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

632.3 -4.80 (-0.75%)

Back to Option Chain


Historical option data for JSL

13 Mar 2025 04:13 PM IST
JSL 27MAR2025 680 CE
Delta: 0.16
Vega: 0.29
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 632.30 3.55 -1.25 36.82 159 14 170
12 Mar 637.10 5 -3.75 34.98 317 -57 144
11 Mar 649.35 8.85 0.8 35.14 365 83 201
10 Mar 640.60 7.55 -5.35 37.76 189 10 123
7 Mar 654.60 12.95 -1.85 38.36 195 7 113
6 Mar 651.90 14.7 8.5 40.81 269 75 105
5 Mar 613.45 6.2 3.25 41.39 103 -3 26
4 Mar 594.35 2.95 -0.65 39.61 32 -5 27
3 Mar 594.85 3.65 0.9 40.61 31 -1 32
28 Feb 584.85 2.75 -1.05 39.08 49 -4 33
27 Feb 596.55 3.85 -0.95 38.47 74 -30 37
26 Feb 598.00 4.5 -3.4 37.48 159 30 67
25 Feb 599.40 4.5 -3.4 37.48 159 30 67
24 Feb 615.90 7.85 -2.9 38.53 1,064 -16 38
21 Feb 625.60 11.3 0.6 37.29 488 13 53
20 Feb 618.70 10.7 2.25 38.02 28 4 41
19 Feb 602.55 8.45 3.05 41.15 77 11 35
18 Feb 582.75 5.75 -97.15 41.02 331 24 24
10 Feb 633.25 102.9 0 4.99 0 0 0
7 Feb 642.10 102.9 0 3.49 0 0 0
6 Feb 636.20 102.9 0 4.01 0 0 0
5 Feb 634.70 102.9 0 4.02 0 0 0
31 Jan 653.30 102.9 0 2.06 0 0 0
30 Jan 648.85 102.9 0 2.60 0 0 0
29 Jan 637.70 102.9 0 3.56 0 0 0
28 Jan 614.85 102.9 0 5.93 0 0 0
27 Jan 622.60 102.9 0 4.93 0 0 0
24 Jan 634.10 102.9 0 3.80 0 0 0
23 Jan 639.75 102.9 0.00 2.93 0 0 0
22 Jan 633.40 102.9 0.00 4.76 0 0 0
21 Jan 633.05 102.9 0.00 3.64 0 0 0
20 Jan 627.55 102.9 102.90 4.58 0 0 0
17 Jan 634.35 0 0.00 3.23 0 0 0
16 Jan 625.40 0 0.00 4.08 0 0 0
15 Jan 615.05 0 0.00 5.04 0 0 0
14 Jan 625.45 0 0.00 4.20 0 0 0
13 Jan 606.40 0 0.00 6.07 0 0 0
10 Jan 625.55 0 0.00 3.63 0 0 0
9 Jan 632.15 0 0.00 3.38 0 0 0
8 Jan 645.45 0 0.00 1.84 0 0 0
7 Jan 669.00 0 0.00 - 0 0 0
6 Jan 664.15 0 0.00 - 0 0 0
3 Jan 677.60 0 0.00 - 0 0 0
2 Jan 684.40 0 0.00 - 0 0 0
1 Jan 696.85 0 0.00 - 0 0 0
31 Dec 699.20 0 0.00 - 0 0 0
30 Dec 686.90 0 - 0 0 0


For Jindal Stainless Limited - strike price 680 expiring on 27MAR2025

Delta for 680 CE is 0.16

Historical price for 680 CE is as follows

On 13 Mar JSL was trading at 632.30. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 36.82, the open interest changed by 14 which increased total open position to 170


On 12 Mar JSL was trading at 637.10. The strike last trading price was 5, which was -3.75 lower than the previous day. The implied volatity was 34.98, the open interest changed by -57 which decreased total open position to 144


On 11 Mar JSL was trading at 649.35. The strike last trading price was 8.85, which was 0.8 higher than the previous day. The implied volatity was 35.14, the open interest changed by 83 which increased total open position to 201


On 10 Mar JSL was trading at 640.60. The strike last trading price was 7.55, which was -5.35 lower than the previous day. The implied volatity was 37.76, the open interest changed by 10 which increased total open position to 123


On 7 Mar JSL was trading at 654.60. The strike last trading price was 12.95, which was -1.85 lower than the previous day. The implied volatity was 38.36, the open interest changed by 7 which increased total open position to 113


On 6 Mar JSL was trading at 651.90. The strike last trading price was 14.7, which was 8.5 higher than the previous day. The implied volatity was 40.81, the open interest changed by 75 which increased total open position to 105


On 5 Mar JSL was trading at 613.45. The strike last trading price was 6.2, which was 3.25 higher than the previous day. The implied volatity was 41.39, the open interest changed by -3 which decreased total open position to 26


On 4 Mar JSL was trading at 594.35. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 39.61, the open interest changed by -5 which decreased total open position to 27


On 3 Mar JSL was trading at 594.85. The strike last trading price was 3.65, which was 0.9 higher than the previous day. The implied volatity was 40.61, the open interest changed by -1 which decreased total open position to 32


On 28 Feb JSL was trading at 584.85. The strike last trading price was 2.75, which was -1.05 lower than the previous day. The implied volatity was 39.08, the open interest changed by -4 which decreased total open position to 33


On 27 Feb JSL was trading at 596.55. The strike last trading price was 3.85, which was -0.95 lower than the previous day. The implied volatity was 38.47, the open interest changed by -30 which decreased total open position to 37


On 26 Feb JSL was trading at 598.00. The strike last trading price was 4.5, which was -3.4 lower than the previous day. The implied volatity was 37.48, the open interest changed by 30 which increased total open position to 67


On 25 Feb JSL was trading at 599.40. The strike last trading price was 4.5, which was -3.4 lower than the previous day. The implied volatity was 37.48, the open interest changed by 30 which increased total open position to 67


On 24 Feb JSL was trading at 615.90. The strike last trading price was 7.85, which was -2.9 lower than the previous day. The implied volatity was 38.53, the open interest changed by -16 which decreased total open position to 38


On 21 Feb JSL was trading at 625.60. The strike last trading price was 11.3, which was 0.6 higher than the previous day. The implied volatity was 37.29, the open interest changed by 13 which increased total open position to 53


On 20 Feb JSL was trading at 618.70. The strike last trading price was 10.7, which was 2.25 higher than the previous day. The implied volatity was 38.02, the open interest changed by 4 which increased total open position to 41


On 19 Feb JSL was trading at 602.55. The strike last trading price was 8.45, which was 3.05 higher than the previous day. The implied volatity was 41.15, the open interest changed by 11 which increased total open position to 35


On 18 Feb JSL was trading at 582.75. The strike last trading price was 5.75, which was -97.15 lower than the previous day. The implied volatity was 41.02, the open interest changed by 24 which increased total open position to 24


On 10 Feb JSL was trading at 633.25. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 4.99, 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 102.9, which was 0 lower than the previous day. The implied volatity was 3.49, 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 102.9, which was 0 lower than the previous day. The implied volatity was 4.01, 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 102.9, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 31 Jan JSL was trading at 653.30. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 30 Jan JSL was trading at 648.85. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 29 Jan JSL was trading at 637.70. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0


On 28 Jan JSL was trading at 614.85. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0


On 27 Jan JSL was trading at 622.60. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0


On 24 Jan JSL was trading at 634.10. The strike last trading price was 102.9, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0


On 23 Jan JSL was trading at 639.75. The strike last trading price was 102.9, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 22 Jan JSL was trading at 633.40. The strike last trading price was 102.9, which was 0.00 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0


On 21 Jan JSL was trading at 633.05. The strike last trading price was 102.9, which was 0.00 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 20 Jan JSL was trading at 627.55. The strike last trading price was 102.9, which was 102.90 higher than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 17 Jan JSL was trading at 634.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 16 Jan JSL was trading at 625.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0


On 15 Jan JSL was trading at 615.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


On 14 Jan JSL was trading at 625.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0


On 13 Jan JSL was trading at 606.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0


On 10 Jan JSL was trading at 625.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0


On 9 Jan JSL was trading at 632.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 8 Jan JSL was trading at 645.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 7 Jan JSL was trading at 669.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan JSL was trading at 664.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jan JSL was trading at 677.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan JSL was trading at 684.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan JSL was trading at 696.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec JSL was trading at 699.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec JSL was trading at 686.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


JSL 27MAR2025 680 PE
Delta: -0.74
Vega: 0.40
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 632.30 60 1 56.47 6 -2 19
12 Mar 637.10 59 25.25 66.52 2 0 21
11 Mar 649.35 33.75 0 0.00 0 2 0
10 Mar 640.60 33.75 -3.65 - 6 1 20
7 Mar 654.60 37.4 -4.35 35.43 15 3 19
6 Mar 651.90 42 -43.65 41.93 27 15 17
5 Mar 613.45 85.65 0 0.00 0 -4 0
4 Mar 594.35 85.65 -7.55 44.75 4 0 6
3 Mar 594.85 93.2 38.2 64.31 5 0 1
28 Feb 584.85 55 0 0.00 0 0 0
27 Feb 596.55 55 0 0.00 0 0 0
26 Feb 598.00 55 0 0.00 0 0 0
25 Feb 599.40 55 0 0.00 0 0 0
24 Feb 615.90 55 0 0.00 0 1 0
21 Feb 625.60 55 18.2 29.01 1 0 0
20 Feb 618.70 36.8 0 - 0 0 0
19 Feb 602.55 36.8 0 - 0 0 0
18 Feb 582.75 36.8 0 - 0 0 0
10 Feb 633.25 36.8 0 - 0 0 0
7 Feb 642.10 36.8 0 - 0 0 0
6 Feb 636.20 36.8 0 - 0 0 0
5 Feb 634.70 36.8 0 - 0 0 0
31 Jan 653.30 36.8 0 - 0 0 0
30 Jan 648.85 0 0 - 0 0 0
29 Jan 637.70 0 0 - 0 0 0
28 Jan 614.85 0 0 - 0 0 0
27 Jan 622.60 0 0 - 0 0 0
24 Jan 634.10 0 0 - 0 0 0
23 Jan 639.75 0 0.00 - 0 0 0
22 Jan 633.40 0 0.00 - 0 0 0
21 Jan 633.05 0 0.00 - 0 0 0
20 Jan 627.55 0 0.00 - 0 0 0
17 Jan 634.35 0 0.00 - 0 0 0
16 Jan 625.40 0 0.00 - 0 0 0
15 Jan 615.05 0 0.00 - 0 0 0
14 Jan 625.45 0 0.00 - 0 0 0
13 Jan 606.40 0 0.00 - 0 0 0
10 Jan 625.55 0 0.00 - 0 0 0
9 Jan 632.15 0 0.00 - 0 0 0
8 Jan 645.45 0 0.00 - 0 0 0
7 Jan 669.00 0 0.00 0.54 0 0 0
6 Jan 664.15 0 0.00 0.04 0 0 0
3 Jan 677.60 0 0.00 1.34 0 0 0
2 Jan 684.40 0 0.00 1.80 0 0 0
1 Jan 696.85 0 0.00 2.68 0 0 0
31 Dec 699.20 0 0.00 3.13 0 0 0
30 Dec 686.90 0 2.29 0 0 0


For Jindal Stainless Limited - strike price 680 expiring on 27MAR2025

Delta for 680 PE is -0.74

Historical price for 680 PE is as follows

On 13 Mar JSL was trading at 632.30. The strike last trading price was 60, which was 1 higher than the previous day. The implied volatity was 56.47, the open interest changed by -2 which decreased total open position to 19


On 12 Mar JSL was trading at 637.10. The strike last trading price was 59, which was 25.25 higher than the previous day. The implied volatity was 66.52, the open interest changed by 0 which decreased total open position to 21


On 11 Mar JSL was trading at 649.35. The strike last trading price was 33.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Mar JSL was trading at 640.60. The strike last trading price was 33.75, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20


On 7 Mar JSL was trading at 654.60. The strike last trading price was 37.4, which was -4.35 lower than the previous day. The implied volatity was 35.43, the open interest changed by 3 which increased total open position to 19


On 6 Mar JSL was trading at 651.90. The strike last trading price was 42, which was -43.65 lower than the previous day. The implied volatity was 41.93, the open interest changed by 15 which increased total open position to 17


On 5 Mar JSL was trading at 613.45. The strike last trading price was 85.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 4 Mar JSL was trading at 594.35. The strike last trading price was 85.65, which was -7.55 lower than the previous day. The implied volatity was 44.75, the open interest changed by 0 which decreased total open position to 6


On 3 Mar JSL was trading at 594.85. The strike last trading price was 93.2, which was 38.2 higher than the previous day. The implied volatity was 64.31, the open interest changed by 0 which decreased total open position to 1


On 28 Feb JSL was trading at 584.85. The strike last trading price was 55, 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 55, 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 26 Feb JSL was trading at 598.00. The strike last trading price was 55, 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 55, 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 55, 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 55, which was 18.2 higher than the previous day. The implied volatity was 29.01, 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 36.8, 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 36.8, 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 36.8, 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 36.8, 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 7 Feb JSL was trading at 642.10. The strike last trading price was 36.8, 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 6 Feb JSL was trading at 636.20. The strike last trading price was 36.8, 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 5 Feb JSL was trading at 634.70. The strike last trading price was 36.8, 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 31 Jan JSL was trading at 653.30. The strike last trading price was 36.8, 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 30 Jan JSL was trading at 648.85. The strike last trading price was 0, 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 29 Jan JSL was trading at 637.70. The strike last trading price was 0, 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 Jan JSL was trading at 614.85. The strike last trading price was 0, 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 Jan JSL was trading at 622.60. The strike last trading price was 0, 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 Jan JSL was trading at 634.10. The strike last trading price was 0, 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 23 Jan JSL was trading at 639.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan JSL was trading at 633.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan JSL was trading at 633.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan JSL was trading at 627.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan JSL was trading at 634.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan JSL was trading at 625.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan JSL was trading at 615.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan JSL was trading at 625.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan JSL was trading at 606.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan JSL was trading at 625.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan JSL was trading at 632.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan JSL was trading at 645.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan JSL was trading at 669.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 6 Jan JSL was trading at 664.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 3 Jan JSL was trading at 677.60. The strike last trading price was 0, which was 0.00 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 2 Jan JSL was trading at 684.40. The strike last trading price was 0, which was 0.00 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 1 Jan JSL was trading at 696.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0


On 31 Dec JSL was trading at 699.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 30 Dec JSL was trading at 686.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0