JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
20 Dec 2024 04:12 PM IST
| JINDALSTEL 26DEC2024 990 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.11
Theta: -0.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 908.05 | 0.85 | -0.45 | 38.93 | 830 | -33 | 588 | |||
| 19 Dec | 922.40 | 1.3 | -0.95 | 32.86 | 1,200 | -86 | 621 | |||
| 18 Dec | 931.45 | 2.25 | -2.80 | 31.41 | 2,084 | 3 | 716 | |||
| 17 Dec | 951.50 | 5.05 | -7.00 | 29.99 | 2,080 | 183 | 737 | |||
| 16 Dec | 976.10 | 12.05 | -11.10 | 26.87 | 2,620 | 267 | 574 | |||
| 13 Dec | 998.75 | 23.15 | -4.40 | 23.74 | 2,797 | 97 | 307 | |||
| 12 Dec | 1000.25 | 27.55 | 3.55 | 26.71 | 1,378 | -44 | 211 | |||
| 11 Dec | 994.65 | 24 | -5.30 | 26.08 | 628 | -1 | 250 | |||
| 10 Dec | 1002.35 | 29.3 | 14.35 | 25.78 | 3,985 | 48 | 250 | |||
| 9 Dec | 967.20 | 14.95 | 4.85 | 26.87 | 1,542 | 61 | 209 | |||
| 6 Dec | 949.10 | 10.1 | 3.00 | 27.06 | 981 | -1 | 149 | |||
| 5 Dec | 934.45 | 7.1 | -0.75 | 26.23 | 778 | -5 | 153 | |||
| 4 Dec | 935.50 | 7.85 | 2.25 | 26.92 | 466 | -10 | 160 | |||
| 3 Dec | 925.80 | 5.6 | -0.15 | 25.20 | 441 | 22 | 167 | |||
| 2 Dec | 918.55 | 5.75 | 1.30 | 26.80 | 536 | 33 | 149 | |||
| 29 Nov | 906.45 | 4.45 | -29.85 | 26.31 | 279 | 119 | 119 | |||
| 28 Nov | 897.00 | 34.3 | 0.00 | 8.41 | 0 | 0 | 0 | |||
| 27 Nov | 889.55 | 34.3 | 0.00 | 9.88 | 0 | 0 | 0 | |||
| 26 Nov | 892.80 | 34.3 | 0.00 | 8.80 | 0 | 0 | 0 | |||
| 25 Nov | 877.25 | 34.3 | 0.00 | 10.87 | 0 | 0 | 0 | |||
| 22 Nov | 878.95 | 34.3 | 0.00 | 10.09 | 0 | 0 | 0 | |||
| 21 Nov | 871.20 | 34.3 | 0.00 | 10.63 | 0 | 0 | 0 | |||
| 20 Nov | 865.40 | 34.3 | 0.00 | 10.81 | 0 | 0 | 0 | |||
| 19 Nov | 865.40 | 34.3 | 0.00 | 10.81 | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Nov | 886.75 | 34.3 | 0.00 | 8.41 | 0 | 0 | 0 | |||
| 14 Nov | 877.40 | 34.3 | 0.00 | 8.41 | 0 | 0 | 0 | |||
| 13 Nov | 858.65 | 34.3 | 0.00 | 9.56 | 0 | 0 | 0 | |||
| 12 Nov | 887.00 | 34.3 | 0.00 | 7.72 | 0 | 0 | 0 | |||
| 11 Nov | 906.85 | 34.3 | 0.00 | 5.63 | 0 | 0 | 0 | |||
| 8 Nov | 928.05 | 34.3 | 0.00 | 4.04 | 0 | 0 | 0 | |||
| 7 Nov | 947.60 | 34.3 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 6 Nov | 951.85 | 34.3 | 1.75 | 0 | 0 | 0 | ||||
For Jindal Steel & Power Ltd - strike price 990 expiring on 26DEC2024
Delta for 990 CE is 0.05
Historical price for 990 CE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 38.93, the open interest changed by -33 which decreased total open position to 588
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 32.86, the open interest changed by -86 which decreased total open position to 621
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 2.25, which was -2.80 lower than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 716
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 5.05, which was -7.00 lower than the previous day. The implied volatity was 29.99, the open interest changed by 183 which increased total open position to 737
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 12.05, which was -11.10 lower than the previous day. The implied volatity was 26.87, the open interest changed by 267 which increased total open position to 574
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 23.15, which was -4.40 lower than the previous day. The implied volatity was 23.74, the open interest changed by 97 which increased total open position to 307
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 27.55, which was 3.55 higher than the previous day. The implied volatity was 26.71, the open interest changed by -44 which decreased total open position to 211
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 24, which was -5.30 lower than the previous day. The implied volatity was 26.08, the open interest changed by -1 which decreased total open position to 250
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 29.3, which was 14.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by 48 which increased total open position to 250
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 14.95, which was 4.85 higher than the previous day. The implied volatity was 26.87, the open interest changed by 61 which increased total open position to 209
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 10.1, which was 3.00 higher than the previous day. The implied volatity was 27.06, the open interest changed by -1 which decreased total open position to 149
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 26.23, the open interest changed by -5 which decreased total open position to 153
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 7.85, which was 2.25 higher than the previous day. The implied volatity was 26.92, the open interest changed by -10 which decreased total open position to 160
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 5.6, which was -0.15 lower than the previous day. The implied volatity was 25.20, the open interest changed by 22 which increased total open position to 167
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 5.75, which was 1.30 higher than the previous day. The implied volatity was 26.80, the open interest changed by 33 which increased total open position to 149
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 4.45, which was -29.85 lower than the previous day. The implied volatity was 26.31, the open interest changed by 119 which increased total open position to 119
On 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 34.3, which was 0.00 lower than the previous day. The implied volatity was 8.41, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 9.88, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 8.80, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 10.87, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 10.09, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 10.63, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 10.81, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 10.81, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 8.41, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 8.41, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 7.72, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 34.3, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 34.3, which was lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 26DEC2024 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.18
Theta: -0.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 908.05 | 82.75 | 11.90 | 46.99 | 25 | -3 | 380 |
| 19 Dec | 922.40 | 70.85 | 11.45 | 50.98 | 11 | 3 | 383 |
| 18 Dec | 931.45 | 59.4 | 17.55 | 36.00 | 143 | 58 | 479 |
| 17 Dec | 951.50 | 41.85 | 17.35 | 25.57 | 447 | -32 | 421 |
| 16 Dec | 976.10 | 24.5 | 10.65 | 27.53 | 1,056 | -73 | 452 |
| 13 Dec | 998.75 | 13.85 | -0.55 | 24.66 | 1,722 | 30 | 652 |
| 12 Dec | 1000.25 | 14.4 | -4.40 | 25.83 | 2,524 | 148 | 618 |
| 11 Dec | 994.65 | 18.8 | 1.20 | 27.10 | 1,339 | 50 | 477 |
| 10 Dec | 1002.35 | 17.6 | -17.15 | 29.06 | 3,994 | 384 | 426 |
| 9 Dec | 967.20 | 34.75 | -17.80 | 29.85 | 58 | 24 | 39 |
| 6 Dec | 949.10 | 52.55 | -5.95 | 33.46 | 1 | 0 | 16 |
| 5 Dec | 934.45 | 58.5 | -1.00 | 29.70 | 17 | 10 | 16 |
| 4 Dec | 935.50 | 59.5 | -8.50 | 29.79 | 3 | -1 | 6 |
| 3 Dec | 925.80 | 68 | -8.30 | 33.14 | 12 | 3 | 6 |
| 2 Dec | 918.55 | 76.3 | -14.20 | 36.97 | 2 | 0 | 3 |
| 29 Nov | 906.45 | 90.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 897.00 | 90.5 | 10.50 | 32.23 | 2 | 0 | 1 |
| 27 Nov | 889.55 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 892.80 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 877.25 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 878.95 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 871.20 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 865.40 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 865.40 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 886.75 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 877.40 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 858.65 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 887.00 | 80 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 906.85 | 80 | -12.80 | 26.62 | 1 | 0 | 0 |
| 8 Nov | 928.05 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 947.60 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 951.85 | 92.8 | - | 0 | 0 | 0 | |
For Jindal Steel & Power Ltd - strike price 990 expiring on 26DEC2024
Delta for 990 PE is -0.92
Historical price for 990 PE is as follows
On 20 Dec JINDALSTEL was trading at 908.05. The strike last trading price was 82.75, which was 11.90 higher than the previous day. The implied volatity was 46.99, the open interest changed by -3 which decreased total open position to 380
On 19 Dec JINDALSTEL was trading at 922.40. The strike last trading price was 70.85, which was 11.45 higher than the previous day. The implied volatity was 50.98, the open interest changed by 3 which increased total open position to 383
On 18 Dec JINDALSTEL was trading at 931.45. The strike last trading price was 59.4, which was 17.55 higher than the previous day. The implied volatity was 36.00, the open interest changed by 58 which increased total open position to 479
On 17 Dec JINDALSTEL was trading at 951.50. The strike last trading price was 41.85, which was 17.35 higher than the previous day. The implied volatity was 25.57, the open interest changed by -32 which decreased total open position to 421
On 16 Dec JINDALSTEL was trading at 976.10. The strike last trading price was 24.5, which was 10.65 higher than the previous day. The implied volatity was 27.53, the open interest changed by -73 which decreased total open position to 452
On 13 Dec JINDALSTEL was trading at 998.75. The strike last trading price was 13.85, which was -0.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 30 which increased total open position to 652
On 12 Dec JINDALSTEL was trading at 1000.25. The strike last trading price was 14.4, which was -4.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 148 which increased total open position to 618
On 11 Dec JINDALSTEL was trading at 994.65. The strike last trading price was 18.8, which was 1.20 higher than the previous day. The implied volatity was 27.10, the open interest changed by 50 which increased total open position to 477
On 10 Dec JINDALSTEL was trading at 1002.35. The strike last trading price was 17.6, which was -17.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 384 which increased total open position to 426
On 9 Dec JINDALSTEL was trading at 967.20. The strike last trading price was 34.75, which was -17.80 lower than the previous day. The implied volatity was 29.85, the open interest changed by 24 which increased total open position to 39
On 6 Dec JINDALSTEL was trading at 949.10. The strike last trading price was 52.55, which was -5.95 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 16
On 5 Dec JINDALSTEL was trading at 934.45. The strike last trading price was 58.5, which was -1.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 10 which increased total open position to 16
On 4 Dec JINDALSTEL was trading at 935.50. The strike last trading price was 59.5, which was -8.50 lower than the previous day. The implied volatity was 29.79, the open interest changed by -1 which decreased total open position to 6
On 3 Dec JINDALSTEL was trading at 925.80. The strike last trading price was 68, which was -8.30 lower than the previous day. The implied volatity was 33.14, the open interest changed by 3 which increased total open position to 6
On 2 Dec JINDALSTEL was trading at 918.55. The strike last trading price was 76.3, which was -14.20 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 3
On 29 Nov JINDALSTEL was trading at 906.45. The strike last trading price was 90.5, 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 28 Nov JINDALSTEL was trading at 897.00. The strike last trading price was 90.5, which was 10.50 higher than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 1
On 27 Nov JINDALSTEL was trading at 889.55. The strike last trading price was 80, 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 26 Nov JINDALSTEL was trading at 892.80. The strike last trading price was 80, 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 25 Nov JINDALSTEL was trading at 877.25. The strike last trading price was 80, 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 22 Nov JINDALSTEL was trading at 878.95. The strike last trading price was 80, 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 21 Nov JINDALSTEL was trading at 871.20. The strike last trading price was 80, 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 20 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 80, 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 19 Nov JINDALSTEL was trading at 865.40. The strike last trading price was 80, 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 18 Nov JINDALSTEL was trading at 886.75. The strike last trading price was 80, 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 14 Nov JINDALSTEL was trading at 877.40. The strike last trading price was 80, 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 13 Nov JINDALSTEL was trading at 858.65. The strike last trading price was 80, 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 80, 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 11 Nov JINDALSTEL was trading at 906.85. The strike last trading price was 80, which was -12.80 lower than the previous day. The implied volatity was 26.62, 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 92.8, 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 92.8, 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 92.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
