JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
14 Nov 2024 09:33 AM IST
| JINDALSTEL 28NOV2024 930 CE | ||||||||||
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Delta: 0.17
Vega: 0.44
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 874.05 | 4.4 | 1.05 | 29.04 | 213 | 13 | 729 | |||
| 13 Nov | 858.65 | 3.35 | -3.15 | 30.99 | 1,386 | 28 | 739 | |||
| 12 Nov | 887.00 | 6.5 | -8.40 | 28.03 | 1,331 | -10 | 704 | |||
| 11 Nov | 906.85 | 14.9 | -9.25 | 28.26 | 1,351 | 164 | 720 | |||
| 8 Nov | 928.05 | 24.15 | -10.90 | 26.71 | 1,582 | 84 | 556 | |||
| 7 Nov | 947.60 | 35.05 | -9.80 | 27.18 | 1,312 | 46 | 471 | |||
| 6 Nov | 951.85 | 44.85 | 5.80 | 31.60 | 1,362 | -260 | 430 | |||
| 5 Nov | 936.05 | 39.05 | 10.75 | 35.65 | 2,136 | -43 | 690 | |||
| 4 Nov | 909.20 | 28.3 | -10.45 | 37.13 | 789 | 42 | 735 | |||
| 1 Nov | 929.50 | 38.75 | 1.95 | 35.43 | 270 | 0 | 689 | |||
| 31 Oct | 920.50 | 36.8 | 1.60 | - | 1,591 | 131 | 687 | |||
| 30 Oct | 919.00 | 35.2 | -2.00 | - | 1,393 | 370 | 560 | |||
| 29 Oct | 915.05 | 37.2 | 0.30 | - | 311 | 107 | 190 | |||
| 28 Oct | 919.00 | 36.9 | 6.35 | - | 132 | 29 | 83 | |||
| 25 Oct | 899.05 | 30.55 | -11.55 | - | 69 | 18 | 54 | |||
| 24 Oct | 924.30 | 42.1 | 2.55 | - | 129 | 24 | 36 | |||
| 23 Oct | 915.45 | 39.55 | -0.80 | - | 29 | 10 | 12 | |||
| 22 Oct | 910.25 | 40.35 | -93.50 | - | 3 | 2 | 2 | |||
| 21 Oct | 948.95 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 964.50 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 930.00 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 960.25 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 968.70 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 993.15 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1005.85 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 990.75 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 999.50 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 982.90 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1000.60 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1021.10 | 133.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1051.05 | 133.85 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 930 expiring on 28NOV2024
Delta for 930 CE is 0.17
Historical price for 930 CE is as follows
On 14 Nov JINDALSTEL was trading at 874.05. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was 29.04, the open interest changed by 13 which increased total open position to 729
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 3.35, which was -3.15 lower than the previous day. The implied volatity was 30.99, the open interest changed by 28 which increased total open position to 739
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 6.5, which was -8.40 lower than the previous day. The implied volatity was 28.03, the open interest changed by -10 which decreased total open position to 704
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 14.9, which was -9.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by 164 which increased total open position to 720
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 24.15, which was -10.90 lower than the previous day. The implied volatity was 26.71, the open interest changed by 84 which increased total open position to 556
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 35.05, which was -9.80 lower than the previous day. The implied volatity was 27.18, the open interest changed by 46 which increased total open position to 471
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 44.85, which was 5.80 higher than the previous day. The implied volatity was 31.60, the open interest changed by -260 which decreased total open position to 430
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 39.05, which was 10.75 higher than the previous day. The implied volatity was 35.65, the open interest changed by -43 which decreased total open position to 690
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 28.3, which was -10.45 lower than the previous day. The implied volatity was 37.13, the open interest changed by 42 which increased total open position to 735
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 38.75, which was 1.95 higher than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 689
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 36.8, which was 1.60 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 35.2, which was -2.00 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 37.2, which was 0.30 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 36.9, which was 6.35 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 30.55, which was -11.55 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 42.1, 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 23 Oct JINDALSTEL was trading at 915.45. The strike last trading price was 39.55, which was -0.80 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 40.35, which was -93.50 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 133.85, 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 133.85, 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 133.85, 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 133.85, 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 133.85, 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 133.85, 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 11 Oct JINDALSTEL was trading at 1005.85. The strike last trading price was 133.85, 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 10 Oct JINDALSTEL was trading at 990.75. The strike last trading price was 133.85, 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 133.85, 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 133.85, 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 7 Oct JINDALSTEL was trading at 1000.60. The strike last trading price was 133.85, 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 4 Oct JINDALSTEL was trading at 1021.10. The strike last trading price was 133.85, 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 3 Oct JINDALSTEL was trading at 1051.05. The strike last trading price was 133.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.43
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 874.05 | 55.2 | -16.40 | 28.40 | 56 | 17 | 562 |
| 13 Nov | 858.65 | 71.6 | 23.85 | 37.47 | 83 | -17 | 545 |
| 12 Nov | 887.00 | 47.75 | 16.25 | 26.78 | 114 | 3 | 562 |
| 11 Nov | 906.85 | 31.5 | 7.10 | 27.95 | 356 | 4 | 561 |
| 8 Nov | 928.05 | 24.4 | 5.85 | 29.41 | 1,048 | -8 | 560 |
| 7 Nov | 947.60 | 18.55 | 1.50 | 30.26 | 1,192 | 58 | 569 |
| 6 Nov | 951.85 | 17.05 | -11.30 | 31.29 | 1,331 | -101 | 515 |
| 5 Nov | 936.05 | 28.35 | -14.70 | 36.13 | 441 | 41 | 613 |
| 4 Nov | 909.20 | 43.05 | 7.00 | 38.04 | 240 | 72 | 572 |
| 1 Nov | 929.50 | 36.05 | -2.50 | 39.05 | 63 | 28 | 501 |
| 31 Oct | 920.50 | 38.55 | -2.05 | - | 442 | 137 | 474 |
| 30 Oct | 919.00 | 40.6 | -2.45 | - | 416 | 297 | 337 |
| 29 Oct | 915.05 | 43.05 | -0.35 | - | 31 | 20 | 42 |
| 28 Oct | 919.00 | 43.4 | -15.60 | - | 14 | 9 | 23 |
| 25 Oct | 899.05 | 59 | 23.10 | - | 14 | 0 | 14 |
| 24 Oct | 924.30 | 35.9 | -3.65 | - | 6 | 3 | 14 |
| 23 Oct | 915.45 | 39.55 | 16.55 | - | 20 | 9 | 11 |
| 22 Oct | 910.25 | 23 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 948.95 | 23 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 964.50 | 23 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 930.00 | 23 | 0.00 | - | 0 | 2 | 0 |
| 16 Oct | 960.25 | 23 | -0.95 | - | 8 | 3 | 3 |
| 15 Oct | 968.70 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 993.15 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1005.85 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 990.75 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 999.50 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 982.90 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1000.60 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1021.10 | 23.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1051.05 | 23.95 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 930 expiring on 28NOV2024
Delta for 930 PE is -0.84
Historical price for 930 PE is as follows
On 14 Nov JINDALSTEL was trading at 874.05. The strike last trading price was 55.2, which was -16.40 lower than the previous day. The implied volatity was 28.40, the open interest changed by 17 which increased total open position to 562
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 71.6, which was 23.85 higher than the previous day. The implied volatity was 37.47, the open interest changed by -17 which decreased total open position to 545
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 47.75, which was 16.25 higher than the previous day. The implied volatity was 26.78, the open interest changed by 3 which increased total open position to 562
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 31.5, which was 7.10 higher than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 561
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 24.4, which was 5.85 higher than the previous day. The implied volatity was 29.41, the open interest changed by -8 which decreased total open position to 560
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 18.55, which was 1.50 higher than the previous day. The implied volatity was 30.26, the open interest changed by 58 which increased total open position to 569
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 17.05, which was -11.30 lower than the previous day. The implied volatity was 31.29, the open interest changed by -101 which decreased total open position to 515
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 28.35, which was -14.70 lower than the previous day. The implied volatity was 36.13, the open interest changed by 41 which increased total open position to 613
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 43.05, which was 7.00 higher than the previous day. The implied volatity was 38.04, the open interest changed by 72 which increased total open position to 572
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 36.05, which was -2.50 lower than the previous day. The implied volatity was 39.05, the open interest changed by 28 which increased total open position to 501
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 38.55, 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 30 Oct JINDALSTEL was trading at 919.00. The strike last trading price was 40.6, which was -2.45 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 43.05, which was -0.35 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 43.4, which was -15.60 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 59, which was 23.10 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 35.9, which was -3.65 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 39.55, which was 16.55 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 23, 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 23, 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 23, 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 23, 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 23, which was -0.95 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 23.95, 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 23.95, 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 11 Oct JINDALSTEL was trading at 1005.85. The strike last trading price was 23.95, 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 10 Oct JINDALSTEL was trading at 990.75. The strike last trading price was 23.95, 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 23.95, 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 23.95, 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 7 Oct JINDALSTEL was trading at 1000.60. The strike last trading price was 23.95, 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 4 Oct JINDALSTEL was trading at 1021.10. The strike last trading price was 23.95, 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 3 Oct JINDALSTEL was trading at 1051.05. The strike last trading price was 23.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
