JKCEMENT
Jk Cement Limited
Historical option data for JKCEMENT
12 Dec 2024 10:00 AM IST
| JKCEMENT 26DEC2024 4750 CE | ||||||||||
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Delta: 0.39
Vega: 3.51
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4649.95 | 67.05 | -24.80 | 27.81 | 548 | -20 | 498 | |||
| 11 Dec | 4699.80 | 91.85 | 45.45 | 27.79 | 8,101 | 486 | 521 | |||
| 10 Dec | 4599.00 | 46.4 | 5.40 | 24.35 | 3 | 0 | 36 | |||
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| 9 Dec | 4562.95 | 41 | -23.40 | 25.22 | 1 | 0 | 36 | |||
| 6 Dec | 4596.65 | 64.4 | -0.95 | 28.18 | 19 | 0 | 37 | |||
| 5 Dec | 4608.10 | 65.35 | -1.40 | 24.59 | 7 | -3 | 36 | |||
| 4 Dec | 4632.55 | 66.75 | -10.95 | 24.41 | 14 | 1 | 40 | |||
| 3 Dec | 4647.40 | 77.7 | 25.25 | 25.82 | 74 | 7 | 39 | |||
| 2 Dec | 4495.65 | 52.45 | 28.18 | 76 | 31 | 31 | ||||
For Jk Cement Limited - strike price 4750 expiring on 26DEC2024
Delta for 4750 CE is 0.39
Historical price for 4750 CE is as follows
On 12 Dec JKCEMENT was trading at 4649.95. The strike last trading price was 67.05, which was -24.80 lower than the previous day. The implied volatity was 27.81, the open interest changed by -20 which decreased total open position to 498
On 11 Dec JKCEMENT was trading at 4699.80. The strike last trading price was 91.85, which was 45.45 higher than the previous day. The implied volatity was 27.79, the open interest changed by 486 which increased total open position to 521
On 10 Dec JKCEMENT was trading at 4599.00. The strike last trading price was 46.4, which was 5.40 higher than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 36
On 9 Dec JKCEMENT was trading at 4562.95. The strike last trading price was 41, which was -23.40 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 36
On 6 Dec JKCEMENT was trading at 4596.65. The strike last trading price was 64.4, which was -0.95 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 37
On 5 Dec JKCEMENT was trading at 4608.10. The strike last trading price was 65.35, which was -1.40 lower than the previous day. The implied volatity was 24.59, the open interest changed by -3 which decreased total open position to 36
On 4 Dec JKCEMENT was trading at 4632.55. The strike last trading price was 66.75, which was -10.95 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 40
On 3 Dec JKCEMENT was trading at 4647.40. The strike last trading price was 77.7, which was 25.25 higher than the previous day. The implied volatity was 25.82, the open interest changed by 7 which increased total open position to 39
On 2 Dec JKCEMENT was trading at 4495.65. The strike last trading price was 52.45, which was lower than the previous day. The implied volatity was 28.18, the open interest changed by 31 which increased total open position to 31
| JKCEMENT 26DEC2024 4750 PE | |||||||
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Delta: -0.61
Vega: 3.53
Theta: -2.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4649.95 | 155 | 32.20 | 29.62 | 101 | 19 | 103 |
| 11 Dec | 4699.80 | 122.8 | -70.25 | 28.16 | 988 | 81 | 84 |
| 10 Dec | 4599.00 | 193.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4562.95 | 193.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 4596.65 | 193.05 | -101.60 | 24.78 | 4 | 1 | 2 |
| 5 Dec | 4608.10 | 294.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4632.55 | 294.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4647.40 | 294.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 4495.65 | 294.65 | 35.27 | 1 | 0 | 0 | |
For Jk Cement Limited - strike price 4750 expiring on 26DEC2024
Delta for 4750 PE is -0.61
Historical price for 4750 PE is as follows
On 12 Dec JKCEMENT was trading at 4649.95. The strike last trading price was 155, which was 32.20 higher than the previous day. The implied volatity was 29.62, the open interest changed by 19 which increased total open position to 103
On 11 Dec JKCEMENT was trading at 4699.80. The strike last trading price was 122.8, which was -70.25 lower than the previous day. The implied volatity was 28.16, the open interest changed by 81 which increased total open position to 84
On 10 Dec JKCEMENT was trading at 4599.00. The strike last trading price was 193.05, 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 9 Dec JKCEMENT was trading at 4562.95. The strike last trading price was 193.05, 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 6 Dec JKCEMENT was trading at 4596.65. The strike last trading price was 193.05, which was -101.60 lower than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 2
On 5 Dec JKCEMENT was trading at 4608.10. The strike last trading price was 294.65, 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 4 Dec JKCEMENT was trading at 4632.55. The strike last trading price was 294.65, 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 3 Dec JKCEMENT was trading at 4647.40. The strike last trading price was 294.65, 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 2 Dec JKCEMENT was trading at 4495.65. The strike last trading price was 294.65, which was lower than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 0
