JSL
Jindal Stainless Limited
Historical option data for JSL
17 Apr 2025 04:13 PM IST
JSL 24APR2025 550 CE | ||||||||||
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Delta: 0.69
Vega: 0.27
Theta: -0.70
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.33
Vega: 0.28
Theta: -0.63
Gamma: 0.01
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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