JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
21 Nov 2024 04:10 PM IST
| JKCEMENT 28NOV2024 3800 CE | ||||||||||
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Delta: 0.81
Vega: 1.51
Theta: -5.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4003.00 | 233.9 | 62.35 | 45.62 | 27 | 3 | 11 | |||
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| 20 Nov | 3952.40 | 171.55 | 0.00 | 25.51 | 7 | 7 | 1 | |||
| 19 Nov | 3952.40 | 171.55 | -228.95 | 25.51 | 7 | 0 | 1 | |||
| 18 Nov | 3924.30 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3999.30 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3973.85 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4062.55 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4066.40 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4081.30 | 400.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4073.80 | 400.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 4150.60 | 400.5 | -359.20 | 37.09 | 1 | 0 | 0 | |||
| 5 Nov | 4122.95 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 4345.25 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4254.90 | 759.7 | - | 0 | 0 | 0 | ||||
For Jk Cement Limited - strike price 3800 expiring on 28NOV2024
Delta for 3800 CE is 0.81
Historical price for 3800 CE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 233.9, which was 62.35 higher than the previous day. The implied volatity was 45.62, the open interest changed by 3 which increased total open position to 11
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 171.55, which was 0.00 lower than the previous day. The implied volatity was 25.51, the open interest changed by 7 which increased total open position to 1
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 171.55, which was -228.95 lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 1
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 400.5, 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 JKCEMENT was trading at 3999.30. The strike last trading price was 400.5, 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 JKCEMENT was trading at 3973.85. The strike last trading price was 400.5, 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 JKCEMENT was trading at 4062.55. The strike last trading price was 400.5, 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 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 400.5, 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 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 400.5, 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 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 400.5, 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 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 400.5, which was -359.20 lower than the previous day. The implied volatity was 37.09, 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 759.7, 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 759.7, 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 759.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JKCEMENT 28NOV2024 3800 PE | |||||||
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Delta: -0.11
Vega: 1.06
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4003.00 | 9.85 | -12.65 | 32.07 | 78 | 2 | 65 |
| 20 Nov | 3952.40 | 22.5 | 0.00 | 31.95 | 67 | -12 | 65 |
| 19 Nov | 3952.40 | 22.5 | -0.70 | 31.95 | 67 | -10 | 65 |
| 18 Nov | 3924.30 | 23.2 | 8.05 | 27.46 | 86 | -21 | 76 |
| 14 Nov | 3999.30 | 15.15 | -10.00 | 25.94 | 120 | 59 | 95 |
| 13 Nov | 3973.85 | 25.15 | 10.95 | 29.41 | 105 | 6 | 36 |
| 12 Nov | 4062.55 | 14.2 | -0.95 | 28.17 | 41 | -4 | 41 |
| 11 Nov | 4066.40 | 15.15 | -2.70 | 28.91 | 59 | 11 | 47 |
| 8 Nov | 4081.30 | 17.85 | -8.15 | 29.40 | 22 | 0 | 37 |
| 7 Nov | 4073.80 | 26 | 14.80 | 32.73 | 30 | 1 | 37 |
| 6 Nov | 4150.60 | 11.2 | -15.00 | 28.32 | 56 | 8 | 35 |
| 5 Nov | 4122.95 | 26.2 | -19.85 | 34.00 | 44 | 26 | 26 |
| 1 Nov | 4345.25 | 46.05 | 0.00 | 12.71 | 0 | 0 | 0 |
| 28 Oct | 4254.90 | 46.05 | - | 0 | 0 | 0 | |
For Jk Cement Limited - strike price 3800 expiring on 28NOV2024
Delta for 3800 PE is -0.11
Historical price for 3800 PE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 9.85, which was -12.65 lower than the previous day. The implied volatity was 32.07, the open interest changed by 2 which increased total open position to 65
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by -12 which decreased total open position to 65
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 22.5, which was -0.70 lower than the previous day. The implied volatity was 31.95, the open interest changed by -10 which decreased total open position to 65
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 23.2, which was 8.05 higher than the previous day. The implied volatity was 27.46, the open interest changed by -21 which decreased total open position to 76
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 15.15, which was -10.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 59 which increased total open position to 95
On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 25.15, which was 10.95 higher than the previous day. The implied volatity was 29.41, the open interest changed by 6 which increased total open position to 36
On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 14.2, which was -0.95 lower than the previous day. The implied volatity was 28.17, the open interest changed by -4 which decreased total open position to 41
On 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 15.15, which was -2.70 lower than the previous day. The implied volatity was 28.91, the open interest changed by 11 which increased total open position to 47
On 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 17.85, which was -8.15 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 37
On 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 26, which was 14.80 higher than the previous day. The implied volatity was 32.73, the open interest changed by 1 which increased total open position to 37
On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 11.2, which was -15.00 lower than the previous day. The implied volatity was 28.32, the open interest changed by 8 which increased total open position to 35
On 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 26.2, which was -19.85 lower than the previous day. The implied volatity was 34.00, the open interest changed by 26 which increased total open position to 26
On 1 Nov JKCEMENT was trading at 4345.25. The strike last trading price was 46.05, which was 0.00 lower than the previous day. The implied volatity was 12.71, 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 46.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
