JSL
Jindal Stainless Limited
Historical option data for JSL
13 Mar 2025 04:13 PM IST
| JSL 27MAR2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.49
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 632.30 | 19.65 | -3.65 | 39.70 | 124 | 28 | 127 | |||
| 12 Mar | 637.10 | 23.3 | -8.15 | 35.42 | 118 | 40 | 100 | |||
| 11 Mar | 649.35 | 31.45 | 2.7 | 33.47 | 35 | -21 | 60 | |||
| 10 Mar | 640.60 | 25.05 | -12.6 | 34.03 | 60 | -12 | 82 | |||
| 7 Mar | 654.60 | 37.7 | -0.55 | 40.37 | 240 | -50 | 94 | |||
| 6 Mar | 651.90 | 37.1 | 18.05 | 39.03 | 1,833 | 19 | 146 | |||
| 5 Mar | 613.45 | 19 | 8.3 | 39.93 | 768 | 88 | 129 | |||
| 4 Mar | 594.35 | 10.7 | -2.05 | 37.81 | 3 | 0 | 41 | |||
| 3 Mar | 594.85 | 12.65 | 2.2 | 39.81 | 53 | -24 | 39 | |||
| 28 Feb | 584.85 | 10.2 | -3.8 | 38.79 | 110 | 65 | 65 | |||
| 27 Feb | 596.55 | 14 | 0 | 0.00 | 0 | 4 | 0 | |||
| 26 Feb | 598.00 | 14 | -8.7 | 36.03 | 6 | 4 | 5 | |||
| 25 Feb | 599.40 | 14 | -8.7 | 36.03 | 6 | 1 | 5 | |||
| 24 Feb | 615.90 | 22.7 | -5.55 | 39.47 | 4 | -2 | 4 | |||
| 21 Feb | 625.60 | 28.25 | -31.4 | 36.33 | 9 | 5 | 5 | |||
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| 20 Feb | 618.70 | 59.65 | 0 | 1.17 | 0 | 0 | 0 | |||
| 19 Feb | 602.55 | 59.65 | 0 | 3.40 | 0 | 0 | 0 | |||
| 18 Feb | 582.75 | 59.65 | 0 | 6.26 | 0 | 0 | 0 | |||
| 13 Feb | 608.75 | 59.65 | 0 | 2.28 | 0 | 0 | 0 | |||
| 12 Feb | 603.15 | 59.65 | 0 | 2.97 | 0 | 0 | 0 | |||
| 10 Feb | 633.25 | 59.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 642.10 | 59.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 636.20 | 59.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 634.70 | 59.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 622.55 | 59.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 624.15 | 59.65 | 0 | - | 0 | 0 | 0 | |||
For Jindal Stainless Limited - strike price 630 expiring on 27MAR2025
Delta for 630 CE is 0.52
Historical price for 630 CE is as follows
On 13 Mar JSL was trading at 632.30. The strike last trading price was 19.65, which was -3.65 lower than the previous day. The implied volatity was 39.70, the open interest changed by 28 which increased total open position to 127
On 12 Mar JSL was trading at 637.10. The strike last trading price was 23.3, which was -8.15 lower than the previous day. The implied volatity was 35.42, the open interest changed by 40 which increased total open position to 100
On 11 Mar JSL was trading at 649.35. The strike last trading price was 31.45, which was 2.7 higher than the previous day. The implied volatity was 33.47, the open interest changed by -21 which decreased total open position to 60
On 10 Mar JSL was trading at 640.60. The strike last trading price was 25.05, which was -12.6 lower than the previous day. The implied volatity was 34.03, the open interest changed by -12 which decreased total open position to 82
On 7 Mar JSL was trading at 654.60. The strike last trading price was 37.7, which was -0.55 lower than the previous day. The implied volatity was 40.37, the open interest changed by -50 which decreased total open position to 94
On 6 Mar JSL was trading at 651.90. The strike last trading price was 37.1, which was 18.05 higher than the previous day. The implied volatity was 39.03, the open interest changed by 19 which increased total open position to 146
On 5 Mar JSL was trading at 613.45. The strike last trading price was 19, which was 8.3 higher than the previous day. The implied volatity was 39.93, the open interest changed by 88 which increased total open position to 129
On 4 Mar JSL was trading at 594.35. The strike last trading price was 10.7, which was -2.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 41
On 3 Mar JSL was trading at 594.85. The strike last trading price was 12.65, which was 2.2 higher than the previous day. The implied volatity was 39.81, the open interest changed by -24 which decreased total open position to 39
On 28 Feb JSL was trading at 584.85. The strike last trading price was 10.2, which was -3.8 lower than the previous day. The implied volatity was 38.79, the open interest changed by 65 which increased total open position to 65
On 27 Feb JSL was trading at 596.55. The strike last trading price was 14, 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 26 Feb JSL was trading at 598.00. The strike last trading price was 14, which was -8.7 lower than the previous day. The implied volatity was 36.03, the open interest changed by 4 which increased total open position to 5
On 25 Feb JSL was trading at 599.40. The strike last trading price was 14, which was -8.7 lower than the previous day. The implied volatity was 36.03, the open interest changed by 1 which increased total open position to 5
On 24 Feb JSL was trading at 615.90. The strike last trading price was 22.7, which was -5.55 lower than the previous day. The implied volatity was 39.47, the open interest changed by -2 which decreased total open position to 4
On 21 Feb JSL was trading at 625.60. The strike last trading price was 28.25, which was -31.4 lower than the previous day. The implied volatity was 36.33, the open interest changed by 5 which increased total open position to 5
On 20 Feb JSL was trading at 618.70. The strike last trading price was 59.65, which was 0 lower than the previous day. The implied volatity was 1.17, 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 59.65, which was 0 lower than the previous day. The implied volatity was 3.40, 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 59.65, which was 0 lower than the previous day. The implied volatity was 6.26, 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 59.65, which was 0 lower than the previous day. The implied volatity was 2.28, 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 59.65, which was 0 lower than the previous day. The implied volatity was 2.97, 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 59.65, 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 7 Feb JSL was trading at 642.10. The strike last trading price was 59.65, 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 6 Feb JSL was trading at 636.20. The strike last trading price was 59.65, 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 5 Feb JSL was trading at 634.70. The strike last trading price was 59.65, 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 4 Feb JSL was trading at 622.55. The strike last trading price was 59.65, 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 1 Feb JSL was trading at 624.15. The strike last trading price was 59.65, 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
| JSL 27MAR2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.49
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 632.30 | 20.55 | 3.35 | 42.28 | 96 | 9 | 84 |
| 12 Mar | 637.10 | 17.2 | 1.85 | 42.37 | 23 | -1 | 74 |
| 11 Mar | 649.35 | 15.35 | -1.5 | 47.05 | 55 | 33 | 74 |
| 10 Mar | 640.60 | 17 | 4.55 | 41.15 | 45 | 17 | 45 |
| 7 Mar | 654.60 | 13.25 | -3.15 | 38.90 | 56 | 9 | 28 |
| 6 Mar | 651.90 | 17.15 | -16.65 | 44.48 | 51 | 16 | 16 |
| 5 Mar | 613.45 | 33.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 594.35 | 33.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 594.85 | 33.8 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 584.85 | 33.8 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 596.55 | 33.8 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 598.00 | 33.8 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 599.40 | 33.8 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 615.90 | 33.8 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 625.60 | 33.8 | 0 | 0.25 | 0 | 0 | 0 |
| 20 Feb | 618.70 | 33.8 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 602.55 | 33.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 582.75 | 33.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 608.75 | 33.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 603.15 | 33.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 633.25 | 33.8 | 0 | 1.27 | 0 | 0 | 0 |
| 7 Feb | 642.10 | 33.8 | 0 | 2.78 | 0 | 0 | 0 |
| 6 Feb | 636.20 | 33.8 | 0 | 1.60 | 0 | 0 | 0 |
| 5 Feb | 634.70 | 33.8 | 0 | 1.80 | 0 | 0 | 0 |
| 4 Feb | 622.55 | 33.8 | 0 | 0.15 | 0 | 0 | 0 |
| 1 Feb | 624.15 | 33.8 | 0 | - | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 630 expiring on 27MAR2025
Delta for 630 PE is -0.48
Historical price for 630 PE is as follows
On 13 Mar JSL was trading at 632.30. The strike last trading price was 20.55, which was 3.35 higher than the previous day. The implied volatity was 42.28, the open interest changed by 9 which increased total open position to 84
On 12 Mar JSL was trading at 637.10. The strike last trading price was 17.2, which was 1.85 higher than the previous day. The implied volatity was 42.37, the open interest changed by -1 which decreased total open position to 74
On 11 Mar JSL was trading at 649.35. The strike last trading price was 15.35, which was -1.5 lower than the previous day. The implied volatity was 47.05, the open interest changed by 33 which increased total open position to 74
On 10 Mar JSL was trading at 640.60. The strike last trading price was 17, which was 4.55 higher than the previous day. The implied volatity was 41.15, the open interest changed by 17 which increased total open position to 45
On 7 Mar JSL was trading at 654.60. The strike last trading price was 13.25, which was -3.15 lower than the previous day. The implied volatity was 38.90, the open interest changed by 9 which increased total open position to 28
On 6 Mar JSL was trading at 651.90. The strike last trading price was 17.15, which was -16.65 lower than the previous day. The implied volatity was 44.48, the open interest changed by 16 which increased total open position to 16
On 5 Mar JSL was trading at 613.45. The strike last trading price was 33.8, 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 33.8, 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 33.8, 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 33.8, 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 Feb JSL was trading at 596.55. The strike last trading price was 33.8, 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 33.8, 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 33.8, 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 33.8, 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 Feb JSL was trading at 625.60. The strike last trading price was 33.8, which was 0 lower than the previous day. The implied volatity was 0.25, 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 33.8, 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 Feb JSL was trading at 602.55. The strike last trading price was 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, which was 0 lower than the previous day. The implied volatity was 1.27, 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 33.8, which was 0 lower than the previous day. The implied volatity was 2.78, 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 33.8, which was 0 lower than the previous day. The implied volatity was 1.60, 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 33.8, which was 0 lower than the previous day. The implied volatity was 1.80, 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 33.8, which was 0 lower than the previous day. The implied volatity was 0.15, 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 33.8, 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
