JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
21 Nov 2024 04:10 PM IST
| JKCEMENT 28NOV2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 1.79
Theta: -4.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 4003.00 | 134 | 31.30 | 31.15 | 151 | 3 | 62 | |||
| 20 Nov | 3952.40 | 102.7 | 0.00 | 28.04 | 9 | -5 | 59 | |||
| 19 Nov | 3952.40 | 102.7 | 24.30 | 28.04 | 9 | -5 | 59 | |||
| 18 Nov | 3924.30 | 78.4 | -61.15 | 23.99 | 148 | 48 | 65 | |||
| 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 0.74
Historical price for 3900 CE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 134, which was 31.30 higher than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 62
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 102.7, which was 0.00 lower than the previous day. The implied volatity was 28.04, the open interest changed by -5 which decreased total open position to 59
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 102.7, which was 24.30 higher than the previous day. The implied volatity was 28.04, the open interest changed by -5 which decreased total open position to 59
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 78.4, which was -61.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by 48 which increased total open position to 65
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 1.80
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4003.00 | 28.05 | -21.80 | 31.44 | 126 | -6 | 51 |
| 20 Nov | 3952.40 | 49.85 | 0.00 | 30.93 | 285 | -17 | 60 |
| 19 Nov | 3952.40 | 49.85 | -6.15 | 30.93 | 285 | -14 | 60 |
| 18 Nov | 3924.30 | 56 | 24.05 | 27.26 | 342 | 11 | 73 |
| 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 -0.26
Historical price for 3900 PE is as follows
On 21 Nov JKCEMENT was trading at 4003.00. The strike last trading price was 28.05, which was -21.80 lower than the previous day. The implied volatity was 31.44, the open interest changed by -6 which decreased total open position to 51
On 20 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 49.85, which was 0.00 lower than the previous day. The implied volatity was 30.93, the open interest changed by -17 which decreased total open position to 60
On 19 Nov JKCEMENT was trading at 3952.40. The strike last trading price was 49.85, which was -6.15 lower than the previous day. The implied volatity was 30.93, the open interest changed by -14 which decreased total open position to 60
On 18 Nov JKCEMENT was trading at 3924.30. The strike last trading price was 56, which was 24.05 higher than the previous day. The implied volatity was 27.26, the open interest changed by 11 which increased total open position to 73
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
