JSL
Jindal Stainless Limited
Historical option data for JSL
09 Apr 2025 01:14 PM IST
| JSL 24APR2025 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.24
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 512.60 | 59.15 | -139.9 | 55.77 | 11 | 2 | 2 | |||
| 8 Apr | 523.35 | 199.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 516.65 | 199.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 551.70 | 199.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 588.15 | 199.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 591.35 | 199.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 640.60 | 199.05 | 0 | - | 0 | 0 | 0 | |||
For Jindal Stainless Limited - strike price 460 expiring on 24APR2025
Delta for 460 CE is 0.85
Historical price for 460 CE is as follows
On 9 Apr JSL was trading at 512.60. The strike last trading price was 59.15, which was -139.9 lower than the previous day. The implied volatity was 55.77, the open interest changed by 2 which increased total open position to 2
On 8 Apr JSL was trading at 523.35. The strike last trading price was 199.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr JSL was trading at 516.65. The strike last trading price was 199.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr JSL was trading at 551.70. The strike last trading price was 199.05, which was 0 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 25 Mar JSL was trading at 588.15. The strike last trading price was 199.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar JSL was trading at 591.35. The strike last trading price was 199.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar JSL was trading at 640.60. The strike last trading price was 199.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JSL 24APR2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.27
Theta: -0.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 512.60 | 7.1 | 3.05 | 65.71 | 9 | -6 | 17 |
| 8 Apr | 523.35 | 4.05 | -2.2 | 57.79 | 72 | -3 | 29 |
| 7 Apr | 516.65 | 5.85 | 4.45 | 61.60 | 120 | 24 | 31 |
| 4 Apr | 551.70 | 1.4 | 0 | 50.83 | 10 | 5 | 7 |
| 25 Mar | 588.15 | 1.4 | -0.6 | 51.57 | 1 | 0 | 2 |
| 24 Mar | 591.35 | 2 | 0 | 56.66 | 1 | 0 | 1 |
| 10 Mar | 640.60 | 2 | -0.55 | - | 4 | 2 | 2 |
For Jindal Stainless Limited - strike price 460 expiring on 24APR2025
Delta for 460 PE is -0.18
Historical price for 460 PE is as follows
On 9 Apr JSL was trading at 512.60. The strike last trading price was 7.1, which was 3.05 higher than the previous day. The implied volatity was 65.71, the open interest changed by -6 which decreased total open position to 17
On 8 Apr JSL was trading at 523.35. The strike last trading price was 4.05, which was -2.2 lower than the previous day. The implied volatity was 57.79, the open interest changed by -3 which decreased total open position to 29
On 7 Apr JSL was trading at 516.65. The strike last trading price was 5.85, which was 4.45 higher than the previous day. The implied volatity was 61.60, the open interest changed by 24 which increased total open position to 31
On 4 Apr JSL was trading at 551.70. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 50.83, the open interest changed by 5 which increased total open position to 7
On 25 Mar JSL was trading at 588.15. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 51.57, the open interest changed by 0 which decreased total open position to 2
On 24 Mar JSL was trading at 591.35. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 56.66, the open interest changed by 0 which decreased total open position to 1
On 10 Mar JSL was trading at 640.60. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
