JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
14 Nov 2024 04:12 PM IST
| JINDALSTEL 28NOV2024 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.20
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 877.40 | 1.35 | -0.15 | 31.34 | 439 | 39 | 388 | |||
| 13 Nov | 858.65 | 1.5 | -0.65 | 35.48 | 601 | 17 | 349 | |||
| 12 Nov | 887.00 | 2.15 | -2.50 | 30.21 | 586 | -17 | 343 | |||
| 11 Nov | 906.85 | 4.65 | -5.10 | 27.88 | 692 | -22 | 360 | |||
| 8 Nov | 928.05 | 9.75 | -6.25 | 27.23 | 1,502 | 23 | 385 | |||
| 7 Nov | 947.60 | 16 | -6.45 | 27.36 | 2,718 | 131 | 362 | |||
| 6 Nov | 951.85 | 22.45 | 1.20 | 30.00 | 1,783 | 51 | 219 | |||
| 5 Nov | 936.05 | 21.25 | 5.95 | 35.38 | 725 | 40 | 168 | |||
| 4 Nov | 909.20 | 15.3 | -7.35 | 37.52 | 281 | 56 | 130 | |||
| 1 Nov | 929.50 | 22.65 | 1.95 | 36.13 | 9 | -2 | 75 | |||
| 31 Oct | 920.50 | 20.7 | 0.70 | - | 116 | 30 | 76 | |||
| 30 Oct | 919.00 | 20 | -0.65 | - | 20 | 9 | 46 | |||
| 29 Oct | 915.05 | 20.65 | -1.35 | - | 39 | -5 | 37 | |||
| 28 Oct | 919.00 | 22 | 4.95 | - | 67 | 31 | 43 | |||
| 25 Oct | 899.05 | 17.05 | -8.45 | - | 8 | -1 | 12 | |||
| 24 Oct | 924.30 | 25.5 | 0.95 | - | 6 | 2 | 12 | |||
| 23 Oct | 915.45 | 24.55 | -82.40 | - | 11 | 6 | 6 | |||
| 22 Oct | 910.25 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 948.95 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 964.50 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 930.00 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 960.25 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 968.70 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 993.15 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 1005.85 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 990.75 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 999.50 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 982.90 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1000.60 | 106.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1051.05 | 106.95 | - | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 970 expiring on 28NOV2024
Delta for 970 CE is 0.06
Historical price for 970 CE is as follows
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 31.34, the open interest changed by 39 which increased total open position to 388
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 35.48, the open interest changed by 17 which increased total open position to 349
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 2.15, which was -2.50 lower than the previous day. The implied volatity was 30.21, the open interest changed by -17 which decreased total open position to 343
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 4.65, which was -5.10 lower than the previous day. The implied volatity was 27.88, the open interest changed by -22 which decreased total open position to 360
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 9.75, which was -6.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by 23 which increased total open position to 385
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 16, which was -6.45 lower than the previous day. The implied volatity was 27.36, the open interest changed by 131 which increased total open position to 362
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 22.45, which was 1.20 higher than the previous day. The implied volatity was 30.00, the open interest changed by 51 which increased total open position to 219
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 21.25, which was 5.95 higher than the previous day. The implied volatity was 35.38, the open interest changed by 40 which increased total open position to 168
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 15.3, which was -7.35 lower than the previous day. The implied volatity was 37.52, the open interest changed by 56 which increased total open position to 130
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 22.65, which was 1.95 higher than the previous day. The implied volatity was 36.13, the open interest changed by -2 which decreased total open position to 75
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 20.7, which was 0.70 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 20, which was -0.65 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 20.65, which was -1.35 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 22, which was 4.95 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 17.05, which was -8.45 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 25.5, which was 0.95 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 24.55, which was -82.40 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 106.95, 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 21 Oct JINDALSTEL was trading at 948.95. The strike last trading price was 106.95, 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 18 Oct JINDALSTEL was trading at 964.50. The strike last trading price was 106.95, 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 17 Oct JINDALSTEL was trading at 930.00. The strike last trading price was 106.95, 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 16 Oct JINDALSTEL was trading at 960.25. The strike last trading price was 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JINDALSTEL 28NOV2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.39
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 877.40 | 95.35 | -12.65 | 45.30 | 54 | -13 | 107 |
| 13 Nov | 858.65 | 108 | 24.05 | 40.06 | 23 | -4 | 120 |
| 12 Nov | 887.00 | 83.95 | 26.65 | 30.36 | 29 | 20 | 124 |
| 11 Nov | 906.85 | 57.3 | 8.40 | 16.73 | 42 | -25 | 105 |
| 8 Nov | 928.05 | 48.9 | 10.40 | 29.20 | 116 | 7 | 133 |
| 7 Nov | 947.60 | 38.5 | 4.50 | 29.51 | 442 | 59 | 127 |
| 6 Nov | 951.85 | 34 | -15.15 | 29.27 | 155 | 42 | 68 |
| 5 Nov | 936.05 | 49.15 | -15.30 | 34.59 | 45 | 2 | 26 |
| 4 Nov | 909.20 | 64.45 | 5.45 | 31.73 | 1 | 0 | 24 |
| 1 Nov | 929.50 | 59 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 920.50 | 59 | -19.00 | - | 1 | 0 | 23 |
| 30 Oct | 919.00 | 78 | 0.00 | - | 0 | 7 | 0 |
| 29 Oct | 915.05 | 78 | 11.00 | - | 7 | 0 | 16 |
| 28 Oct | 919.00 | 67 | 30.45 | - | 17 | 12 | 12 |
| 25 Oct | 899.05 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 924.30 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 915.45 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 910.25 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 948.95 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 964.50 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 930.00 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 960.25 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 968.70 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 993.15 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1005.85 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 990.75 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 999.50 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 982.90 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1000.60 | 36.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1051.05 | 36.55 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 970 expiring on 28NOV2024
Delta for 970 PE is -0.85
Historical price for 970 PE is as follows
On 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 95.35, which was -12.65 lower than the previous day. The implied volatity was 45.30, the open interest changed by -13 which decreased total open position to 107
On 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 108, which was 24.05 higher than the previous day. The implied volatity was 40.06, the open interest changed by -4 which decreased total open position to 120
On 12 Nov JINDALSTEL was trading at 887.00. The strike last trading price was 83.95, which was 26.65 higher than the previous day. The implied volatity was 30.36, the open interest changed by 20 which increased total open position to 124
On 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 57.3, which was 8.40 higher than the previous day. The implied volatity was 16.73, the open interest changed by -25 which decreased total open position to 105
On 8 Nov JINDALSTEL was trading at 928.05. The strike last trading price was 48.9, which was 10.40 higher than the previous day. The implied volatity was 29.20, the open interest changed by 7 which increased total open position to 133
On 7 Nov JINDALSTEL was trading at 947.60. The strike last trading price was 38.5, which was 4.50 higher than the previous day. The implied volatity was 29.51, the open interest changed by 59 which increased total open position to 127
On 6 Nov JINDALSTEL was trading at 951.85. The strike last trading price was 34, which was -15.15 lower than the previous day. The implied volatity was 29.27, the open interest changed by 42 which increased total open position to 68
On 5 Nov JINDALSTEL was trading at 936.05. The strike last trading price was 49.15, which was -15.30 lower than the previous day. The implied volatity was 34.59, the open interest changed by 2 which increased total open position to 26
On 4 Nov JINDALSTEL was trading at 909.20. The strike last trading price was 64.45, which was 5.45 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 24
On 1 Nov JINDALSTEL was trading at 929.50. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct JINDALSTEL was trading at 920.50. The strike last trading price was 59, which was -19.00 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 78, 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 29 Oct JINDALSTEL was trading at 915.05. The strike last trading price was 78, which was 11.00 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 67, which was 30.45 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 36.55, 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 24 Oct JINDALSTEL was trading at 924.30. The strike last trading price was 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, 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 36.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
