JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 970 CE | ||||||||||
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Delta: 0.08
Vega: 0.17
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 1.35 | -0.75 | 34.71 | 1,994 | 213 | 960 | |||
| 19 Dec | 922.40 | 2.1 | -2.05 | 28.55 | 1,748 | -2 | 747 | |||
| 18 Dec | 931.45 | 4.15 | -5.55 | 28.74 | 2,162 | 115 | 746 | |||
| 17 Dec | 951.50 | 9.7 | -11.50 | 29.07 | 2,042 | 163 | 629 | |||
| 16 Dec | 976.10 | 21.2 | -15.55 | 26.44 | 1,398 | 128 | 474 | |||
| 13 Dec | 998.75 | 36.75 | -4.85 | 24.34 | 648 | 3 | 349 | |||
| 12 Dec | 1000.25 | 41.6 | 5.05 | 28.20 | 122 | -21 | 347 | |||
| 11 Dec | 994.65 | 36.55 | -6.00 | 26.65 | 64 | -17 | 369 | |||
| 10 Dec | 1002.35 | 42.55 | 18.75 | 25.79 | 1,749 | -413 | 385 | |||
| 9 Dec | 967.20 | 23.8 | 7.30 | 27.07 | 4,014 | 535 | 772 | |||
| 6 Dec | 949.10 | 16.5 | 4.75 | 27.22 | 1,445 | 14 | 239 | |||
| 5 Dec | 934.45 | 11.75 | -0.95 | 25.86 | 920 | 48 | 231 | |||
| 4 Dec | 935.50 | 12.7 | 3.05 | 26.65 | 499 | 36 | 179 | |||
| 3 Dec | 925.80 | 9.65 | 0.40 | 25.07 | 687 | 36 | 140 | |||
| 2 Dec | 918.55 | 9.25 | 1.75 | 26.28 | 339 | 38 | 101 | |||
| 29 Nov | 906.45 | 7.5 | 0.30 | 26.24 | 220 | 23 | 64 | |||
| 28 Nov | 897.00 | 7.2 | 1.20 | 27.58 | 69 | 27 | 40 | |||
| 27 Nov | 889.55 | 6 | -35.05 | 28.24 | 73 | 14 | 14 | |||
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| 26 Nov | 892.80 | 41.05 | 0.00 | 7.10 | 0 | 0 | 0 | |||
| 25 Nov | 877.25 | 41.05 | 0.00 | 8.65 | 0 | 0 | 0 | |||
| 22 Nov | 878.95 | 41.05 | 0.00 | 7.96 | 0 | 0 | 0 | |||
| 21 Nov | 871.20 | 41.05 | 0.00 | 8.49 | 0 | 0 | 0 | |||
| 20 Nov | 865.40 | 41.05 | 0.00 | 8.75 | 0 | 0 | 0 | |||
| 19 Nov | 865.40 | 41.05 | 0.00 | 8.75 | 0 | 0 | 0 | |||
| 18 Nov | 886.75 | 41.05 | 0.00 | 6.90 | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 41.05 | 0.00 | 7.06 | 0 | 0 | 0 | |||
| 13 Nov | 858.65 | 41.05 | 0.00 | 8.20 | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 41.05 | 0.00 | 6.18 | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 41.05 | 0.00 | 4.19 | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 41.05 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 41.05 | 0.00 | 1.18 | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 41.05 | 0.20 | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 970 expiring on 26DEC2024
Delta for 970 CE is 0.08
Historical price for 970 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 34.71, the open interest changed by 213 which increased total open position to 960
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 2.1, which was -2.05 lower than the previous day. The implied volatity was 28.55, the open interest changed by -2 which decreased total open position to 747
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 4.15, which was -5.55 lower than the previous day. The implied volatity was 28.74, the open interest changed by 115 which increased total open position to 746
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 9.7, which was -11.50 lower than the previous day. The implied volatity was 29.07, the open interest changed by 163 which increased total open position to 629
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 21.2, which was -15.55 lower than the previous day. The implied volatity was 26.44, the open interest changed by 128 which increased total open position to 474
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 36.75, which was -4.85 lower than the previous day. The implied volatity was 24.34, the open interest changed by 3 which increased total open position to 349
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 41.6, which was 5.05 higher than the previous day. The implied volatity was 28.20, the open interest changed by -21 which decreased total open position to 347
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 36.55, which was -6.00 lower than the previous day. The implied volatity was 26.65, the open interest changed by -17 which decreased total open position to 369
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 42.55, which was 18.75 higher than the previous day. The implied volatity was 25.79, the open interest changed by -413 which decreased total open position to 385
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 23.8, which was 7.30 higher than the previous day. The implied volatity was 27.07, the open interest changed by 535 which increased total open position to 772
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 16.5, which was 4.75 higher than the previous day. The implied volatity was 27.22, the open interest changed by 14 which increased total open position to 239
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 11.75, which was -0.95 lower than the previous day. The implied volatity was 25.86, the open interest changed by 48 which increased total open position to 231
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 12.7, which was 3.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by 36 which increased total open position to 179
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 9.65, which was 0.40 higher than the previous day. The implied volatity was 25.07, the open interest changed by 36 which increased total open position to 140
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 9.25, which was 1.75 higher than the previous day. The implied volatity was 26.28, the open interest changed by 38 which increased total open position to 101
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 7.5, which was 0.30 higher than the previous day. The implied volatity was 26.24, the open interest changed by 23 which increased total open position to 64
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 7.2, which was 1.20 higher than the previous day. The implied volatity was 27.58, the open interest changed by 27 which increased total open position to 40
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 6, which was -35.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 14 which increased total open position to 14
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 41.05, which was 0.00 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 41.05, which was 0.00 lower than the previous day. The implied volatity was 8.65, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 7.96, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 8.75, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 8.75, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 8.20, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 6.18, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 41.05, which was lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 26DEC2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.20
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 62.85 | 13.25 | 38.71 | 30 | -6 | 353 |
| 19 Dec | 922.40 | 49.6 | 9.60 | 37.34 | 62 | -31 | 360 |
| 18 Dec | 931.45 | 40 | 13.85 | 28.67 | 529 | 7 | 393 |
| 17 Dec | 951.50 | 26.15 | 12.40 | 25.07 | 1,466 | 40 | 397 |
| 16 Dec | 976.10 | 13.75 | 6.25 | 27.16 | 2,379 | 59 | 372 |
| 13 Dec | 998.75 | 7.5 | -0.55 | 25.42 | 1,950 | -15 | 313 |
| 12 Dec | 1000.25 | 8.05 | -3.00 | 26.41 | 1,411 | 15 | 330 |
| 11 Dec | 994.65 | 11.05 | 0.55 | 27.26 | 820 | -78 | 316 |
| 10 Dec | 1002.35 | 10.5 | -12.20 | 29.00 | 2,737 | 205 | 396 |
| 9 Dec | 967.20 | 22.7 | -9.75 | 28.76 | 687 | 153 | 187 |
| 6 Dec | 949.10 | 32.45 | -13.25 | 25.28 | 115 | 7 | 33 |
| 5 Dec | 934.45 | 45.7 | 2.45 | 31.72 | 31 | 9 | 26 |
| 4 Dec | 935.50 | 43.25 | -3.50 | 27.65 | 27 | -2 | 15 |
| 3 Dec | 925.80 | 46.75 | -10.35 | 25.06 | 5 | 1 | 16 |
| 2 Dec | 918.55 | 57.1 | -7.90 | 31.60 | 13 | 9 | 13 |
| 29 Nov | 906.45 | 65 | -6.70 | 28.49 | 4 | 1 | 2 |
| 28 Nov | 897.00 | 71.7 | -7.80 | 28.88 | 1 | 0 | 0 |
| 27 Nov | 889.55 | 79.5 | -0.25 | 26.72 | 9 | 0 | 0 |
| 26 Nov | 892.80 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 877.25 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 878.95 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 871.20 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 865.40 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 865.40 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 886.75 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 877.40 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 858.65 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 887.00 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 906.85 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 928.05 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 947.60 | 79.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 951.85 | 79.75 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 970 expiring on 26DEC2024
Delta for 970 PE is -0.90
Historical price for 970 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 62.85, which was 13.25 higher than the previous day. The implied volatity was 38.71, the open interest changed by -6 which decreased total open position to 353
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 49.6, which was 9.60 higher than the previous day. The implied volatity was 37.34, the open interest changed by -31 which decreased total open position to 360
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 40, which was 13.85 higher than the previous day. The implied volatity was 28.67, the open interest changed by 7 which increased total open position to 393
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 26.15, which was 12.40 higher than the previous day. The implied volatity was 25.07, the open interest changed by 40 which increased total open position to 397
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 13.75, which was 6.25 higher than the previous day. The implied volatity was 27.16, the open interest changed by 59 which increased total open position to 372
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 7.5, which was -0.55 lower than the previous day. The implied volatity was 25.42, the open interest changed by -15 which decreased total open position to 313
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 8.05, which was -3.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 15 which increased total open position to 330
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 11.05, which was 0.55 higher than the previous day. The implied volatity was 27.26, the open interest changed by -78 which decreased total open position to 316
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 10.5, which was -12.20 lower than the previous day. The implied volatity was 29.00, the open interest changed by 205 which increased total open position to 396
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 22.7, which was -9.75 lower than the previous day. The implied volatity was 28.76, the open interest changed by 153 which increased total open position to 187
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 32.45, which was -13.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by 7 which increased total open position to 33
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 45.7, which was 2.45 higher than the previous day. The implied volatity was 31.72, the open interest changed by 9 which increased total open position to 26
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 43.25, which was -3.50 lower than the previous day. The implied volatity was 27.65, the open interest changed by -2 which decreased total open position to 15
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 46.75, which was -10.35 lower than the previous day. The implied volatity was 25.06, the open interest changed by 1 which increased total open position to 16
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 57.1, which was -7.90 lower than the previous day. The implied volatity was 31.60, the open interest changed by 9 which increased total open position to 13
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 65, which was -6.70 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 2
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 71.7, which was -7.80 lower than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 0
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 79.5, which was -0.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 0
On 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 79.75, 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 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 79.75, 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 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 79.75, 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 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 79.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
