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[--[65.84.65.76]--]
JKCEMENT
Jk Cement Limited

3999.3 25.45 (0.64%)

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Historical option data for JKCEMENT

14 Nov 2024 04:10 PM IST
JKCEMENT 28NOV2024 3900 CE
Delta: 0.72
Vega: 2.62
Theta: -3.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3999.30 139.55 -59.45 24.25 15 0 20
13 Nov 3973.85 199 0.00 0.00 0 2 0
12 Nov 4062.55 199 -9.95 27.91 6 0 18
11 Nov 4066.40 208.95 -6.05 26.34 25 10 13
8 Nov 4081.30 215 -100.25 19.43 4 1 2
7 Nov 4073.80 315.25 0.00 0.00 0 1 0
6 Nov 4150.60 315.25 -363.65 35.12 1 0 0
5 Nov 4122.95 678.9 0.00 - 0 0 0
4 Nov 4273.30 678.9 0.00 - 0 0 0
1 Nov 4345.25 678.9 0.00 - 0 0 0
28 Oct 4254.90 678.9 - 0 0 0


For Jk Cement Limited - strike price 3900 expiring on 28NOV2024

Delta for 3900 CE is 0.72

Historical price for 3900 CE is as follows

On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 139.55, which was -59.45 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 20


On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 199, 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 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 199, which was -9.95 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 18


On 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 208.95, which was -6.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 10 which increased total open position to 13


On 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 215, which was -100.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 2


On 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 315.25, 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 315.25, which was -363.65 lower than the previous day. The implied volatity was 35.12, 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 678.9, 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 678.9, 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 678.9, 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 678.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JKCEMENT 28NOV2024 3900 PE
Delta: -0.27
Vega: 2.60
Theta: -1.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3999.30 31.95 -14.35 23.78 68 -14 63
13 Nov 3973.85 46.3 16.30 27.32 310 25 80
12 Nov 4062.55 30 0.05 27.14 32 7 62
11 Nov 4066.40 29.95 -3.05 27.59 32 -1 57
8 Nov 4081.30 33 -7.10 28.17 22 0 58
7 Nov 4073.80 40.1 15.20 30.26 54 -1 59
6 Nov 4150.60 24.9 -16.60 28.61 97 30 60
5 Nov 4122.95 41.5 -21.95 32.44 391 29 29
4 Nov 4273.30 63.45 0.00 9.38 0 0 0
1 Nov 4345.25 63.45 0.00 10.72 0 0 0
28 Oct 4254.90 63.45 - 0 0 0


For Jk Cement Limited - strike price 3900 expiring on 28NOV2024

Delta for 3900 PE is -0.27

Historical price for 3900 PE is as follows

On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 31.95, which was -14.35 lower than the previous day. The implied volatity was 23.78, the open interest changed by -14 which decreased total open position to 63


On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 46.3, which was 16.30 higher than the previous day. The implied volatity was 27.32, the open interest changed by 25 which increased total open position to 80


On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 30, which was 0.05 higher than the previous day. The implied volatity was 27.14, the open interest changed by 7 which increased total open position to 62


On 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 29.95, which was -3.05 lower than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 57


On 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 33, which was -7.10 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 58


On 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 40.1, which was 15.20 higher than the previous day. The implied volatity was 30.26, the open interest changed by -1 which decreased total open position to 59


On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 24.9, which was -16.60 lower than the previous day. The implied volatity was 28.61, the open interest changed by 30 which increased total open position to 60


On 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 41.5, which was -21.95 lower than the previous day. The implied volatity was 32.44, the open interest changed by 29 which increased total open position to 29


On 4 Nov JKCEMENT was trading at 4273.30. The strike last trading price was 63.45, which was 0.00 lower than the previous day. The implied volatity was 9.38, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 63.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to