JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
21 Nov 2024 04:10 PM IST
| JKCEMENT 28NOV2024 3850 CE | ||||||||||
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Delta: 0.76
Vega: 1.71
Theta: -5.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4003.00 | 189.95 | 63.95 | 42.13 | 13 | -1 | 3 | |||
| 20 Nov | 3952.40 | 126 | 0.00 | 26.41 | 1 | 0 | 4 | |||
| 19 Nov | 3952.40 | 126 | 8.60 | 26.41 | 1 | 0 | 4 | |||
| 18 Nov | 3924.30 | 117.4 | -46.20 | 27.28 | 2 | 0 | 3 | |||
| 14 Nov | 3999.30 | 163.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 3973.85 | 163.6 | -637.95 | 20.10 | 3 | 1 | 1 | |||
| 12 Nov | 4062.55 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4066.40 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4081.30 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4073.80 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4150.60 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4122.95 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 4273.30 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 4345.25 | 801.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4254.90 | 801.55 | - | 0 | 0 | 0 | ||||
For Jk Cement Limited - strike price 3850 expiring on 28NOV2024
Delta for 3850 CE is 0.76
Historical price for 3850 CE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 189.95, which was 63.95 higher than the previous day. The implied volatity was 42.13, the open interest changed by -1 which decreased total open position to 3
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 126, which was 0.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 4
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 126, which was 8.60 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 4
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 117.4, which was -46.20 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 3
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 163.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 163.6, which was -637.95 lower than the previous day. The implied volatity was 20.10, the open interest changed by 1 which increased total open position to 1
On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 801.55, 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 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 801.55, 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 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 801.55, 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 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 801.55, 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 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 801.55, 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 801.55, 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 4 Nov JKCEMENT was trading at 4273.30. The strike last trading price was 801.55, 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 801.55, 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 801.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JKCEMENT 28NOV2024 3850 PE | |||||||
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Delta: -0.16
Vega: 1.36
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4003.00 | 14.5 | -18.55 | 29.91 | 19 | 2 | 21 |
| 20 Nov | 3952.40 | 33.05 | 0.00 | 29.61 | 18 | 3 | 18 |
| 19 Nov | 3952.40 | 33.05 | -2.80 | 29.61 | 18 | 2 | 18 |
| 18 Nov | 3924.30 | 35.85 | -0.30 | 26.84 | 15 | -2 | 16 |
| 14 Nov | 3999.30 | 36.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3973.85 | 36.15 | 18.40 | 29.10 | 16 | 1 | 19 |
| 12 Nov | 4062.55 | 17.75 | -3.50 | 26.13 | 7 | -3 | 27 |
| 11 Nov | 4066.40 | 21.25 | -0.05 | 28.15 | 33 | -8 | 17 |
| 8 Nov | 4081.30 | 21.3 | -12.55 | 27.43 | 2 | 1 | 25 |
| 7 Nov | 4073.80 | 33.85 | 17.35 | 32.09 | 6 | -1 | 24 |
| 6 Nov | 4150.60 | 16.5 | -14.90 | 28.21 | 16 | 4 | 24 |
| 5 Nov | 4122.95 | 31.4 | 7.85 | 32.58 | 43 | 11 | 25 |
| 4 Nov | 4273.30 | 23.55 | 2.40 | 37.53 | 19 | 9 | 9 |
| 1 Nov | 4345.25 | 21.15 | 0.00 | 11.78 | 0 | 0 | 0 |
| 28 Oct | 4254.90 | 21.15 | - | 0 | 0 | 0 | |
For Jk Cement Limited - strike price 3850 expiring on 28NOV2024
Delta for 3850 PE is -0.16
Historical price for 3850 PE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 14.5, which was -18.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by 2 which increased total open position to 21
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 33.05, which was 0.00 lower than the previous day. The implied volatity was 29.61, the open interest changed by 3 which increased total open position to 18
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 33.05, which was -2.80 lower than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 18
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 35.85, which was -0.30 lower than the previous day. The implied volatity was 26.84, the open interest changed by -2 which decreased total open position to 16
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 36.15, 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 36.15, which was 18.40 higher than the previous day. The implied volatity was 29.10, the open interest changed by 1 which increased total open position to 19
On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 17.75, which was -3.50 lower than the previous day. The implied volatity was 26.13, the open interest changed by -3 which decreased total open position to 27
On 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 21.25, which was -0.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by -8 which decreased total open position to 17
On 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 21.3, which was -12.55 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 25
On 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 33.85, which was 17.35 higher than the previous day. The implied volatity was 32.09, the open interest changed by -1 which decreased total open position to 24
On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 16.5, which was -14.90 lower than the previous day. The implied volatity was 28.21, the open interest changed by 4 which increased total open position to 24
On 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 31.4, which was 7.85 higher than the previous day. The implied volatity was 32.58, the open interest changed by 11 which increased total open position to 25
On 4 Nov JKCEMENT was trading at 4273.30. The strike last trading price was 23.55, which was 2.40 higher than the previous day. The implied volatity was 37.53, the open interest changed by 9 which increased total open position to 9
On 1 Nov JKCEMENT was trading at 4345.25. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 11.78, 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 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
