 858.65 | 40.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 887.00 | 40.05 | -16.70 | 13.88 | 1 | 0 | 0 |
| 11 Nov | 906.85 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 928.05 | 56.75 | 0.00 | 0.85 | 0 | 0 | 0 |
| 7 Nov | 947.60 | 56.75 | 0.00 | 2.18 | 0 | 0 | 0 |
| 6 Nov | 951.85 | 56.75 | 2.82 | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 PE is -0.74
Historical price for 930 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 25.5, which was 8.50 higher than the previous day. The implied volatity was 26.42, the open interest changed by -35 which decreased total open position to 314
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 17, which was 3.70 higher than the previous day. The implied volatity was 28.17, the open interest changed by 28 which increased total open position to 349
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 13.3, which was 6.10 higher than the previous day. The implied volatity was 27.74, the open interest changed by -116 which decreased total open position to 320
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 7.2, which was 3.65 higher than the previous day. The implied volatity was 26.52, the open interest changed by 84 which increased total open position to 449
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 3.55, which was 1.45 higher than the previous day. The implied volatity was 29.20, the open interest changed by 7 which increased total open position to 368
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 28.44, the open interest changed by 9 which increased total open position to 360
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 29.41, the open interest changed by -35 which decreased total open position to 359
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 3.65, which was 0.10 higher than the previous day. The implied volatity was 29.68, the open interest changed by -135 which decreased total open position to 395
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 3.55, which was -4.60 lower than the previous day. The implied volatity was 30.86, the open interest changed by 157 which increased total open position to 532
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 8.15, which was -5.55 lower than the previous day. The implied volatity was 28.83, the open interest changed by -96 which decreased total open position to 387
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 13.7, which was -6.20 lower than the previous day. The implied volatity was 26.45, the open interest changed by 124 which increased total open position to 485
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 19.9, which was -0.75 lower than the previous day. The implied volatity was 27.94, the open interest changed by 25 which increased total open position to 362
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 20.65, which was -5.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by 85 which increased total open position to 334
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 25.65, which was -4.20 lower than the previous day. The implied volatity was 29.08, the open interest changed by 74 which increased total open position to 242
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 29.85, which was -7.40 lower than the previous day. The implied volatity was 29.54, the open interest changed by 45 which increased total open position to 164
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 37.25, which was -5.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by 8 which increased total open position to 118
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 43.2, which was -4.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by 101 which increased total open position to 109
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 47.2, which was -0.50 lower than the previous day. The implied volatity was 25.09, the open interest changed by -1 which decreased total open position to 6
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 47.7, which was -17.70 lower than the previous day. The implied volatity was 28.61, the open interest changed by 4 which increased total open position to 4
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 65.4, which was 25.35 higher than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 1
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 40.05, 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 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 40.05, which was -16.70 lower than the previous day. The implied volatity was 13.88, 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 56.75, 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 56.75, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 56.75, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 56.75, which was lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
