JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
14 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 950 CE | ||||||||||
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Delta: 0.09
Vega: 0.29
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 877.40 | 2.15 | 0.00 | 29.11 | 1,083 | -93 | 1,512 | |||
| 13 Nov | 858.65 | 2.15 | -1.55 | 33.05 | 1,765 | 56 | 1,609 | |||
| 12 Nov | 887.00 | 3.7 | -4.75 | 28.98 | 1,627 | 39 | 1,552 | |||
| 11 Nov | 906.85 | 8.45 | -7.40 | 27.74 | 1,515 | 64 | 1,533 | |||
| 8 Nov | 928.05 | 15.85 | -8.60 | 27.12 | 2,509 | 274 | 1,471 | |||
| 7 Nov | 947.60 | 24.45 | -8.50 | 27.48 | 3,996 | -15 | 1,202 | |||
| 6 Nov | 951.85 | 32.95 | 3.45 | 31.19 | 2,883 | 109 | 1,210 | |||
| 5 Nov | 936.05 | 29.5 | 8.60 | 35.81 | 1,770 | -9 | 1,094 | |||
| 4 Nov | 909.20 | 20.9 | -9.10 | 37.19 | 842 | 100 | 1,102 | |||
| 1 Nov | 929.50 | 30 | 1.95 | 35.91 | 84 | -1 | 1,001 | |||
| 31 Oct | 920.50 | 28.05 | 1.00 | - | 1,066 | 44 | 1,003 | |||
| 30 Oct | 919.00 | 27.05 | -1.20 | - | 527 | 82 | 960 | |||
| 29 Oct | 915.05 | 28.25 | -0.85 | - | 438 | 0 | 879 | |||
| 28 Oct | 919.00 | 29.1 | 5.70 | - | 1,204 | 702 | 879 | |||
| 25 Oct | 899.05 | 23.4 | -10.60 | - | 185 | 16 | 177 | |||
| 24 Oct | 924.30 | 34 | 4.30 | - | 60 | 16 | 157 | |||
| 23 Oct | 915.45 | 29.7 | 2.20 | - | 151 | 20 | 139 | |||
| 22 Oct | 910.25 | 27.5 | -19.40 | - | 33 | 13 | 119 | |||
| 21 Oct | 948.95 | 46.9 | -5.70 | - | 6 | 0 | 106 | |||
| 18 Oct | 964.50 | 52.6 | 18.95 | - | 123 | 2 | 104 | |||
| 17 Oct | 930.00 | 33.65 | -86.30 | - | 127 | 101 | 101 | |||
| 16 Oct | 960.25 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 968.70 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 993.15 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1005.85 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 990.75 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 999.50 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 982.90 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1000.60 | 119.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1051.05 | 119.95 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 950 expiring on 28NOV2024
Delta for 950 CE is 0.09
Historical price for 950 CE is as follows
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 29.11, the open interest changed by -93 which decreased total open position to 1512
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 2.15, which was -1.55 lower than the previous day. The implied volatity was 33.05, the open interest changed by 56 which increased total open position to 1609
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 3.7, which was -4.75 lower than the previous day. The implied volatity was 28.98, the open interest changed by 39 which increased total open position to 1552
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 8.45, which was -7.40 lower than the previous day. The implied volatity was 27.74, the open interest changed by 64 which increased total open position to 1533
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 15.85, which was -8.60 lower than the previous day. The implied volatity was 27.12, the open interest changed by 274 which increased total open position to 1471
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 24.45, which was -8.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by -15 which decreased total open position to 1202
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 32.95, which was 3.45 higher than the previous day. The implied volatity was 31.19, the open interest changed by 109 which increased total open position to 1210
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 29.5, which was 8.60 higher than the previous day. The implied volatity was 35.81, the open interest changed by -9 which decreased total open position to 1094
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 20.9, which was -9.10 lower than the previous day. The implied volatity was 37.19, the open interest changed by 100 which increased total open position to 1102
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 30, which was 1.95 higher than the previous day. The implied volatity was 35.91, the open interest changed by -1 which decreased total open position to 1001
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 28.05, which was 1.00 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 27.05, which was -1.20 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 28.25, which was -0.85 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 29.1, which was 5.70 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 23.4, which was -10.60 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 34, which was 4.30 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 29.7, which was 2.20 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 27.5, which was -19.40 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 46.9, which was -5.70 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 52.6, which was 18.95 higher 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 33.65, which was -86.30 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 119.95, 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 15 Oct JINDALSTEL was trading at 968.70. The strike last trading price was 119.95, 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 119.95, 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 119.95, 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 119.95, 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 119.95, 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 119.95, 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 119.95, 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 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.26
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 877.40 | 71.5 | -16.10 | 27.41 | 7 | 1 | 556 |
| 13 Nov | 858.65 | 87.6 | 21.60 | 32.85 | 109 | -21 | 555 |
| 12 Nov | 887.00 | 66 | 20.65 | 30.07 | 120 | -70 | 578 |
| 11 Nov | 906.85 | 45.35 | 8.80 | 27.99 | 130 | -10 | 649 |
| 8 Nov | 928.05 | 36.55 | 9.25 | 30.56 | 648 | 28 | 663 |
| 7 Nov | 947.60 | 27.3 | 2.80 | 29.81 | 2,559 | 182 | 639 |
| 6 Nov | 951.85 | 24.5 | -13.35 | 30.34 | 1,178 | 192 | 458 |
| 5 Nov | 936.05 | 37.85 | -17.65 | 35.40 | 188 | 42 | 265 |
| 4 Nov | 909.20 | 55.5 | 5.40 | 38.12 | 102 | 37 | 224 |
| 1 Nov | 929.50 | 50.1 | 0.00 | 0.00 | 0 | 84 | 0 |
| 31 Oct | 920.50 | 50.1 | -1.55 | - | 263 | 85 | 188 |
| 30 Oct | 919.00 | 51.65 | -2.80 | - | 38 | 27 | 102 |
| 29 Oct | 915.05 | 54.45 | 0.45 | - | 22 | 7 | 73 |
| 28 Oct | 919.00 | 54 | -11.00 | - | 13 | 1 | 66 |
| 25 Oct | 899.05 | 65 | 28.50 | - | 34 | 30 | 65 |
| 24 Oct | 924.30 | 36.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 36.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 910.25 | 36.5 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 948.95 | 36.5 | 8.50 | - | 2 | 0 | 34 |
| 18 Oct | 964.50 | 28 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 930.00 | 28 | 0.00 | - | 0 | 32 | 0 |
| 16 Oct | 960.25 | 28 | 12.40 | - | 35 | 25 | 27 |
| 15 Oct | 968.70 | 15.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 993.15 | 15.6 | 0.00 | - | 0 | 2 | 0 |
| 11 Oct | 1005.85 | 15.6 | -14.20 | - | 2 | 0 | 0 |
| 10 Oct | 990.75 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 999.50 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 982.90 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1000.60 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1051.05 | 29.8 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 950 expiring on 28NOV2024
Delta for 950 PE is -0.92
Historical price for 950 PE is as follows
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 71.5, which was -16.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 556
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 87.6, which was 21.60 higher than the previous day. The implied volatity was 32.85, the open interest changed by -21 which decreased total open position to 555
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 66, which was 20.65 higher than the previous day. The implied volatity was 30.07, the open interest changed by -70 which decreased total open position to 578
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 45.35, which was 8.80 higher than the previous day. The implied volatity was 27.99, the open interest changed by -10 which decreased total open position to 649
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 36.55, which was 9.25 higher than the previous day. The implied volatity was 30.56, the open interest changed by 28 which increased total open position to 663
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 27.3, which was 2.80 higher than the previous day. The implied volatity was 29.81, the open interest changed by 182 which increased total open position to 639
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 24.5, which was -13.35 lower than the previous day. The implied volatity was 30.34, the open interest changed by 192 which increased total open position to 458
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 37.85, which was -17.65 lower than the previous day. The implied volatity was 35.40, the open interest changed by 42 which increased total open position to 265
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 55.5, which was 5.40 higher than the previous day. The implied volatity was 38.12, the open interest changed by 37 which increased total open position to 224
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 84 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 50.1, which was -1.55 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 51.65, which was -2.80 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 54.45, which was 0.45 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 54, which was -11.00 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 65, which was 28.50 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 36.5, 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 23 Oct JINDALSTEL was trading at 915.45. The strike last trading price was 36.5, 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 22 Oct JINDALSTEL was trading at 910.25. The strike last trading price was 36.5, 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 21 Oct JINDALSTEL was trading at 948.95. The strike last trading price was 36.5, which was 8.50 higher 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 28, 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 28, 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 28, which was 12.40 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 15.6, 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 15.6, 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 15.6, which was -14.20 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
