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[--[65.84.65.76]--]
JKCEMENT
Jk Cement Limited

4635.5 -64.30 (-1.37%)

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Historical option data for JKCEMENT

12 Dec 2024 10:20 AM IST
JKCEMENT 26DEC2024 4750 CE
Delta: 0.37
Vega: 3.45
Theta: -3.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4638.45 62.9 -28.95 27.88 610 -5 513
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
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 0.37

Historical price for 4750 CE is as follows

On 12 Dec JKCEMENT was trading at 4638.45. The strike last trading price was 62.9, which was -28.95 lower than the previous day. The implied volatity was 27.88, the open interest changed by -5 which decreased total open position to 513


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
Delta: -0.62
Vega: 3.49
Theta: -2.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4638.45 164 41.20 30.19 106 17 101
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 -0.62

Historical price for 4750 PE is as follows

On 12 Dec JKCEMENT was trading at 4638.45. The strike last trading price was 164, which was 41.20 higher than the previous day. The implied volatity was 30.19, the open interest changed by 17 which increased total open position to 101


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