JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
14 Nov 2024 04:10 PM IST
| JKCEMENT 28NOV2024 3950 CE | ||||||||||
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Delta: 0.67
Vega: 2.82
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 3999.30 | 85 | -15.80 | 16.76 | 1 | 0 | 4 | |||
| 13 Nov | 3973.85 | 100.8 | -161.25 | 23.04 | 12 | 1 | 3 | |||
| 12 Nov | 4062.55 | 262.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4066.40 | 262.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4081.30 | 262.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4073.80 | 262.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4150.60 | 262.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 4122.95 | 262.05 | -451.70 | 34.76 | 3 | 1 | 1 | |||
| 4 Nov | 4273.30 | 713.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 4345.25 | 713.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4254.90 | 713.75 | - | 0 | 0 | 0 | ||||
For Jk Cement Limited - strike price 3950 expiring on 28NOV2024
Delta for 3950 CE is 0.67
Historical price for 3950 CE is as follows
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 85, which was -15.80 lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 4
On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 100.8, which was -161.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 3
On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 262.05, 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 262.05, 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 262.05, 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 262.05, 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 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 262.05, 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 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 262.05, which was -451.70 lower than the previous day. The implied volatity was 34.76, the open interest changed by 1 which increased total open position to 1
On 4 Nov JKCEMENT was trading at 4273.30. The strike last trading price was 713.75, 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 713.75, 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 713.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JKCEMENT 28NOV2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 2.95
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3999.30 | 47.9 | -16.10 | 23.48 | 47 | -7 | 30 |
| 13 Nov | 3973.85 | 64 | 26.45 | 26.95 | 116 | 13 | 38 |
| 12 Nov | 4062.55 | 37.55 | -3.15 | 25.02 | 24 | -4 | 31 |
| 11 Nov | 4066.40 | 40.7 | -5.75 | 26.78 | 170 | 15 | 36 |
| 8 Nov | 4081.30 | 46.45 | -6.25 | 28.34 | 15 | -3 | 23 |
| 7 Nov | 4073.80 | 52.7 | 25.15 | 29.91 | 57 | 6 | 28 |
| 6 Nov | 4150.60 | 27.55 | -27.45 | 26.01 | 31 | -3 | 23 |
| 5 Nov | 4122.95 | 55 | 26.60 | 32.63 | 83 | 9 | 26 |
| 4 Nov | 4273.30 | 28.4 | -3.70 | 32.35 | 414 | 16 | 16 |
| 1 Nov | 4345.25 | 32.1 | 0.00 | 9.21 | 0 | 0 | 0 |
| 28 Oct | 4254.90 | 32.1 | - | 0 | 0 | 0 | |
For Jk Cement Limited - strike price 3950 expiring on 28NOV2024
Delta for 3950 PE is -0.37
Historical price for 3950 PE is as follows
On 14 Nov JKCEMENT was trading at 3999.30. The strike last trading price was 47.9, which was -16.10 lower than the previous day. The implied volatity was 23.48, the open interest changed by -7 which decreased total open position to 30
On 13 Nov JKCEMENT was trading at 3973.85. The strike last trading price was 64, which was 26.45 higher than the previous day. The implied volatity was 26.95, the open interest changed by 13 which increased total open position to 38
On 12 Nov JKCEMENT was trading at 4062.55. The strike last trading price was 37.55, which was -3.15 lower than the previous day. The implied volatity was 25.02, the open interest changed by -4 which decreased total open position to 31
On 11 Nov JKCEMENT was trading at 4066.40. The strike last trading price was 40.7, which was -5.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by 15 which increased total open position to 36
On 8 Nov JKCEMENT was trading at 4081.30. The strike last trading price was 46.45, which was -6.25 lower than the previous day. The implied volatity was 28.34, the open interest changed by -3 which decreased total open position to 23
On 7 Nov JKCEMENT was trading at 4073.80. The strike last trading price was 52.7, which was 25.15 higher than the previous day. The implied volatity was 29.91, the open interest changed by 6 which increased total open position to 28
On 6 Nov JKCEMENT was trading at 4150.60. The strike last trading price was 27.55, which was -27.45 lower than the previous day. The implied volatity was 26.01, the open interest changed by -3 which decreased total open position to 23
On 5 Nov JKCEMENT was trading at 4122.95. The strike last trading price was 55, which was 26.60 higher than the previous day. The implied volatity was 32.63, the open interest changed by 9 which increased total open position to 26
On 4 Nov JKCEMENT was trading at 4273.30. The strike last trading price was 28.4, which was -3.70 lower than the previous day. The implied volatity was 32.35, the open interest changed by 16 which increased total open position to 16
On 1 Nov JKCEMENT was trading at 4345.25. The strike last trading price was 32.1, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 32.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
