JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
12 Dec 2024 10:00 AM IST
| JKCEMENT 26DEC2024 4650 CE | ||||||||||
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Delta: 0.54
Vega: 3.64
Theta: -4.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4649.95 | 108.9 | -32.30 | 27.25 | 159 | 23 | 137 | |||
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| 11 Dec | 4699.80 | 141.2 | 58.20 | 27.14 | 2,104 | 70 | 119 | |||
| 10 Dec | 4599.00 | 83 | 12.90 | 24.22 | 48 | 9 | 46 | |||
| 9 Dec | 4562.95 | 70.1 | -26.90 | 24.37 | 19 | -3 | 37 | |||
| 6 Dec | 4596.65 | 97 | -6.65 | 27.20 | 57 | 14 | 38 | |||
| 5 Dec | 4608.10 | 103.65 | -7.70 | 24.04 | 37 | 15 | 24 | |||
| 4 Dec | 4632.55 | 111.35 | -6.20 | 25.27 | 50 | 7 | 10 | |||
| 3 Dec | 4647.40 | 117.55 | 3.65 | 25.34 | 26 | 4 | 4 | |||
| 2 Dec | 4495.65 | 113.9 | 2.58 | 0 | 0 | 0 | ||||
For Jk Cement Limited - strike price 4650 expiring on 26DEC2024
Delta for 4650 CE is 0.54
Historical price for 4650 CE is as follows
On 12 Dec JKCEMENT was trading at 4649.95. The strike last trading price was 108.9, which was -32.30 lower than the previous day. The implied volatity was 27.25, the open interest changed by 23 which increased total open position to 137
On 11 Dec JKCEMENT was trading at 4699.80. The strike last trading price was 141.2, which was 58.20 higher than the previous day. The implied volatity was 27.14, the open interest changed by 70 which increased total open position to 119
On 10 Dec JKCEMENT was trading at 4599.00. The strike last trading price was 83, which was 12.90 higher than the previous day. The implied volatity was 24.22, the open interest changed by 9 which increased total open position to 46
On 9 Dec JKCEMENT was trading at 4562.95. The strike last trading price was 70.1, which was -26.90 lower than the previous day. The implied volatity was 24.37, the open interest changed by -3 which decreased total open position to 37
On 6 Dec JKCEMENT was trading at 4596.65. The strike last trading price was 97, which was -6.65 lower than the previous day. The implied volatity was 27.20, the open interest changed by 14 which increased total open position to 38
On 5 Dec JKCEMENT was trading at 4608.10. The strike last trading price was 103.65, which was -7.70 lower than the previous day. The implied volatity was 24.04, the open interest changed by 15 which increased total open position to 24
On 4 Dec JKCEMENT was trading at 4632.55. The strike last trading price was 111.35, which was -6.20 lower than the previous day. The implied volatity was 25.27, the open interest changed by 7 which increased total open position to 10
On 3 Dec JKCEMENT was trading at 4647.40. The strike last trading price was 117.55, which was 3.65 higher than the previous day. The implied volatity was 25.34, the open interest changed by 4 which increased total open position to 4
On 2 Dec JKCEMENT was trading at 4495.65. The strike last trading price was 113.9, which was lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
| JKCEMENT 26DEC2024 4650 PE | |||||||
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Delta: -0.46
Vega: 3.65
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4649.95 | 96.9 | 21.90 | 28.91 | 136 | 3 | 95 |
| 11 Dec | 4699.80 | 75 | -65.00 | 28.19 | 1,173 | 67 | 92 |
| 10 Dec | 4599.00 | 140 | 2.65 | 33.41 | 4 | 0 | 23 |
| 9 Dec | 4562.95 | 137.35 | 8.50 | 26.67 | 5 | -1 | 24 |
| 6 Dec | 4596.65 | 128.85 | 8.50 | 24.75 | 43 | 2 | 25 |
| 5 Dec | 4608.10 | 120.35 | -8.50 | 26.62 | 8 | -1 | 24 |
| 4 Dec | 4632.55 | 128.85 | -1.50 | 27.82 | 44 | 2 | 23 |
| 3 Dec | 4647.40 | 130.35 | -89.70 | 28.23 | 57 | 16 | 21 |
| 2 Dec | 4495.65 | 220.05 | 33.47 | 8 | 6 | 6 | |
For Jk Cement Limited - strike price 4650 expiring on 26DEC2024
Delta for 4650 PE is -0.46
Historical price for 4650 PE is as follows
On 12 Dec JKCEMENT was trading at 4649.95. The strike last trading price was 96.9, which was 21.90 higher than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 95
On 11 Dec JKCEMENT was trading at 4699.80. The strike last trading price was 75, which was -65.00 lower than the previous day. The implied volatity was 28.19, the open interest changed by 67 which increased total open position to 92
On 10 Dec JKCEMENT was trading at 4599.00. The strike last trading price was 140, which was 2.65 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 23
On 9 Dec JKCEMENT was trading at 4562.95. The strike last trading price was 137.35, which was 8.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by -1 which decreased total open position to 24
On 6 Dec JKCEMENT was trading at 4596.65. The strike last trading price was 128.85, which was 8.50 higher than the previous day. The implied volatity was 24.75, the open interest changed by 2 which increased total open position to 25
On 5 Dec JKCEMENT was trading at 4608.10. The strike last trading price was 120.35, which was -8.50 lower than the previous day. The implied volatity was 26.62, the open interest changed by -1 which decreased total open position to 24
On 4 Dec JKCEMENT was trading at 4632.55. The strike last trading price was 128.85, which was -1.50 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 23
On 3 Dec JKCEMENT was trading at 4647.40. The strike last trading price was 130.35, which was -89.70 lower than the previous day. The implied volatity was 28.23, the open interest changed by 16 which increased total open position to 21
On 2 Dec JKCEMENT was trading at 4495.65. The strike last trading price was 220.05, which was lower than the previous day. The implied volatity was 33.47, the open interest changed by 6 which increased total open position to 6
