JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.14
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 871.20 | 1.05 | -0.10 | 34.90 | 648 | -106 | 1,021 | |||
| 20 Nov | 865.40 | 1.15 | 0.00 | 33.45 | 1,394 | 20 | 1,125 | |||
| 19 Nov | 865.40 | 1.15 | -1.65 | 33.45 | 1,394 | 18 | 1,125 | |||
| 18 Nov | 886.75 | 2.8 | 0.05 | 30.72 | 1,313 | 108 | 1,117 | |||
| 14 Nov | 877.40 | 2.75 | 0.05 | 27.97 | 1,169 | 407 | 1,012 | |||
| 13 Nov | 858.65 | 2.7 | -2.25 | 32.11 | 1,584 | -70 | 625 | |||
| 12 Nov | 887.00 | 4.95 | -6.20 | 28.58 | 1,236 | 39 | 707 | |||
| 11 Nov | 906.85 | 11.15 | -8.50 | 27.71 | 1,452 | 82 | 668 | |||
| 8 Nov | 928.05 | 19.65 | -9.35 | 26.89 | 1,686 | 115 | 589 | |||
| 7 Nov | 947.60 | 29 | -9.20 | 26.85 | 1,356 | 55 | 474 | |||
| 6 Nov | 951.85 | 38.2 | 3.75 | 30.91 | 1,769 | -127 | 421 | |||
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| 5 Nov | 936.05 | 34.45 | 9.35 | 36.17 | 1,384 | 27 | 531 | |||
| 4 Nov | 909.20 | 25.1 | -7.95 | 37.94 | 520 | -5 | 502 | |||
| 1 Nov | 929.50 | 33.05 | 0.15 | 34.57 | 55 | 1 | 508 | |||
| 31 Oct | 920.50 | 32.9 | -2.10 | - | 685 | 212 | 506 | |||
| 30 Oct | 919.00 | 35 | 3.90 | - | 260 | 62 | 295 | |||
| 29 Oct | 915.05 | 31.1 | -2.10 | - | 139 | 42 | 233 | |||
| 28 Oct | 919.00 | 33.2 | 6.65 | - | 77 | 14 | 192 | |||
| 25 Oct | 899.05 | 26.55 | -11.10 | - | 66 | 17 | 178 | |||
| 24 Oct | 924.30 | 37.65 | 3.30 | - | 76 | 1 | 162 | |||
| 23 Oct | 915.45 | 34.35 | 4.25 | - | 185 | 52 | 161 | |||
| 22 Oct | 910.25 | 30.1 | -96.70 | - | 131 | 109 | 109 | |||
| 21 Oct | 948.95 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 964.50 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 930.00 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 960.25 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 968.70 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 993.15 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1005.85 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 990.75 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 999.50 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 982.90 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1000.60 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1021.10 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1051.05 | 126.8 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 CE is 0.06
Historical price for 940 CE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 34.90, the open interest changed by -106 which decreased total open position to 1021
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 33.45, the open interest changed by 20 which increased total open position to 1125
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 1.15, which was -1.65 lower than the previous day. The implied volatity was 33.45, the open interest changed by 18 which increased total open position to 1125
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by 108 which increased total open position to 1117
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 27.97, the open interest changed by 407 which increased total open position to 1012
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 2.7, which was -2.25 lower than the previous day. The implied volatity was 32.11, the open interest changed by -70 which decreased total open position to 625
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 4.95, which was -6.20 lower than the previous day. The implied volatity was 28.58, the open interest changed by 39 which increased total open position to 707
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 11.15, which was -8.50 lower than the previous day. The implied volatity was 27.71, the open interest changed by 82 which increased total open position to 668
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 19.65, which was -9.35 lower than the previous day. The implied volatity was 26.89, the open interest changed by 115 which increased total open position to 589
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 29, which was -9.20 lower than the previous day. The implied volatity was 26.85, the open interest changed by 55 which increased total open position to 474
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 38.2, which was 3.75 higher than the previous day. The implied volatity was 30.91, the open interest changed by -127 which decreased total open position to 421
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 34.45, which was 9.35 higher than the previous day. The implied volatity was 36.17, the open interest changed by 27 which increased total open position to 531
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 25.1, which was -7.95 lower than the previous day. The implied volatity was 37.94, the open interest changed by -5 which decreased total open position to 502
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 33.05, which was 0.15 higher than the previous day. The implied volatity was 34.57, the open interest changed by 1 which increased total open position to 508
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 32.9, which was -2.10 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 35, which was 3.90 higher 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 31.1, which was -2.10 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 33.2, which was 6.65 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 26.55, which was -11.10 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 37.65, which was 3.30 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 34.35, which was 4.25 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 30.1, which was -96.70 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.21
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 871.20 | 71.45 | -3.45 | 41.75 | 24 | -2 | 476 |
| 20 Nov | 865.40 | 74.9 | 0.00 | 24.93 | 44 | -2 | 478 |
| 19 Nov | 865.40 | 74.9 | 18.60 | 24.93 | 44 | -2 | 478 |
| 18 Nov | 886.75 | 56.3 | -6.00 | 29.63 | 115 | -6 | 476 |
| 14 Nov | 877.40 | 62.3 | -14.90 | 27.07 | 171 | -31 | 483 |
| 13 Nov | 858.65 | 77.2 | 20.20 | 28.41 | 52 | -17 | 518 |
| 12 Nov | 887.00 | 57 | 19.85 | 28.91 | 223 | 0 | 535 |
| 11 Nov | 906.85 | 37.15 | 7.75 | 26.59 | 319 | 43 | 559 |
| 8 Nov | 928.05 | 29.4 | 7.15 | 29.08 | 875 | -11 | 515 |
| 7 Nov | 947.60 | 22.25 | 1.80 | 29.60 | 1,882 | -2 | 524 |
| 6 Nov | 951.85 | 20.45 | -12.60 | 30.74 | 1,519 | 245 | 538 |
| 5 Nov | 936.05 | 33.05 | -15.90 | 35.96 | 171 | 67 | 293 |
| 4 Nov | 909.20 | 48.95 | 3.80 | 37.95 | 56 | 30 | 226 |
| 1 Nov | 929.50 | 45.15 | 0.00 | 0.00 | 0 | 93 | 0 |
| 31 Oct | 920.50 | 45.15 | -0.25 | - | 263 | 89 | 192 |
| 30 Oct | 919.00 | 45.4 | -11.20 | - | 61 | -8 | 103 |
| 29 Oct | 915.05 | 56.6 | 8.20 | - | 13 | 6 | 111 |
| 28 Oct | 919.00 | 48.4 | -6.55 | - | 18 | 6 | 106 |
| 25 Oct | 899.05 | 54.95 | 11.95 | - | 11 | 2 | 100 |
| 24 Oct | 924.30 | 43 | -1.65 | - | 10 | 2 | 98 |
| 23 Oct | 915.45 | 44.65 | 5.30 | - | 44 | 17 | 73 |
| 22 Oct | 910.25 | 39.35 | 16.85 | - | 6 | 1 | 55 |
| 21 Oct | 948.95 | 22.5 | 0.00 | - | 0 | 2 | 0 |
| 18 Oct | 964.50 | 22.5 | -22.60 | - | 20 | 1 | 53 |
| 17 Oct | 930.00 | 45.1 | 17.50 | - | 42 | 7 | 32 |
| 16 Oct | 960.25 | 27.6 | 7.60 | - | 5 | 1 | 25 |
| 15 Oct | 968.70 | 20 | 4.90 | - | 2 | 1 | 23 |
| 14 Oct | 993.15 | 15.1 | 2.45 | - | 4 | 2 | 21 |
| 11 Oct | 1005.85 | 12.65 | -3.85 | - | 6 | 4 | 17 |
| 10 Oct | 990.75 | 16.5 | -3.60 | - | 11 | 2 | 13 |
| 9 Oct | 999.50 | 20.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 982.90 | 20.1 | 8.05 | - | 2 | 0 | 11 |
| 7 Oct | 1000.60 | 12.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1021.10 | 12.05 | 3.05 | - | 1 | 0 | 11 |
| 3 Oct | 1051.05 | 9 | - | 11 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.90
Historical price for 940 PE is as follows
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 71.45, which was -3.45 lower than the previous day. The implied volatity was 41.75, the open interest changed by -2 which decreased total open position to 476
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 74.9, which was 0.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by -2 which decreased total open position to 478
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 74.9, which was 18.60 higher than the previous day. The implied volatity was 24.93, the open interest changed by -2 which decreased total open position to 478
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 56.3, which was -6.00 lower than the previous day. The implied volatity was 29.63, the open interest changed by -6 which decreased total open position to 476
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 62.3, which was -14.90 lower than the previous day. The implied volatity was 27.07, the open interest changed by -31 which decreased total open position to 483
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 77.2, which was 20.20 higher than the previous day. The implied volatity was 28.41, the open interest changed by -17 which decreased total open position to 518
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 57, which was 19.85 higher than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 535
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 37.15, which was 7.75 higher than the previous day. The implied volatity was 26.59, the open interest changed by 43 which increased total open position to 559
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 29.4, which was 7.15 higher than the previous day. The implied volatity was 29.08, the open interest changed by -11 which decreased total open position to 515
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 22.25, which was 1.80 higher than the previous day. The implied volatity was 29.60, the open interest changed by -2 which decreased total open position to 524
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 20.45, which was -12.60 lower than the previous day. The implied volatity was 30.74, the open interest changed by 245 which increased total open position to 538
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 33.05, which was -15.90 lower than the previous day. The implied volatity was 35.96, the open interest changed by 67 which increased total open position to 293
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 48.95, which was 3.80 higher than the previous day. The implied volatity was 37.95, the open interest changed by 30 which increased total open position to 226
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 45.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 93 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 45.15, which was -0.25 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 45.4, which was -11.20 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 56.6, which was 8.20 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 48.4, which was -6.55 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 54.95, 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 43, which was -1.65 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 44.65, which was 5.30 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 39.35, which was 16.85 higher 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 22.5, 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 22.5, which was -22.60 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 45.1, which was 17.50 higher 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 27.6, which was 7.60 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 20, which was 4.90 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 15.1, which was 2.45 higher 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 12.65, which was -3.85 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 16.5, 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 9 Oct JINDALSTEL was trading at 999.50. The strike last trading price was 20.1, 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 20.1, which was 8.05 higher 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 12.05, 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 12.05, which was 3.05 higher 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 9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
