`
[--[65.84.65.76]--]
JINDALSTEL
Jindal Steel & Power Ltd

877.4 18.75 (2.18%)

Back to Option Chain


Historical option data for JINDALSTEL

14 Nov 2024 04:12 PM IST
JINDALSTEL 28NOV2024 940 CE
Delta: 0.12
Vega: 0.34
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.12

Historical price for 940 CE is as follows

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: -0.89
Vega: 0.33
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.89

Historical price for 940 PE is as follows

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