JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
21 Nov 2024 04:10 PM IST
| JKCEMENT 28NOV2024 3750 CE | ||||||||||
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Delta: 0.85
Vega: 1.32
Theta: -5.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4003.00 | 280.9 | 67.45 | 48.97 | 2 | 0 | 4 | |||
| 20 Nov | 3952.40 | 213.45 | 0.00 | 31.34 | 6 | 3 | 4 | |||
| 19 Nov | 3952.40 | 213.45 | 8.45 | 31.34 | 6 | 3 | 4 | |||
| 18 Nov | 3924.30 | 205 | -43.35 | 34.26 | 1 | 0 | 1 | |||
| 14 Nov | 3999.30 | 248.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 3973.85 | 248.35 | -644.20 | 12.85 | 2 | 1 | 1 | |||
| 6 Nov | 4150.60 | 892.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4122.95 | 892.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 4345.25 | 892.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4254.90 | 892.55 | - | 0 | 0 | 0 | ||||
For Jk Cement Limited - strike price 3750 expiring on 28NOV2024
Delta for 3750 CE is 0.85
Historical price for 3750 CE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 280.9, which was 67.45 higher than the previous day. The implied volatity was 48.97, the open interest changed by 0 which decreased total open position to 4
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 213.45, which was 0.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 3 which increased total open position to 4
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 213.45, which was 8.45 higher than the previous day. The implied volatity was 31.34, the open interest changed by 3 which increased total open position to 4
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 205, which was -43.35 lower than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 1
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 248.35, 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 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 248.35, which was -644.20 lower than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 1
On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 892.55, 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 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 892.55, 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 1 Nov JKCEMENT was trading at 4345.25. The strike last trading price was 892.55, 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 28 Oct JKCEMENT was trading at 4254.90. The strike last trading price was 892.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JKCEMENT 28NOV2024 3750 PE | |||||||
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Delta: -0.09
Vega: 0.91
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4003.00 | 8.7 | -2.00 | 36.48 | 39 | -5 | 33 |
| 20 Nov | 3952.40 | 10.7 | 0.00 | 28.69 | 16 | -2 | 39 |
| 19 Nov | 3952.40 | 10.7 | -6.70 | 28.69 | 16 | -1 | 39 |
| 18 Nov | 3924.30 | 17.4 | 7.90 | 34.05 | 33 | -5 | 39 |
| 14 Nov | 3999.30 | 9.5 | -6.75 | 26.43 | 61 | 22 | 43 |
| 13 Nov | 3973.85 | 16.25 | 2.85 | 29.30 | 53 | 22 | 22 |
| 6 Nov | 4150.60 | 13.4 | 0.00 | 10.96 | 0 | 0 | 0 |
| 5 Nov | 4122.95 | 13.4 | 0.00 | 10.29 | 0 | 0 | 0 |
| 1 Nov | 4345.25 | 13.4 | 0.00 | 13.61 | 0 | 0 | 0 |
| 28 Oct | 4254.90 | 13.4 | - | 0 | 0 | 0 | |
For Jk Cement Limited - strike price 3750 expiring on 28NOV2024
Delta for 3750 PE is -0.09
Historical price for 3750 PE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 8.7, which was -2.00 lower than the previous day. The implied volatity was 36.48, the open interest changed by -5 which decreased total open position to 33
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by -2 which decreased total open position to 39
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 10.7, which was -6.70 lower than the previous day. The implied volatity was 28.69, the open interest changed by -1 which decreased total open position to 39
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 17.4, which was 7.90 higher than the previous day. The implied volatity was 34.05, the open interest changed by -5 which decreased total open position to 39
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 9.5, which was -6.75 lower than the previous day. The implied volatity was 26.43, the open interest changed by 22 which increased total open position to 43
On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 16.25, which was 2.85 higher than the previous day. The implied volatity was 29.30, the open interest changed by 22 which increased total open position to 22
On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 0
On 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0
On 1 Nov JKCEMENT was trading at 4345.25. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was 13.61, the open interest changed by 0 which decreased total open position to 0
On 28 Oct JKCEMENT was trading at 4254.90. The strike last trading price was 13.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
