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[--[65.84.65.76]--]
JSL
Jindal Stainless Limited

561.45 2.75 (0.49%)

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Historical option data for JSL

17 Apr 2025 04:13 PM IST
JSL 24APR2025 550 CE
Delta: 0.69
Vega: 0.27
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
17 Apr 561.45 15.95 -2.05 30.72 80 2 197
16 Apr 558.70 18 1.25 39.90 31 7 195
15 Apr 557.80 18.4 5 34.18 117 0 186
11 Apr 542.05 13.3 5.4 38.05 126 -3 186
9 Apr 512.60 8.8 -3.05 49.65 240 73 189
8 Apr 523.35 11.7 -0.5 48.64 202 12 117
7 Apr 516.65 12.9 -7.55 52.67 194 56 106
4 Apr 551.70 21.25 -26.75 34.33 71 48 49
3 Apr 594.60 48 0 0.00 0 0 0
2 Apr 589.90 48 3 36.30 2 1 2
1 Apr 576.55 45 0 0.00 0 1 0
28 Mar 581.60 45 0 0.00 0 1 0
27 Mar 581.95 45 -27.7 34.12 1 0 0
26 Mar 595.15 72.7 0 - 0 0 0
25 Mar 588.15 72.7 0 - 0 0 0
24 Mar 591.35 72.7 0 - 0 0 0
21 Mar 625.70 72.7 0 - 0 0 0
4 Mar 594.35 72.7 0 - 0 0 0
3 Mar 594.85 72.7 0 - 0 0 0
28 Feb 584.85 72.7 0 - 0 0 0


For Jindal Stainless Limited - strike price 550 expiring on 24APR2025

Delta for 550 CE is 0.69

Historical price for 550 CE is as follows

On 17 Apr JSL was trading at 561.45. The strike last trading price was 15.95, which was -2.05 lower than the previous day. The implied volatity was 30.72, the open interest changed by 2 which increased total open position to 197


On 16 Apr JSL was trading at 558.70. The strike last trading price was 18, which was 1.25 higher than the previous day. The implied volatity was 39.90, the open interest changed by 7 which increased total open position to 195


On 15 Apr JSL was trading at 557.80. The strike last trading price was 18.4, which was 5 higher than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 186


On 11 Apr JSL was trading at 542.05. The strike last trading price was 13.3, which was 5.4 higher than the previous day. The implied volatity was 38.05, the open interest changed by -3 which decreased total open position to 186


On 9 Apr JSL was trading at 512.60. The strike last trading price was 8.8, which was -3.05 lower than the previous day. The implied volatity was 49.65, the open interest changed by 73 which increased total open position to 189


On 8 Apr JSL was trading at 523.35. The strike last trading price was 11.7, which was -0.5 lower than the previous day. The implied volatity was 48.64, the open interest changed by 12 which increased total open position to 117


On 7 Apr JSL was trading at 516.65. The strike last trading price was 12.9, which was -7.55 lower than the previous day. The implied volatity was 52.67, the open interest changed by 56 which increased total open position to 106


On 4 Apr JSL was trading at 551.70. The strike last trading price was 21.25, which was -26.75 lower than the previous day. The implied volatity was 34.33, the open interest changed by 48 which increased total open position to 49


On 3 Apr JSL was trading at 594.60. The strike last trading price was 48, 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 2 Apr JSL was trading at 589.90. The strike last trading price was 48, which was 3 higher than the previous day. The implied volatity was 36.30, the open interest changed by 1 which increased total open position to 2


On 1 Apr JSL was trading at 576.55. The strike last trading price was 45, 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 28 Mar JSL was trading at 581.60. The strike last trading price was 45, 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 45, which was -27.7 lower than the previous day. The implied volatity was 34.12, 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 72.7, 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 72.7, 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 72.7, 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 72.7, 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 Mar JSL was trading at 594.35. The strike last trading price was 72.7, 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 Mar JSL was trading at 594.85. The strike last trading price was 72.7, 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 Feb JSL was trading at 584.85. The strike last trading price was 72.7, 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 550 PE
Delta: -0.33
Vega: 0.28
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
17 Apr 561.45 5.8 -3.4 33.97 76 -15 116
16 Apr 558.70 9.2 -1.4 40.39 17 4 131
15 Apr 557.80 10 -15.95 43.20 60 -3 127
11 Apr 542.05 25.7 -19.05 56.43 27 3 130
9 Apr 512.60 44.65 11.25 57.89 33 0 131
8 Apr 523.35 33.4 -8 41.99 10 1 131
7 Apr 516.65 41 20 54.25 159 2 132
4 Apr 551.70 20.4 15.15 46.03 332 -67 132
3 Apr 594.60 5.1 -2.55 37.74 225 71 200
2 Apr 589.90 8.2 -3.15 42.38 102 -16 130
1 Apr 576.55 11.5 0.35 41.59 78 -1 139
28 Mar 581.60 11.2 0.35 40.24 134 27 140
27 Mar 581.95 10.35 -0.85 39.59 101 3 95
26 Mar 595.15 11.35 -2.9 45.97 72 14 93
25 Mar 588.15 14.45 2.35 47.22 93 30 79
24 Mar 591.35 12.1 5.3 45.68 78 44 49
21 Mar 625.70 6.8 -13.3 45.93 5 4 4
4 Mar 594.35 20.1 0 6.63 0 0 0
3 Mar 594.85 20.1 0 6.71 0 0 0
28 Feb 584.85 20.1 0 5.53 0 0 0


For Jindal Stainless Limited - strike price 550 expiring on 24APR2025

Delta for 550 PE is -0.33

Historical price for 550 PE is as follows

On 17 Apr JSL was trading at 561.45. The strike last trading price was 5.8, which was -3.4 lower than the previous day. The implied volatity was 33.97, the open interest changed by -15 which decreased total open position to 116


On 16 Apr JSL was trading at 558.70. The strike last trading price was 9.2, which was -1.4 lower than the previous day. The implied volatity was 40.39, the open interest changed by 4 which increased total open position to 131


On 15 Apr JSL was trading at 557.80. The strike last trading price was 10, which was -15.95 lower than the previous day. The implied volatity was 43.20, the open interest changed by -3 which decreased total open position to 127


On 11 Apr JSL was trading at 542.05. The strike last trading price was 25.7, which was -19.05 lower than the previous day. The implied volatity was 56.43, the open interest changed by 3 which increased total open position to 130


On 9 Apr JSL was trading at 512.60. The strike last trading price was 44.65, which was 11.25 higher than the previous day. The implied volatity was 57.89, the open interest changed by 0 which decreased total open position to 131


On 8 Apr JSL was trading at 523.35. The strike last trading price was 33.4, which was -8 lower than the previous day. The implied volatity was 41.99, the open interest changed by 1 which increased total open position to 131


On 7 Apr JSL was trading at 516.65. The strike last trading price was 41, which was 20 higher than the previous day. The implied volatity was 54.25, the open interest changed by 2 which increased total open position to 132


On 4 Apr JSL was trading at 551.70. The strike last trading price was 20.4, which was 15.15 higher than the previous day. The implied volatity was 46.03, the open interest changed by -67 which decreased total open position to 132


On 3 Apr JSL was trading at 594.60. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 37.74, the open interest changed by 71 which increased total open position to 200


On 2 Apr JSL was trading at 589.90. The strike last trading price was 8.2, which was -3.15 lower than the previous day. The implied volatity was 42.38, the open interest changed by -16 which decreased total open position to 130


On 1 Apr JSL was trading at 576.55. The strike last trading price was 11.5, which was 0.35 higher than the previous day. The implied volatity was 41.59, the open interest changed by -1 which decreased total open position to 139


On 28 Mar JSL was trading at 581.60. The strike last trading price was 11.2, which was 0.35 higher than the previous day. The implied volatity was 40.24, the open interest changed by 27 which increased total open position to 140


On 27 Mar JSL was trading at 581.95. The strike last trading price was 10.35, which was -0.85 lower than the previous day. The implied volatity was 39.59, the open interest changed by 3 which increased total open position to 95


On 26 Mar JSL was trading at 595.15. The strike last trading price was 11.35, which was -2.9 lower than the previous day. The implied volatity was 45.97, the open interest changed by 14 which increased total open position to 93


On 25 Mar JSL was trading at 588.15. The strike last trading price was 14.45, which was 2.35 higher than the previous day. The implied volatity was 47.22, the open interest changed by 30 which increased total open position to 79


On 24 Mar JSL was trading at 591.35. The strike last trading price was 12.1, which was 5.3 higher than the previous day. The implied volatity was 45.68, the open interest changed by 44 which increased total open position to 49


On 21 Mar JSL was trading at 625.70. The strike last trading price was 6.8, which was -13.3 lower than the previous day. The implied volatity was 45.93, the open interest changed by 4 which increased total open position to 4


On 4 Mar JSL was trading at 594.35. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0


On 3 Mar JSL was trading at 594.85. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0


On 28 Feb JSL was trading at 584.85. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0