JSL
Jindal Stainless Limited
Historical option data for JSL
08 Apr 2025 01:44 PM IST
JSL 24APR2025 570 CE | ||||||||||
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Delta: 0.23
Vega: 0.33
Theta: -0.51
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 523.55 | 6.4 | -0.1 | 46.90 | 94 | 16 | 78 | |||
7 Apr | 516.65 | 6.55 | -5.75 | 48.82 | 73 | 19 | 59 | |||
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4 Apr | 551.70 | 12.3 | -18.75 | 34.59 | 51 | 15 | 38 | |||
3 Apr | 594.60 | 31.05 | 2.15 | 24.30 | 6 | 3 | 24 | |||
2 Apr | 589.90 | 28.9 | 0.45 | 26.72 | 34 | 0 | 22 | |||
1 Apr | 576.55 | 28.45 | -1.5 | 40.73 | 20 | 7 | 21 | |||
28 Mar | 581.60 | 30.05 | -3.45 | 35.78 | 34 | 11 | 14 | |||
27 Mar | 581.95 | 34.95 | -10.05 | 39.73 | 4 | 1 | 2 | |||
26 Mar | 595.15 | 45 | 0 | 0.00 | 0 | 0 | 0 | |||
25 Mar | 588.15 | 45 | 0 | 0.00 | 0 | 1 | 0 | |||
24 Mar | 591.35 | 45 | -15.3 | 42.83 | 3 | 0 | 0 | |||
21 Mar | 625.70 | 60.3 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 655.35 | 60.3 | 0 | - | 0 | 0 | 0 | |||
5 Mar | 613.45 | 60.3 | 0 | - | 0 | 0 | 0 | |||
4 Mar | 594.35 | 60.3 | 0 | - | 0 | 0 | 0 | |||
3 Mar | 594.85 | 60.3 | 0 | - | 0 | 0 | 0 | |||
28 Feb | 584.85 | 60.3 | 0 | - | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 570 expiring on 24APR2025
Delta for 570 CE is 0.23
Historical price for 570 CE is as follows
On 8 Apr JSL was trading at 523.55. The strike last trading price was 6.4, which was -0.1 lower than the previous day. The implied volatity was 46.90, the open interest changed by 16 which increased total open position to 78
On 7 Apr JSL was trading at 516.65. The strike last trading price was 6.55, which was -5.75 lower than the previous day. The implied volatity was 48.82, the open interest changed by 19 which increased total open position to 59
On 4 Apr JSL was trading at 551.70. The strike last trading price was 12.3, which was -18.75 lower than the previous day. The implied volatity was 34.59, the open interest changed by 15 which increased total open position to 38
On 3 Apr JSL was trading at 594.60. The strike last trading price was 31.05, which was 2.15 higher than the previous day. The implied volatity was 24.30, the open interest changed by 3 which increased total open position to 24
On 2 Apr JSL was trading at 589.90. The strike last trading price was 28.9, which was 0.45 higher than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 22
On 1 Apr JSL was trading at 576.55. The strike last trading price was 28.45, which was -1.5 lower than the previous day. The implied volatity was 40.73, the open interest changed by 7 which increased total open position to 21
On 28 Mar JSL was trading at 581.60. The strike last trading price was 30.05, which was -3.45 lower than the previous day. The implied volatity was 35.78, the open interest changed by 11 which increased total open position to 14
On 27 Mar JSL was trading at 581.95. The strike last trading price was 34.95, which was -10.05 lower than the previous day. The implied volatity was 39.73, the open interest changed by 1 which increased total open position to 2
On 26 Mar JSL was trading at 595.15. 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 0 which decreased total open position to 0
On 25 Mar JSL was trading at 588.15. 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 24 Mar JSL was trading at 591.35. The strike last trading price was 45, which was -15.3 lower than the previous day. The implied volatity was 42.83, 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 60.3, 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 19 Mar JSL was trading at 655.35. The strike last trading price was 60.3, 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 5 Mar JSL was trading at 613.45. The strike last trading price was 60.3, 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 60.3, 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 60.3, 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 60.3, 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 570 PE | |||||||
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Delta: -0.88
Vega: 0.22
Theta: -0.07
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 523.55 | 45.1 | -11.9 | 30.92 | 5 | 0 | 121 |
7 Apr | 516.65 | 57 | 25 | 57.68 | 14 | -1 | 122 |
4 Apr | 551.70 | 31.95 | 21.9 | 47.54 | 128 | -1 | 123 |
3 Apr | 594.60 | 10.4 | -2.95 | 38.23 | 56 | -9 | 124 |
2 Apr | 589.90 | 14.05 | -5.45 | 41.70 | 91 | 9 | 133 |
1 Apr | 576.55 | 19.5 | 1.15 | 42.03 | 39 | 11 | 126 |
28 Mar | 581.60 | 18.35 | 0.75 | 39.93 | 31 | -2 | 115 |
27 Mar | 581.95 | 18.15 | 0.1 | 40.97 | 64 | 31 | 116 |
26 Mar | 595.15 | 18 | -3.5 | 46.27 | 57 | 8 | 84 |
25 Mar | 588.15 | 21.85 | 3.2 | 47.27 | 81 | -19 | 76 |
24 Mar | 591.35 | 17.8 | 8.25 | 44.22 | 130 | 21 | 97 |
21 Mar | 625.70 | 10.1 | 4.55 | 43.83 | 24 | 17 | 75 |
19 Mar | 655.35 | 5.55 | -19.5 | 42.88 | 36 | 32 | 60 |
5 Mar | 613.45 | 27.55 | 0 | 6.52 | 0 | 0 | 0 |
4 Mar | 594.35 | 27.55 | 0 | 4.18 | 0 | 0 | 0 |
3 Mar | 594.85 | 27.55 | 0 | 4.30 | 0 | 0 | 0 |
28 Feb | 584.85 | 27.55 | 0 | 3.22 | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 570 expiring on 24APR2025
Delta for 570 PE is -0.88
Historical price for 570 PE is as follows
On 8 Apr JSL was trading at 523.55. The strike last trading price was 45.1, which was -11.9 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 121
On 7 Apr JSL was trading at 516.65. The strike last trading price was 57, which was 25 higher than the previous day. The implied volatity was 57.68, the open interest changed by -1 which decreased total open position to 122
On 4 Apr JSL was trading at 551.70. The strike last trading price was 31.95, which was 21.9 higher than the previous day. The implied volatity was 47.54, the open interest changed by -1 which decreased total open position to 123
On 3 Apr JSL was trading at 594.60. The strike last trading price was 10.4, which was -2.95 lower than the previous day. The implied volatity was 38.23, the open interest changed by -9 which decreased total open position to 124
On 2 Apr JSL was trading at 589.90. The strike last trading price was 14.05, which was -5.45 lower than the previous day. The implied volatity was 41.70, the open interest changed by 9 which increased total open position to 133
On 1 Apr JSL was trading at 576.55. The strike last trading price was 19.5, which was 1.15 higher than the previous day. The implied volatity was 42.03, the open interest changed by 11 which increased total open position to 126
On 28 Mar JSL was trading at 581.60. The strike last trading price was 18.35, which was 0.75 higher than the previous day. The implied volatity was 39.93, the open interest changed by -2 which decreased total open position to 115
On 27 Mar JSL was trading at 581.95. The strike last trading price was 18.15, which was 0.1 higher than the previous day. The implied volatity was 40.97, the open interest changed by 31 which increased total open position to 116
On 26 Mar JSL was trading at 595.15. The strike last trading price was 18, which was -3.5 lower than the previous day. The implied volatity was 46.27, the open interest changed by 8 which increased total open position to 84
On 25 Mar JSL was trading at 588.15. The strike last trading price was 21.85, which was 3.2 higher than the previous day. The implied volatity was 47.27, the open interest changed by -19 which decreased total open position to 76
On 24 Mar JSL was trading at 591.35. The strike last trading price was 17.8, which was 8.25 higher than the previous day. The implied volatity was 44.22, the open interest changed by 21 which increased total open position to 97
On 21 Mar JSL was trading at 625.70. The strike last trading price was 10.1, which was 4.55 higher than the previous day. The implied volatity was 43.83, the open interest changed by 17 which increased total open position to 75
On 19 Mar JSL was trading at 655.35. The strike last trading price was 5.55, which was -19.5 lower than the previous day. The implied volatity was 42.88, the open interest changed by 32 which increased total open position to 60
On 5 Mar JSL was trading at 613.45. The strike last trading price was 27.55, which was 0 lower than the previous day. The implied volatity was 6.52, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.18, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.30, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0