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

748.55 1.45 (0.19%)

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Historical option data for JSL

12 Dec 2024 10:34 AM IST
JSL 26DEC2024 700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 748.65 55 0.00 0.00 0 0 0
11 Dec 747.10 55 0.00 0.00 0 0 0
10 Dec 746.65 55 0.00 0.00 0 0 0
9 Dec 747.05 55 0.00 0.00 0 1 0
6 Dec 741.60 55 14.70 37.06 2 0 31
5 Dec 728.85 40.3 -4.05 27.33 6 -3 31
4 Dec 734.00 44.35 8.55 28.01 82 -6 35
3 Dec 716.05 35.8 18.60 34.32 234 28 41
2 Dec 691.75 17.2 -1.25 25.47 20 9 12
29 Nov 683.20 18.45 34.30 7 3 3


For Jindal Stainless Limited - strike price 700 expiring on 26DEC2024

Delta for 700 CE is 0.00

Historical price for 700 CE is as follows

On 12 Dec JSL was trading at 748.65. The strike last trading price was 55, 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 55, 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 55, 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 55, which was 0.00 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 6 Dec JSL was trading at 741.60. The strike last trading price was 55, which was 14.70 higher than the previous day. The implied volatity was 37.06, the open interest changed by 0 which decreased total open position to 31


On 5 Dec JSL was trading at 728.85. The strike last trading price was 40.3, which was -4.05 lower than the previous day. The implied volatity was 27.33, the open interest changed by -3 which decreased total open position to 31


On 4 Dec JSL was trading at 734.00. The strike last trading price was 44.35, which was 8.55 higher than the previous day. The implied volatity was 28.01, the open interest changed by -6 which decreased total open position to 35


On 3 Dec JSL was trading at 716.05. The strike last trading price was 35.8, which was 18.60 higher than the previous day. The implied volatity was 34.32, the open interest changed by 28 which increased total open position to 41


On 2 Dec JSL was trading at 691.75. The strike last trading price was 17.2, which was -1.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 9 which increased total open position to 12


On 29 Nov JSL was trading at 683.20. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was 34.30, the open interest changed by 3 which increased total open position to 3


JSL 26DEC2024 700 PE
Delta: -0.15
Vega: 0.34
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 748.65 4.05 -0.30 35.24 2 0 135
11 Dec 747.10 4.35 -1.30 34.64 31 13 132
10 Dec 746.65 5.65 0.05 36.63 55 24 119
9 Dec 747.05 5.6 -1.60 35.85 50 3 95
6 Dec 741.60 7.2 -1.25 35.11 66 -3 84
5 Dec 728.85 8.45 -0.05 31.14 88 9 86
4 Dec 734.00 8.5 -8.35 32.38 124 59 78
3 Dec 716.05 16.85 -7.75 36.48 56 11 18
2 Dec 691.75 24.6 -13.30 33.34 10 2 4
29 Nov 683.20 37.9 40.86 2 0 0


For Jindal Stainless Limited - strike price 700 expiring on 26DEC2024

Delta for 700 PE is -0.15

Historical price for 700 PE is as follows

On 12 Dec JSL was trading at 748.65. The strike last trading price was 4.05, which was -0.30 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 135


On 11 Dec JSL was trading at 747.10. The strike last trading price was 4.35, which was -1.30 lower than the previous day. The implied volatity was 34.64, the open interest changed by 13 which increased total open position to 132


On 10 Dec JSL was trading at 746.65. The strike last trading price was 5.65, which was 0.05 higher than the previous day. The implied volatity was 36.63, the open interest changed by 24 which increased total open position to 119


On 9 Dec JSL was trading at 747.05. The strike last trading price was 5.6, which was -1.60 lower than the previous day. The implied volatity was 35.85, the open interest changed by 3 which increased total open position to 95


On 6 Dec JSL was trading at 741.60. The strike last trading price was 7.2, which was -1.25 lower than the previous day. The implied volatity was 35.11, the open interest changed by -3 which decreased total open position to 84


On 5 Dec JSL was trading at 728.85. The strike last trading price was 8.45, which was -0.05 lower than the previous day. The implied volatity was 31.14, the open interest changed by 9 which increased total open position to 86


On 4 Dec JSL was trading at 734.00. The strike last trading price was 8.5, which was -8.35 lower than the previous day. The implied volatity was 32.38, the open interest changed by 59 which increased total open position to 78


On 3 Dec JSL was trading at 716.05. The strike last trading price was 16.85, which was -7.75 lower than the previous day. The implied volatity was 36.48, the open interest changed by 11 which increased total open position to 18


On 2 Dec JSL was trading at 691.75. The strike last trading price was 24.6, which was -13.30 lower than the previous day. The implied volatity was 33.34, the open interest changed by 2 which increased total open position to 4


On 29 Nov JSL was trading at 683.20. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was 40.86, the open interest changed by 0 which decreased total open position to 0