JSL
Jindal Stainless Limited
Historical option data for JSL
13 Mar 2025 04:13 PM IST
| JSL 27MAR2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.45
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 632.30 | 9.55 | -4.15 | 35.40 | 125 | 1 | 187 | |||
| 12 Mar | 637.10 | 13.65 | -6.45 | 35.35 | 99 | -10 | 185 | |||
| 11 Mar | 649.35 | 20.45 | 2.45 | 35.12 | 220 | 44 | 197 | |||
| 10 Mar | 640.60 | 17.05 | -8.35 | 37.66 | 431 | -109 | 159 | |||
| 7 Mar | 654.60 | 24.35 | -3.05 | 37.05 | 771 | 12 | 268 | |||
| 6 Mar | 651.90 | 26.45 | 14.45 | 40.06 | 2,703 | 168 | 270 | |||
| 5 Mar | 613.45 | 11.95 | 5.75 | 39.64 | 85 | 8 | 106 | |||
| 4 Mar | 594.35 | 6.2 | -1.65 | 37.79 | 8 | 2 | 99 | |||
| 3 Mar | 594.85 | 7.8 | 2.9 | 39.92 | 29 | -12 | 95 | |||
| 28 Feb | 584.85 | 4.9 | -3.45 | 35.74 | 104 | -13 | 107 | |||
| 27 Feb | 596.55 | 8.3 | -1.6 | 39.08 | 19 | 4 | 120 | |||
| 26 Feb | 598.00 | 10.2 | -4.5 | 38.67 | 86 | 48 | 114 | |||
| 25 Feb | 599.40 | 10.2 | -4.5 | 38.67 | 86 | 46 | 114 | |||
| 24 Feb | 615.90 | 14.7 | -4.6 | 38.16 | 20 | 3 | 67 | |||
| 21 Feb | 625.60 | 19.2 | 0.8 | 35.60 | 63 | 11 | 64 | |||
| 20 Feb | 618.70 | 20.15 | 6.25 | 39.43 | 29 | -8 | 54 | |||
| 19 Feb | 602.55 | 14.1 | 4.4 | 39.85 | 234 | 11 | 62 | |||
| 18 Feb | 582.75 | 9.65 | 0.9 | 39.34 | 633 | 38 | 45 | |||
| 17 Feb | 590.30 | 8.75 | 0.7 | 34.79 | 1 | 0 | 7 | |||
| 14 Feb | 584.85 | 8.05 | -9.35 | 33.68 | 2 | 0 | 7 | |||
| 13 Feb | 608.75 | 17.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 603.15 | 17.4 | 0 | 0.00 | 0 | -9 | 0 | |||
| 11 Feb | 608.45 | 17.4 | 2.3 | 37.17 | 10 | -3 | 13 | |||
| 10 Feb | 633.25 | 15.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 642.10 | 15.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 636.20 | 15.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 634.70 | 15.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 622.55 | 15.1 | 0 | 0.00 | 0 | 16 | 0 | |||
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| 3 Feb | 595.00 | 15.1 | -34.25 | 33.22 | 29 | 10 | 10 | |||
| 1 Feb | 624.15 | 49.35 | 0 | 2.14 | 0 | 0 | 0 | |||
For Jindal Stainless Limited - strike price 650 expiring on 27MAR2025
Delta for 650 CE is 0.34
Historical price for 650 CE is as follows
On 13 Mar JSL was trading at 632.30. The strike last trading price was 9.55, which was -4.15 lower than the previous day. The implied volatity was 35.40, the open interest changed by 1 which increased total open position to 187
On 12 Mar JSL was trading at 637.10. The strike last trading price was 13.65, which was -6.45 lower than the previous day. The implied volatity was 35.35, the open interest changed by -10 which decreased total open position to 185
On 11 Mar JSL was trading at 649.35. The strike last trading price was 20.45, which was 2.45 higher than the previous day. The implied volatity was 35.12, the open interest changed by 44 which increased total open position to 197
On 10 Mar JSL was trading at 640.60. The strike last trading price was 17.05, which was -8.35 lower than the previous day. The implied volatity was 37.66, the open interest changed by -109 which decreased total open position to 159
On 7 Mar JSL was trading at 654.60. The strike last trading price was 24.35, which was -3.05 lower than the previous day. The implied volatity was 37.05, the open interest changed by 12 which increased total open position to 268
On 6 Mar JSL was trading at 651.90. The strike last trading price was 26.45, which was 14.45 higher than the previous day. The implied volatity was 40.06, the open interest changed by 168 which increased total open position to 270
On 5 Mar JSL was trading at 613.45. The strike last trading price was 11.95, which was 5.75 higher than the previous day. The implied volatity was 39.64, the open interest changed by 8 which increased total open position to 106
On 4 Mar JSL was trading at 594.35. The strike last trading price was 6.2, which was -1.65 lower than the previous day. The implied volatity was 37.79, the open interest changed by 2 which increased total open position to 99
On 3 Mar JSL was trading at 594.85. The strike last trading price was 7.8, which was 2.9 higher than the previous day. The implied volatity was 39.92, the open interest changed by -12 which decreased total open position to 95
On 28 Feb JSL was trading at 584.85. The strike last trading price was 4.9, which was -3.45 lower than the previous day. The implied volatity was 35.74, the open interest changed by -13 which decreased total open position to 107
On 27 Feb JSL was trading at 596.55. The strike last trading price was 8.3, which was -1.6 lower than the previous day. The implied volatity was 39.08, the open interest changed by 4 which increased total open position to 120
On 26 Feb JSL was trading at 598.00. The strike last trading price was 10.2, which was -4.5 lower than the previous day. The implied volatity was 38.67, the open interest changed by 48 which increased total open position to 114
On 25 Feb JSL was trading at 599.40. The strike last trading price was 10.2, which was -4.5 lower than the previous day. The implied volatity was 38.67, the open interest changed by 46 which increased total open position to 114
On 24 Feb JSL was trading at 615.90. The strike last trading price was 14.7, which was -4.6 lower than the previous day. The implied volatity was 38.16, the open interest changed by 3 which increased total open position to 67
On 21 Feb JSL was trading at 625.60. The strike last trading price was 19.2, which was 0.8 higher than the previous day. The implied volatity was 35.60, the open interest changed by 11 which increased total open position to 64
On 20 Feb JSL was trading at 618.70. The strike last trading price was 20.15, which was 6.25 higher than the previous day. The implied volatity was 39.43, the open interest changed by -8 which decreased total open position to 54
On 19 Feb JSL was trading at 602.55. The strike last trading price was 14.1, which was 4.4 higher than the previous day. The implied volatity was 39.85, the open interest changed by 11 which increased total open position to 62
On 18 Feb JSL was trading at 582.75. The strike last trading price was 9.65, which was 0.9 higher than the previous day. The implied volatity was 39.34, the open interest changed by 38 which increased total open position to 45
On 17 Feb JSL was trading at 590.30. The strike last trading price was 8.75, which was 0.7 higher than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 7
On 14 Feb JSL was trading at 584.85. The strike last trading price was 8.05, which was -9.35 lower than the previous day. The implied volatity was 33.68, the open interest changed by 0 which decreased total open position to 7
On 13 Feb JSL was trading at 608.75. The strike last trading price was 17.4, 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 12 Feb JSL was trading at 603.15. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 11 Feb JSL was trading at 608.45. The strike last trading price was 17.4, which was 2.3 higher than the previous day. The implied volatity was 37.17, the open interest changed by -3 which decreased total open position to 13
On 10 Feb JSL was trading at 633.25. The strike last trading price was 15.1, 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 7 Feb JSL was trading at 642.10. The strike last trading price was 15.1, 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 6 Feb JSL was trading at 636.20. The strike last trading price was 15.1, 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 5 Feb JSL was trading at 634.70. The strike last trading price was 15.1, 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 Feb JSL was trading at 622.55. The strike last trading price was 15.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 3 Feb JSL was trading at 595.00. The strike last trading price was 15.1, which was -34.25 lower than the previous day. The implied volatity was 33.22, the open interest changed by 10 which increased total open position to 10
On 1 Feb JSL was trading at 624.15. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
| JSL 27MAR2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.46
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 632.30 | 31.55 | 5.8 | 40.73 | 6 | 2 | 177 |
| 12 Mar | 637.10 | 25.75 | 4.55 | 38.83 | 32 | -4 | 175 |
| 11 Mar | 649.35 | 21 | -3.95 | 41.31 | 247 | 1 | 181 |
| 10 Mar | 640.60 | 26.3 | 5.9 | 39.80 | 423 | -44 | 181 |
| 7 Mar | 654.60 | 21.35 | -3.7 | 38.30 | 413 | 84 | 225 |
| 6 Mar | 651.90 | 25.6 | -34.4 | 43.83 | 582 | 138 | 142 |
| 5 Mar | 613.45 | 60 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 594.35 | 60 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 594.85 | 60 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 584.85 | 60 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 596.55 | 60 | 11.2 | 40.29 | 3 | 0 | 1 |
| 26 Feb | 598.00 | 48.8 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 599.40 | 48.8 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 615.90 | 48.8 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Feb | 625.60 | 48.8 | 5.5 | 50.27 | 1 | 0 | 0 |
| 20 Feb | 618.70 | 43.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 602.55 | 43.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 582.75 | 43.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 590.30 | 43.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 584.85 | 43.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 608.75 | 43.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 603.15 | 43.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 608.45 | 43.3 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 633.25 | 43.3 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 642.10 | 43.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 636.20 | 43.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 634.70 | 43.3 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 622.55 | 43.3 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 595.00 | 43.3 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 624.15 | 43.3 | 0 | - | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 650 expiring on 27MAR2025
Delta for 650 PE is -0.63
Historical price for 650 PE is as follows
On 13 Mar JSL was trading at 632.30. The strike last trading price was 31.55, which was 5.8 higher than the previous day. The implied volatity was 40.73, the open interest changed by 2 which increased total open position to 177
On 12 Mar JSL was trading at 637.10. The strike last trading price was 25.75, which was 4.55 higher than the previous day. The implied volatity was 38.83, the open interest changed by -4 which decreased total open position to 175
On 11 Mar JSL was trading at 649.35. The strike last trading price was 21, which was -3.95 lower than the previous day. The implied volatity was 41.31, the open interest changed by 1 which increased total open position to 181
On 10 Mar JSL was trading at 640.60. The strike last trading price was 26.3, which was 5.9 higher than the previous day. The implied volatity was 39.80, the open interest changed by -44 which decreased total open position to 181
On 7 Mar JSL was trading at 654.60. The strike last trading price was 21.35, which was -3.7 lower than the previous day. The implied volatity was 38.30, the open interest changed by 84 which increased total open position to 225
On 6 Mar JSL was trading at 651.90. The strike last trading price was 25.6, which was -34.4 lower than the previous day. The implied volatity was 43.83, the open interest changed by 138 which increased total open position to 142
On 5 Mar JSL was trading at 613.45. The strike last trading price was 60, 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 60, 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 60, 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 28 Feb JSL was trading at 584.85. The strike last trading price was 60, 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 27 Feb JSL was trading at 596.55. The strike last trading price was 60, which was 11.2 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 1
On 26 Feb JSL was trading at 598.00. The strike last trading price was 48.8, 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 25 Feb JSL was trading at 599.40. The strike last trading price was 48.8, 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 24 Feb JSL was trading at 615.90. The strike last trading price was 48.8, 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 48.8, which was 5.5 higher than the previous day. The implied volatity was 50.27, 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 43.3, 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 Feb JSL was trading at 602.55. The strike last trading price was 43.3, 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 18 Feb JSL was trading at 582.75. The strike last trading price was 43.3, 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 17 Feb JSL was trading at 590.30. The strike last trading price was 43.3, 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 14 Feb JSL was trading at 584.85. The strike last trading price was 43.3, 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 13 Feb JSL was trading at 608.75. The strike last trading price was 43.3, 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 43.3, 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 11 Feb JSL was trading at 608.45. The strike last trading price was 43.3, 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 10 Feb JSL was trading at 633.25. The strike last trading price was 43.3, 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 43.3, 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 43.3, 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 43.3, 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 43.3, 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 Feb JSL was trading at 595.00. The strike last trading price was 43.3, 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 43.3, 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
