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

632.3 -4.80 (-0.75%)

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Historical option data for JSL

13 Mar 2025 04:13 PM IST
JSL 27MAR2025 610 CE
Delta: 0.72
Vega: 0.41
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 632.30 26.75 -3.25 29.82 6 -2 35
12 Mar 637.10 30 -25.25 15.10 46 -3 39
11 Mar 649.35 55.25 0 0.00 0 0 0
10 Mar 640.60 55.25 0 0.00 0 1 0
7 Mar 654.60 55.25 4.3 48.30 3 1 42
6 Mar 651.90 50.95 35.5 39.12 13 -2 41
5 Mar 613.45 15.45 0 0.00 0 0 0
4 Mar 594.35 15.45 0 0.00 0 0 0
3 Mar 594.85 15.45 0 0.00 0 1 0
28 Feb 584.85 15.45 -4.55 37.71 7 1 42
27 Feb 596.55 20 -2.6 37.91 1 0 41
26 Feb 598.00 23 -16.15 38.33 45 39 41
25 Feb 599.40 23 -16.15 38.33 45 39 41
24 Feb 615.90 39.15 0 0.00 0 1 0
21 Feb 625.60 39.15 7.85 36.90 1 0 1
20 Feb 618.70 31.3 -40 30.13 1 0 0
19 Feb 602.55 71.3 0 0.65 0 0 0
18 Feb 582.75 71.3 0 3.41 0 0 0
13 Feb 608.75 71.3 0 - 0 0 0
12 Feb 603.15 71.3 0 0.13 0 0 0
10 Feb 633.25 71.3 0 - 0 0 0
7 Feb 642.10 71.3 0 - 0 0 0
6 Feb 636.20 71.3 0 - 0 0 0
5 Feb 634.70 71.3 0 - 0 0 0
4 Feb 622.55 71.3 0 - 0 0 0
1 Feb 624.15 71.3 0 - 0 0 0


For Jindal Stainless Limited - strike price 610 expiring on 27MAR2025

Delta for 610 CE is 0.72

Historical price for 610 CE is as follows

On 13 Mar JSL was trading at 632.30. The strike last trading price was 26.75, which was -3.25 lower than the previous day. The implied volatity was 29.82, the open interest changed by -2 which decreased total open position to 35


On 12 Mar JSL was trading at 637.10. The strike last trading price was 30, which was -25.25 lower than the previous day. The implied volatity was 15.10, the open interest changed by -3 which decreased total open position to 39


On 11 Mar JSL was trading at 649.35. The strike last trading price was 55.25, 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 10 Mar JSL was trading at 640.60. The strike last trading price was 55.25, 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 7 Mar JSL was trading at 654.60. The strike last trading price was 55.25, which was 4.3 higher than the previous day. The implied volatity was 48.30, the open interest changed by 1 which increased total open position to 42


On 6 Mar JSL was trading at 651.90. The strike last trading price was 50.95, which was 35.5 higher than the previous day. The implied volatity was 39.12, the open interest changed by -2 which decreased total open position to 41


On 5 Mar JSL was trading at 613.45. The strike last trading price was 15.45, 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 4 Mar JSL was trading at 594.35. The strike last trading price was 15.45, 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 3 Mar JSL was trading at 594.85. The strike last trading price was 15.45, 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 Feb JSL was trading at 584.85. The strike last trading price was 15.45, which was -4.55 lower than the previous day. The implied volatity was 37.71, the open interest changed by 1 which increased total open position to 42


On 27 Feb JSL was trading at 596.55. The strike last trading price was 20, which was -2.6 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 41


On 26 Feb JSL was trading at 598.00. The strike last trading price was 23, which was -16.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 39 which increased total open position to 41


On 25 Feb JSL was trading at 599.40. The strike last trading price was 23, which was -16.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 39 which increased total open position to 41


On 24 Feb JSL was trading at 615.90. The strike last trading price was 39.15, 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 21 Feb JSL was trading at 625.60. The strike last trading price was 39.15, which was 7.85 higher than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 1


On 20 Feb JSL was trading at 618.70. The strike last trading price was 31.3, which was -40 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 0


On 19 Feb JSL was trading at 602.55. The strike last trading price was 71.3, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 18 Feb JSL was trading at 582.75. The strike last trading price was 71.3, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0


On 13 Feb JSL was trading at 608.75. The strike last trading price was 71.3, 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 12 Feb JSL was trading at 603.15. The strike last trading price was 71.3, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 10 Feb JSL was trading at 633.25. The strike last trading price was 71.3, 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 7 Feb JSL was trading at 642.10. The strike last trading price was 71.3, 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 6 Feb JSL was trading at 636.20. The strike last trading price was 71.3, 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 Feb JSL was trading at 634.70. The strike last trading price was 71.3, 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 Feb JSL was trading at 622.55. The strike last trading price was 71.3, 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 1 Feb JSL was trading at 624.15. The strike last trading price was 71.3, 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 27MAR2025 610 PE
Delta: -0.31
Vega: 0.44
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 632.30 9.55 -1.45 37.08 40 -10 28
12 Mar 637.10 11 3.2 45.28 45 7 38
11 Mar 649.35 7.8 -1.85 44.08 16 -6 32
10 Mar 640.60 9.55 2.3 40.75 71 1 32
7 Mar 654.60 7.25 -2.95 38.66 58 13 31
6 Mar 651.90 10.25 -25.55 43.87 33 17 19
5 Mar 613.45 35.8 0 0.00 0 0 0
4 Mar 594.35 35.8 0 0.00 0 0 0
3 Mar 594.85 35.8 -4.35 49.49 4 0 2
28 Feb 584.85 40.15 14.5 44.53 4 2 2
27 Feb 596.55 25.65 0 - 0 0 0
26 Feb 598.00 25.65 0 - 0 0 0
25 Feb 599.40 25.65 0 - 0 0 0
24 Feb 615.90 25.65 0 1.34 0 0 0
21 Feb 625.60 25.65 0 3.41 0 0 0
20 Feb 618.70 25.65 0 2.50 0 0 0
19 Feb 602.55 25.65 0 - 0 0 0
18 Feb 582.75 25.65 0 - 0 0 0
13 Feb 608.75 25.65 0 0.68 0 0 0
12 Feb 603.15 25.65 0 - 0 0 0
10 Feb 633.25 25.65 0 3.71 0 0 0
7 Feb 642.10 25.65 0 4.45 0 0 0
6 Feb 636.20 25.65 0 4.15 0 0 0
5 Feb 634.70 25.65 0 4.05 0 0 0
4 Feb 622.55 25.65 0 2.76 0 0 0
1 Feb 624.15 25.65 0 2.23 0 0 0


For Jindal Stainless Limited - strike price 610 expiring on 27MAR2025

Delta for 610 PE is -0.31

Historical price for 610 PE is as follows

On 13 Mar JSL was trading at 632.30. The strike last trading price was 9.55, which was -1.45 lower than the previous day. The implied volatity was 37.08, the open interest changed by -10 which decreased total open position to 28


On 12 Mar JSL was trading at 637.10. The strike last trading price was 11, which was 3.2 higher than the previous day. The implied volatity was 45.28, the open interest changed by 7 which increased total open position to 38


On 11 Mar JSL was trading at 649.35. The strike last trading price was 7.8, which was -1.85 lower than the previous day. The implied volatity was 44.08, the open interest changed by -6 which decreased total open position to 32


On 10 Mar JSL was trading at 640.60. The strike last trading price was 9.55, which was 2.3 higher than the previous day. The implied volatity was 40.75, the open interest changed by 1 which increased total open position to 32


On 7 Mar JSL was trading at 654.60. The strike last trading price was 7.25, which was -2.95 lower than the previous day. The implied volatity was 38.66, the open interest changed by 13 which increased total open position to 31


On 6 Mar JSL was trading at 651.90. The strike last trading price was 10.25, which was -25.55 lower than the previous day. The implied volatity was 43.87, the open interest changed by 17 which increased total open position to 19


On 5 Mar JSL was trading at 613.45. The strike last trading price was 35.8, 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 4 Mar JSL was trading at 594.35. The strike last trading price was 35.8, 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 3 Mar JSL was trading at 594.85. The strike last trading price was 35.8, which was -4.35 lower than the previous day. The implied volatity was 49.49, the open interest changed by 0 which decreased total open position to 2


On 28 Feb JSL was trading at 584.85. The strike last trading price was 40.15, which was 14.5 higher than the previous day. The implied volatity was 44.53, the open interest changed by 2 which increased total open position to 2


On 27 Feb JSL was trading at 596.55. The strike last trading price was 25.65, 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 Feb JSL was trading at 598.00. The strike last trading price was 25.65, 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 Feb JSL was trading at 599.40. The strike last trading price was 25.65, 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 Feb JSL was trading at 615.90. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 21 Feb JSL was trading at 625.60. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0


On 20 Feb JSL was trading at 618.70. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0


On 19 Feb JSL was trading at 602.55. The strike last trading price was 25.65, 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 18 Feb JSL was trading at 582.75. The strike last trading price was 25.65, 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 13 Feb JSL was trading at 608.75. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 12 Feb JSL was trading at 603.15. The strike last trading price was 25.65, 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 10 Feb JSL was trading at 633.25. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0


On 7 Feb JSL was trading at 642.10. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0


On 6 Feb JSL was trading at 636.20. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0


On 5 Feb JSL was trading at 634.70. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 4 Feb JSL was trading at 622.55. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 1 Feb JSL was trading at 624.15. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0