JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
03 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 930 CE | ||||||||||
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Delta: 0.53
Vega: 0.93
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.53
Historical price for 930 CE is as follows
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: -0.47
Vega: 0.93
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.47
Historical price for 930 PE is as follows
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
