JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
20 Dec 2024 04:10 PM IST
| JKCEMENT 26DEC2024 4650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 1.67
Theta: -3.88
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4517.80 | 17.6 | -22.60 | 26.09 | 1,093 | 33 | 163 | |||
| 19 Dec | 4577.30 | 40.2 | -17.65 | 25.93 | 133 | 21 | 128 | |||
| 18 Dec | 4619.15 | 57.85 | -41.75 | 23.82 | 100 | 10 | 107 | |||
| 17 Dec | 4669.55 | 99.6 | -56.45 | 31.13 | 67 | 9 | 97 | |||
| 16 Dec | 4758.05 | 156.05 | 12.00 | 25.30 | 49 | -4 | 88 | |||
| 13 Dec | 4749.10 | 144.05 | 39.15 | 24.05 | 483 | -53 | 94 | |||
| 12 Dec | 4650.85 | 104.9 | -36.30 | 28.41 | 530 | 34 | 148 | |||
| 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 0.21
Historical price for 4650 CE is as follows
On 20 Dec JKCEMENT was trading at 4517.80. The strike last trading price was 17.6, which was -22.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by 33 which increased total open position to 163
On 19 Dec JKCEMENT was trading at 4577.30. The strike last trading price was 40.2, which was -17.65 lower than the previous day. The implied volatity was 25.93, the open interest changed by 21 which increased total open position to 128
On 18 Dec JKCEMENT was trading at 4619.15. The strike last trading price was 57.85, which was -41.75 lower than the previous day. The implied volatity was 23.82, the open interest changed by 10 which increased total open position to 107
On 17 Dec JKCEMENT was trading at 4669.55. The strike last trading price was 99.6, which was -56.45 lower than the previous day. The implied volatity was 31.13, the open interest changed by 9 which increased total open position to 97
On 16 Dec JKCEMENT was trading at 4758.05. The strike last trading price was 156.05, which was 12.00 higher than the previous day. The implied volatity was 25.30, the open interest changed by -4 which decreased total open position to 88
On 13 Dec JKCEMENT was trading at 4749.10. The strike last trading price was 144.05, which was 39.15 higher than the previous day. The implied volatity was 24.05, the open interest changed by -53 which decreased total open position to 94
On 12 Dec JKCEMENT was trading at 4650.85. The strike last trading price was 104.9, which was -36.30 lower than the previous day. The implied volatity was 28.41, the open interest changed by 34 which increased total open position to 148
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 1.74
Theta: -3.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4517.80 | 147.25 | 42.35 | 27.99 | 194 | -24 | 94 |
| 19 Dec | 4577.30 | 104.9 | 20.35 | 27.73 | 175 | -52 | 118 |
| 18 Dec | 4619.15 | 84.55 | 22.20 | 28.05 | 117 | 26 | 171 |
| 17 Dec | 4669.55 | 62.35 | 28.80 | 24.30 | 168 | 2 | 144 |
| 16 Dec | 4758.05 | 33.55 | -11.75 | 26.13 | 199 | 34 | 143 |
| 13 Dec | 4749.10 | 45.3 | -47.95 | 24.47 | 520 | 28 | 108 |
| 12 Dec | 4650.85 | 93.25 | 18.25 | 26.32 | 325 | -11 | 81 |
| 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 -0.77
Historical price for 4650 PE is as follows
On 20 Dec JKCEMENT was trading at 4517.80. The strike last trading price was 147.25, which was 42.35 higher than the previous day. The implied volatity was 27.99, the open interest changed by -24 which decreased total open position to 94
On 19 Dec JKCEMENT was trading at 4577.30. The strike last trading price was 104.9, which was 20.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by -52 which decreased total open position to 118
On 18 Dec JKCEMENT was trading at 4619.15. The strike last trading price was 84.55, which was 22.20 higher than the previous day. The implied volatity was 28.05, the open interest changed by 26 which increased total open position to 171
On 17 Dec JKCEMENT was trading at 4669.55. The strike last trading price was 62.35, which was 28.80 higher than the previous day. The implied volatity was 24.30, the open interest changed by 2 which increased total open position to 144
On 16 Dec JKCEMENT was trading at 4758.05. The strike last trading price was 33.55, which was -11.75 lower than the previous day. The implied volatity was 26.13, the open interest changed by 34 which increased total open position to 143
On 13 Dec JKCEMENT was trading at 4749.10. The strike last trading price was 45.3, which was -47.95 lower than the previous day. The implied volatity was 24.47, the open interest changed by 28 which increased total open position to 108
On 12 Dec JKCEMENT was trading at 4650.85. The strike last trading price was 93.25, which was 18.25 higher than the previous day. The implied volatity was 26.32, the open interest changed by -11 which decreased total open position to 81
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
