JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 10:24 AM IST
| JSL 26DEC2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 748.05 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 747.10 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 746.65 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 747.05 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 741.60 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 728.85 | 54 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 734.00 | 54 | 13.00 | 31.74 | 1 | 0 | 5 | |||
| 3 Dec | 716.05 | 41 | 15.35 | 32.33 | 11 | 0 | 6 | |||
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| 2 Dec | 691.75 | 25.65 | 30.27 | 7 | 4 | 5 | ||||
For Jindal Stainless Limited - strike price 690 expiring on 26DEC2024
Delta for 690 CE is 0.00
Historical price for 690 CE is as follows
On 12 Dec JSL was trading at 748.05. The strike last trading price was 54, which was 0.00 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 11 Dec JSL was trading at 747.10. The strike last trading price was 54, which was 0.00 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 Dec JSL was trading at 746.65. The strike last trading price was 54, which was 0.00 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 9 Dec JSL was trading at 747.05. The strike last trading price was 54, which was 0.00 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 Dec JSL was trading at 741.60. The strike last trading price was 54, which was 0.00 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 Dec JSL was trading at 728.85. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec JSL was trading at 734.00. The strike last trading price was 54, which was 13.00 higher than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 5
On 3 Dec JSL was trading at 716.05. The strike last trading price was 41, which was 15.35 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 6
On 2 Dec JSL was trading at 691.75. The strike last trading price was 25.65, which was lower than the previous day. The implied volatity was 30.27, the open interest changed by 4 which increased total open position to 5
| JSL 26DEC2024 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.25
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 748.05 | 2.35 | -1.80 | 34.07 | 1 | 0 | 23 |
| 11 Dec | 747.10 | 4.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 746.65 | 4.15 | 0.10 | 37.28 | 10 | 1 | 24 |
| 9 Dec | 747.05 | 4.05 | -1.60 | 36.27 | 5 | 1 | 24 |
| 6 Dec | 741.60 | 5.65 | -1.50 | 36.17 | 32 | 17 | 23 |
| 5 Dec | 728.85 | 7.15 | 0.90 | 33.43 | 1 | 0 | 5 |
| 4 Dec | 734.00 | 6.25 | -25.55 | 32.56 | 16 | 6 | 6 |
| 3 Dec | 716.05 | 31.8 | 0.00 | 5.00 | 0 | 0 | 0 |
| 2 Dec | 691.75 | 31.8 | 1.37 | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -0.10
Historical price for 690 PE is as follows
On 12 Dec JSL was trading at 748.05. The strike last trading price was 2.35, which was -1.80 lower than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 23
On 11 Dec JSL was trading at 747.10. The strike last trading price was 4.15, which was 0.00 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 Dec JSL was trading at 746.65. The strike last trading price was 4.15, which was 0.10 higher than the previous day. The implied volatity was 37.28, the open interest changed by 1 which increased total open position to 24
On 9 Dec JSL was trading at 747.05. The strike last trading price was 4.05, which was -1.60 lower than the previous day. The implied volatity was 36.27, the open interest changed by 1 which increased total open position to 24
On 6 Dec JSL was trading at 741.60. The strike last trading price was 5.65, which was -1.50 lower than the previous day. The implied volatity was 36.17, the open interest changed by 17 which increased total open position to 23
On 5 Dec JSL was trading at 728.85. The strike last trading price was 7.15, which was 0.90 higher than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 5
On 4 Dec JSL was trading at 734.00. The strike last trading price was 6.25, which was -25.55 lower than the previous day. The implied volatity was 32.56, the open interest changed by 6 which increased total open position to 6
On 3 Dec JSL was trading at 716.05. The strike last trading price was 31.8, which was 0.00 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec JSL was trading at 691.75. The strike last trading price was 31.8, which was lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
