JSL
Jindal Stainless Limited
Historical option data for JSL
08 Apr 2025 01:44 PM IST
| JSL 24APR2025 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.34
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 523.55 | 44.95 | 5.5 | 52.22 | 9 | 2 | 9 | |||
| 7 Apr | 516.65 | 39.45 | -78.6 | 44.14 | 17 | 5 | 5 | |||
| 4 Apr | 551.70 | 118.05 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 581.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 588.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 591.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Jindal Stainless Limited - strike price 490 expiring on 24APR2025
Delta for 490 CE is 0.76
Historical price for 490 CE is as follows
On 8 Apr JSL was trading at 523.55. The strike last trading price was 44.95, which was 5.5 higher than the previous day. The implied volatity was 52.22, the open interest changed by 2 which increased total open position to 9
On 7 Apr JSL was trading at 516.65. The strike last trading price was 39.45, which was -78.6 lower than the previous day. The implied volatity was 44.14, the open interest changed by 5 which increased total open position to 5
On 4 Apr JSL was trading at 551.70. The strike last trading price was 118.05, 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 27 Mar JSL was trading at 581.95. The strike last trading price was 0, 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 0, 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 24 Mar JSL was trading at 591.35. The strike last trading price was 0, 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
| JSL 24APR2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.33
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 523.55 | 7.6 | 1.5 | 49.56 | 18 | 13 | 13 |
| 7 Apr | 516.65 | 6.1 | 0 | 8.42 | 0 | 0 | 0 |
| 4 Apr | 551.70 | 6.1 | 0 | 14.77 | 0 | 0 | 0 |
| 27 Mar | 581.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 588.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 591.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 490 expiring on 24APR2025
Delta for 490 PE is -0.23
Historical price for 490 PE is as follows
On 8 Apr JSL was trading at 523.55. The strike last trading price was 7.6, which was 1.5 higher than the previous day. The implied volatity was 49.56, the open interest changed by 13 which increased total open position to 13
On 7 Apr JSL was trading at 516.65. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 8.42, 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 6.1, which was 0 lower than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 0
On 27 Mar JSL was trading at 581.95. The strike last trading price was 0, 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 0, 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 24 Mar JSL was trading at 591.35. The strike last trading price was 0, 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
