JSL
Jindal Stainless Limited
Historical option data for JSL
09 Apr 2025 12:34 PM IST
| JSL 24APR2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.39
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 510.00 | 12 | -7.9 | 47.00 | 46 | -4 | 147 | |||
| 8 Apr | 523.35 | 19.7 | 0.05 | 49.79 | 313 | 135 | 151 | |||
| 7 Apr | 516.65 | 21.5 | -65.05 | 55.67 | 37 | 16 | 16 | |||
| 4 Apr | 551.70 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 594.60 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 589.90 | 86.55 | 0 | - | 0 | 0 | 0 | |||
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| 1 Apr | 576.55 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 581.60 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 581.95 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 595.15 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 588.15 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 591.35 | 86.55 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 625.70 | 86.55 | 0 | - | 0 | 0 | 0 | |||
For Jindal Stainless Limited - strike price 530 expiring on 24APR2025
Delta for 530 CE is 0.37
Historical price for 530 CE is as follows
On 9 Apr JSL was trading at 510.00. The strike last trading price was 12, which was -7.9 lower than the previous day. The implied volatity was 47.00, the open interest changed by -4 which decreased total open position to 147
On 8 Apr JSL was trading at 523.35. The strike last trading price was 19.7, which was 0.05 higher than the previous day. The implied volatity was 49.79, the open interest changed by 135 which increased total open position to 151
On 7 Apr JSL was trading at 516.65. The strike last trading price was 21.5, which was -65.05 lower than the previous day. The implied volatity was 55.67, the open interest changed by 16 which increased total open position to 16
On 4 Apr JSL was trading at 551.70. The strike last trading price was 86.55, 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 3 Apr JSL was trading at 594.60. The strike last trading price was 86.55, 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 2 Apr JSL was trading at 589.90. The strike last trading price was 86.55, 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 1 Apr JSL was trading at 576.55. The strike last trading price was 86.55, 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 28 Mar JSL was trading at 581.60. The strike last trading price was 86.55, 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 86.55, 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 26 Mar JSL was trading at 595.15. The strike last trading price was 86.55, 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 25 Mar JSL was trading at 588.15. The strike last trading price was 86.55, 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 86.55, 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 21 Mar JSL was trading at 625.70. The strike last trading price was 86.55, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.40
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 510.00 | 35.95 | 10 | 61.37 | 7 | -1 | 59 |
| 8 Apr | 523.35 | 25.95 | -3.75 | 53.95 | 76 | 43 | 59 |
| 7 Apr | 516.65 | 28.75 | 15.75 | 55.03 | 42 | 5 | 17 |
| 4 Apr | 551.70 | 13 | 8.2 | 47.64 | 27 | 3 | 13 |
| 3 Apr | 594.60 | 4.8 | 0 | 0.00 | 0 | 4 | 0 |
| 2 Apr | 589.90 | 4.8 | -1.25 | 44.31 | 11 | 4 | 10 |
| 1 Apr | 576.55 | 6.05 | -0.1 | 41.16 | 15 | 7 | 7 |
| 28 Mar | 581.60 | 6.15 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 581.95 | 6.15 | -8.05 | 40.88 | 1 | 0 | 0 |
| 26 Mar | 595.15 | 14.2 | 0 | 11.57 | 0 | 0 | 0 |
| 25 Mar | 588.15 | 14.2 | 0 | 10.38 | 0 | 0 | 0 |
| 24 Mar | 591.35 | 14.2 | 0 | 11.21 | 0 | 0 | 0 |
| 21 Mar | 625.70 | 14.2 | 0 | 15.33 | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 530 expiring on 24APR2025
Delta for 530 PE is -0.59
Historical price for 530 PE is as follows
On 9 Apr JSL was trading at 510.00. The strike last trading price was 35.95, which was 10 higher than the previous day. The implied volatity was 61.37, the open interest changed by -1 which decreased total open position to 59
On 8 Apr JSL was trading at 523.35. The strike last trading price was 25.95, which was -3.75 lower than the previous day. The implied volatity was 53.95, the open interest changed by 43 which increased total open position to 59
On 7 Apr JSL was trading at 516.65. The strike last trading price was 28.75, which was 15.75 higher than the previous day. The implied volatity was 55.03, the open interest changed by 5 which increased total open position to 17
On 4 Apr JSL was trading at 551.70. The strike last trading price was 13, which was 8.2 higher than the previous day. The implied volatity was 47.64, the open interest changed by 3 which increased total open position to 13
On 3 Apr JSL was trading at 594.60. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Apr JSL was trading at 589.90. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 44.31, the open interest changed by 4 which increased total open position to 10
On 1 Apr JSL was trading at 576.55. The strike last trading price was 6.05, which was -0.1 lower than the previous day. The implied volatity was 41.16, the open interest changed by 7 which increased total open position to 7
On 28 Mar JSL was trading at 581.60. The strike last trading price was 6.15, which was 0 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 27 Mar JSL was trading at 581.95. The strike last trading price was 6.15, which was -8.05 lower than the previous day. The implied volatity was 40.88, the open interest changed by 0 which decreased total open position to 0
On 26 Mar JSL was trading at 595.15. The strike last trading price was 14.2, which was 0 lower than the previous day. The implied volatity was 11.57, 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 14.2, which was 0 lower than the previous day. The implied volatity was 10.38, 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 14.2, which was 0 lower than the previous day. The implied volatity was 11.21, the open interest changed by 0 which decreased total open position to 0
On 21 Mar JSL was trading at 625.70. The strike last trading price was 14.2, which was 0 lower than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 0
