JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:14 PM IST
JSL 26DEC2024 710 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 | 749.75 | 45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 747.10 | 45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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10 Dec | 746.65 | 45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
9 Dec | 747.05 | 45 | 14.40 | 29.04 | 1 | 0 | 5 | |||
6 Dec | 741.60 | 30.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
5 Dec | 728.85 | 30.6 | -8.30 | 23.01 | 5 | 2 | 4 | |||
4 Dec | 734.00 | 38.9 | 8.90 | 31.11 | 3 | -1 | 0 | |||
3 Dec | 716.05 | 30 | -2.15 | 34.31 | 1 | 0 | 0 | |||
2 Dec | 691.75 | 32.15 | 0.00 | 2.07 | 0 | 0 | 0 | |||
29 Nov | 683.20 | 32.15 | 3.81 | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 710 expiring on 26DEC2024
Delta for 710 CE is 0.00
Historical price for 710 CE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 45, 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 45, 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 45, 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 9 Dec JSL was trading at 747.05. The strike last trading price was 45, which was 14.40 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 5
On 6 Dec JSL was trading at 741.60. The strike last trading price was 30.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec JSL was trading at 728.85. The strike last trading price was 30.6, which was -8.30 lower than the previous day. The implied volatity was 23.01, the open interest changed by 2 which increased total open position to 4
On 4 Dec JSL was trading at 734.00. The strike last trading price was 38.9, which was 8.90 higher than the previous day. The implied volatity was 31.11, the open interest changed by -1 which decreased total open position to 0
On 3 Dec JSL was trading at 716.05. The strike last trading price was 30, which was -2.15 lower than the previous day. The implied volatity was 34.31, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 29 Nov JSL was trading at 683.20. The strike last trading price was 32.15, which was lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
JSL 26DEC2024 710 PE | |||||||
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Delta: -0.18
Vega: 0.39
Theta: -0.42
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 749.75 | 5 | -1.05 | 33.66 | 3 | 0 | 34 |
11 Dec | 747.10 | 6.05 | -3.25 | 33.99 | 3 | 0 | 34 |
10 Dec | 746.65 | 9.3 | 1.35 | 39.58 | 5 | 1 | 33 |
9 Dec | 747.05 | 7.95 | -1.60 | 36.16 | 34 | 1 | 34 |
6 Dec | 741.60 | 9.55 | -4.85 | 34.80 | 51 | 21 | 33 |
5 Dec | 728.85 | 14.4 | 2.75 | 35.75 | 48 | 2 | 8 |
4 Dec | 734.00 | 11.65 | -30.65 | 32.75 | 10 | 7 | 7 |
3 Dec | 716.05 | 42.3 | 0.00 | 1.72 | 0 | 0 | 0 |
2 Dec | 691.75 | 42.3 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 683.20 | 42.3 | - | 0 | 0 | 0 |
For Jindal Stainless Limited - strike price 710 expiring on 26DEC2024
Delta for 710 PE is -0.18
Historical price for 710 PE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 34
On 11 Dec JSL was trading at 747.10. The strike last trading price was 6.05, which was -3.25 lower than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 34
On 10 Dec JSL was trading at 746.65. The strike last trading price was 9.3, which was 1.35 higher than the previous day. The implied volatity was 39.58, the open interest changed by 1 which increased total open position to 33
On 9 Dec JSL was trading at 747.05. The strike last trading price was 7.95, which was -1.60 lower than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 34
On 6 Dec JSL was trading at 741.60. The strike last trading price was 9.55, which was -4.85 lower than the previous day. The implied volatity was 34.80, the open interest changed by 21 which increased total open position to 33
On 5 Dec JSL was trading at 728.85. The strike last trading price was 14.4, which was 2.75 higher than the previous day. The implied volatity was 35.75, the open interest changed by 2 which increased total open position to 8
On 4 Dec JSL was trading at 734.00. The strike last trading price was 11.65, which was -30.65 lower than the previous day. The implied volatity was 32.75, the open interest changed by 7 which increased total open position to 7
On 3 Dec JSL was trading at 716.05. The strike last trading price was 42.3, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 42.3, 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 29 Nov JSL was trading at 683.20. The strike last trading price was 42.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0