JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 950 CE | ||||||||||
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Delta: 0.13
Vega: 0.25
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 2.35 | -1.90 | 30.41 | 4,029 | -125 | 883 | |||
| 19 Dec | 922.40 | 4.25 | -4.25 | 25.34 | 2,354 | 194 | 1,011 | |||
| 18 Dec | 931.45 | 8.5 | -9.50 | 27.29 | 3,026 | 275 | 814 | |||
| 17 Dec | 951.50 | 18 | -16.60 | 29.16 | 455 | 109 | 538 | |||
| 16 Dec | 976.10 | 34.6 | -18.35 | 27.11 | 241 | -49 | 428 | |||
| 13 Dec | 998.75 | 52.95 | -5.10 | 24.75 | 357 | -33 | 477 | |||
| 12 Dec | 1000.25 | 58.05 | 7.05 | 30.29 | 116 | -6 | 510 | |||
| 11 Dec | 994.65 | 51 | -6.95 | 26.01 | 69 | -17 | 516 | |||
| 10 Dec | 1002.35 | 57.95 | 23.10 | 25.10 | 1,363 | -375 | 533 | |||
| 9 Dec | 967.20 | 34.85 | 9.45 | 26.51 | 3,712 | -306 | 945 | |||
| 6 Dec | 949.10 | 25.4 | 6.70 | 27.44 | 4,123 | 264 | 1,229 | |||
| 5 Dec | 934.45 | 18.7 | -1.10 | 25.61 | 1,766 | -50 | 979 | |||
| 4 Dec | 935.50 | 19.8 | 4.20 | 26.53 | 1,405 | -20 | 1,032 | |||
| 3 Dec | 925.80 | 15.6 | 1.05 | 24.78 | 1,787 | 359 | 1,050 | |||
| 2 Dec | 918.55 | 14.55 | 2.90 | 25.85 | 990 | 30 | 699 | |||
| 29 Nov | 906.45 | 11.65 | 1.15 | 25.66 | 1,049 | 64 | 668 | |||
| 28 Nov | 897.00 | 10.5 | 1.45 | 26.45 | 1,193 | 267 | 603 | |||
| 27 Nov | 889.55 | 9.05 | -1.85 | 27.58 | 272 | 89 | 335 | |||
| 26 Nov | 892.80 | 10.9 | 2.85 | 28.21 | 324 | 79 | 246 | |||
| 25 Nov | 877.25 | 8.05 | -2.85 | 29.39 | 225 | 128 | 160 | |||
| 22 Nov | 878.95 | 10.9 | -0.30 | 30.59 | 45 | 24 | 56 | |||
| 21 Nov | 871.20 | 11.2 | 2.40 | 32.60 | 23 | -2 | 32 | |||
| 20 Nov | 865.40 | 8.8 | 0.00 | 30.20 | 62 | 20 | 33 | |||
| 19 Nov | 865.40 | 8.8 | -5.50 | 30.20 | 62 | 19 | 33 | |||
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| 18 Nov | 886.75 | 14.3 | 3.30 | 30.41 | 28 | 4 | 8 | |||
| 14 Nov | 877.40 | 11 | -3.95 | 27.18 | 1 | 0 | 3 | |||
| 13 Nov | 858.65 | 14.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 14.95 | -6.05 | 28.41 | 4 | 1 | 4 | |||
| 11 Nov | 906.85 | 21 | -29.60 | 26.06 | 1 | 0 | 2 | |||
| 8 Nov | 928.05 | 50.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 50.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 951.85 | 50.6 | 30.67 | 4 | 2 | 2 | ||||
For Jindal Steel & Power Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.13
Historical price for 950 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 2.35, which was -1.90 lower than the previous day. The implied volatity was 30.41, the open interest changed by -125 which decreased total open position to 883
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 4.25, which was -4.25 lower than the previous day. The implied volatity was 25.34, the open interest changed by 194 which increased total open position to 1011
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 8.5, which was -9.50 lower than the previous day. The implied volatity was 27.29, the open interest changed by 275 which increased total open position to 814
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 18, which was -16.60 lower than the previous day. The implied volatity was 29.16, the open interest changed by 109 which increased total open position to 538
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 34.6, which was -18.35 lower than the previous day. The implied volatity was 27.11, the open interest changed by -49 which decreased total open position to 428
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 52.95, which was -5.10 lower than the previous day. The implied volatity was 24.75, the open interest changed by -33 which decreased total open position to 477
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 58.05, which was 7.05 higher than the previous day. The implied volatity was 30.29, the open interest changed by -6 which decreased total open position to 510
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 51, which was -6.95 lower than the previous day. The implied volatity was 26.01, the open interest changed by -17 which decreased total open position to 516
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 57.95, which was 23.10 higher than the previous day. The implied volatity was 25.10, the open interest changed by -375 which decreased total open position to 533
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 34.85, which was 9.45 higher than the previous day. The implied volatity was 26.51, the open interest changed by -306 which decreased total open position to 945
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 25.4, which was 6.70 higher than the previous day. The implied volatity was 27.44, the open interest changed by 264 which increased total open position to 1229
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 18.7, which was -1.10 lower than the previous day. The implied volatity was 25.61, the open interest changed by -50 which decreased total open position to 979
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 19.8, which was 4.20 higher than the previous day. The implied volatity was 26.53, the open interest changed by -20 which decreased total open position to 1032
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 15.6, which was 1.05 higher than the previous day. The implied volatity was 24.78, the open interest changed by 359 which increased total open position to 1050
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 14.55, which was 2.90 higher than the previous day. The implied volatity was 25.85, the open interest changed by 30 which increased total open position to 699
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 11.65, which was 1.15 higher than the previous day. The implied volatity was 25.66, the open interest changed by 64 which increased total open position to 668
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 10.5, which was 1.45 higher than the previous day. The implied volatity was 26.45, the open interest changed by 267 which increased total open position to 603
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 9.05, which was -1.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by 89 which increased total open position to 335
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 10.9, which was 2.85 higher than the previous day. The implied volatity was 28.21, the open interest changed by 79 which increased total open position to 246
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 8.05, which was -2.85 lower than the previous day. The implied volatity was 29.39, the open interest changed by 128 which increased total open position to 160
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 10.9, which was -0.30 lower than the previous day. The implied volatity was 30.59, the open interest changed by 24 which increased total open position to 56
On 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 11.2, which was 2.40 higher than the previous day. The implied volatity was 32.60, the open interest changed by -2 which decreased total open position to 32
On 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 30.20, the open interest changed by 20 which increased total open position to 33
On 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 8.8, which was -5.50 lower than the previous day. The implied volatity was 30.20, the open interest changed by 19 which increased total open position to 33
On 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 14.3, which was 3.30 higher than the previous day. The implied volatity was 30.41, the open interest changed by 4 which increased total open position to 8
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 11, which was -3.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 3
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 14.95, 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 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 14.95, which was -6.05 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 4
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 21, which was -29.60 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 2
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 50.6, 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 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 50.6, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 50.6, which was lower than the previous day. The implied volatity was 30.67, the open interest changed by 2 which increased total open position to 2
| JINDALSTEL 26DEC2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.24
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 42.9 | 12.10 | 29.44 | 592 | -116 | 453 |
| 19 Dec | 922.40 | 30.8 | 6.10 | 29.48 | 348 | 6 | 569 |
| 18 Dec | 931.45 | 24.7 | 10.20 | 27.84 | 1,824 | 15 | 565 |
| 17 Dec | 951.50 | 14.5 | 7.25 | 25.52 | 1,998 | -82 | 551 |
| 16 Dec | 976.10 | 7.25 | 3.40 | 28.07 | 1,090 | -41 | 635 |
| 13 Dec | 998.75 | 3.85 | -0.60 | 26.50 | 1,713 | -26 | 678 |
| 12 Dec | 1000.25 | 4.45 | -1.95 | 27.68 | 1,590 | -100 | 702 |
| 11 Dec | 994.65 | 6.4 | 0.30 | 28.31 | 1,362 | 28 | 801 |
| 10 Dec | 1002.35 | 6.1 | -7.85 | 29.66 | 4,482 | 94 | 775 |
| 9 Dec | 967.20 | 13.95 | -7.85 | 28.50 | 2,778 | 325 | 678 |
| 6 Dec | 949.10 | 21.8 | -8.30 | 25.96 | 974 | 45 | 357 |
| 5 Dec | 934.45 | 30.1 | -0.70 | 28.03 | 248 | 16 | 312 |
| 4 Dec | 935.50 | 30.8 | -6.50 | 27.81 | 232 | -30 | 293 |
| 3 Dec | 925.80 | 37.3 | -5.20 | 29.73 | 188 | 48 | 320 |
| 2 Dec | 918.55 | 42.5 | -8.45 | 30.51 | 69 | 26 | 269 |
| 29 Nov | 906.45 | 50.95 | -6.40 | 29.43 | 182 | 29 | 243 |
| 28 Nov | 897.00 | 57.35 | -3.65 | 30.13 | 147 | 83 | 212 |
| 27 Nov | 889.55 | 61 | -2.50 | 23.99 | 115 | 5 | 86 |
| 26 Nov | 892.80 | 63.5 | -13.90 | 30.55 | 91 | 48 | 81 |
| 25 Nov | 877.25 | 77.4 | 9.65 | 30.47 | 34 | 32 | 32 |
| 22 Nov | 878.95 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 871.20 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 865.40 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 865.40 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 886.75 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 877.40 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 858.65 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 887.00 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 906.85 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 928.05 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 947.60 | 67.75 | 0.00 | 0.59 | 0 | 0 | 0 |
| 6 Nov | 951.85 | 67.75 | 1.55 | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 PE is -0.87
Historical price for 950 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 42.9, which was 12.10 higher than the previous day. The implied volatity was 29.44, the open interest changed by -116 which decreased total open position to 453
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 30.8, which was 6.10 higher than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 569
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 24.7, which was 10.20 higher than the previous day. The implied volatity was 27.84, the open interest changed by 15 which increased total open position to 565
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 14.5, which was 7.25 higher than the previous day. The implied volatity was 25.52, the open interest changed by -82 which decreased total open position to 551
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 7.25, which was 3.40 higher than the previous day. The implied volatity was 28.07, the open interest changed by -41 which decreased total open position to 635
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 3.85, which was -0.60 lower than the previous day. The implied volatity was 26.50, the open interest changed by -26 which decreased total open position to 678
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 4.45, which was -1.95 lower than the previous day. The implied volatity was 27.68, the open interest changed by -100 which decreased total open position to 702
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 6.4, which was 0.30 higher than the previous day. The implied volatity was 28.31, the open interest changed by 28 which increased total open position to 801
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 6.1, which was -7.85 lower than the previous day. The implied volatity was 29.66, the open interest changed by 94 which increased total open position to 775
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 13.95, which was -7.85 lower than the previous day. The implied volatity was 28.50, the open interest changed by 325 which increased total open position to 678
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 21.8, which was -8.30 lower than the previous day. The implied volatity was 25.96, the open interest changed by 45 which increased total open position to 357
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 30.1, which was -0.70 lower than the previous day. The implied volatity was 28.03, the open interest changed by 16 which increased total open position to 312
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 30.8, which was -6.50 lower than the previous day. The implied volatity was 27.81, the open interest changed by -30 which decreased total open position to 293
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 37.3, which was -5.20 lower than the previous day. The implied volatity was 29.73, the open interest changed by 48 which increased total open position to 320
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 42.5, which was -8.45 lower than the previous day. The implied volatity was 30.51, the open interest changed by 26 which increased total open position to 269
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 50.95, which was -6.40 lower than the previous day. The implied volatity was 29.43, the open interest changed by 29 which increased total open position to 243
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 57.35, which was -3.65 lower than the previous day. The implied volatity was 30.13, the open interest changed by 83 which increased total open position to 212
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 61, which was -2.50 lower than the previous day. The implied volatity was 23.99, the open interest changed by 5 which increased total open position to 86
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 63.5, which was -13.90 lower than the previous day. The implied volatity was 30.55, the open interest changed by 48 which increased total open position to 81
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 77.4, which was 9.65 higher than the previous day. The implied volatity was 30.47, the open interest changed by 32 which increased total open position to 32
On 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 67.75, 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 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 67.75, 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 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 67.75, 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 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 67.75, 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 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 67.75, 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 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 67.75, 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 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 67.75, 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 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 67.75, 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 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 67.75, 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 67.75, 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 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 67.75, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 67.75, which was lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
