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

750 2.90 (0.39%)

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Historical option data for JSL

12 Dec 2024 01:04 PM IST
JSL 26DEC2024 720 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 749.95 35.4 0.00 0.00 0 0 0
11 Dec 747.10 35.4 1.55 27.38 1 0 49
10 Dec 746.65 33.85 0.00 0.00 0 -1 0
9 Dec 747.05 33.85 -6.15 21.63 11 1 51
6 Dec 741.60 40 10.20 35.51 105 -16 52
5 Dec 728.85 29.8 -3.70 31.93 119 11 70
4 Dec 734.00 33.5 9.65 32.68 386 9 60
3 Dec 716.05 23.85 12.20 32.92 301 32 51
2 Dec 691.75 11.65 0.65 29.60 2 0 19
29 Nov 683.20 11 32.88 24 19 19


For Jindal Stainless Limited - strike price 720 expiring on 26DEC2024

Delta for 720 CE is 0.00

Historical price for 720 CE is as follows

On 12 Dec JSL was trading at 749.95. The strike last trading price was 35.4, 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 35.4, which was 1.55 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 49


On 10 Dec JSL was trading at 746.65. The strike last trading price was 33.85, 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 33.85, which was -6.15 lower than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 51


On 6 Dec JSL was trading at 741.60. The strike last trading price was 40, which was 10.20 higher than the previous day. The implied volatity was 35.51, the open interest changed by -16 which decreased total open position to 52


On 5 Dec JSL was trading at 728.85. The strike last trading price was 29.8, which was -3.70 lower than the previous day. The implied volatity was 31.93, the open interest changed by 11 which increased total open position to 70


On 4 Dec JSL was trading at 734.00. The strike last trading price was 33.5, which was 9.65 higher than the previous day. The implied volatity was 32.68, the open interest changed by 9 which increased total open position to 60


On 3 Dec JSL was trading at 716.05. The strike last trading price was 23.85, which was 12.20 higher than the previous day. The implied volatity was 32.92, the open interest changed by 32 which increased total open position to 51


On 2 Dec JSL was trading at 691.75. The strike last trading price was 11.65, which was 0.65 higher than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 19


On 29 Nov JSL was trading at 683.20. The strike last trading price was 11, which was lower than the previous day. The implied volatity was 32.88, the open interest changed by 19 which increased total open position to 19


JSL 26DEC2024 720 PE
Delta: -0.25
Vega: 0.47
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 749.95 7.85 -5.55 34.99 1 0 13
11 Dec 747.10 13.4 0.00 0.00 0 0 0
10 Dec 746.65 13.4 0.00 0.00 0 0 0
9 Dec 747.05 13.4 0.00 0.00 0 1 0
6 Dec 741.60 13.4 -3.95 36.05 10 1 13
5 Dec 728.85 17.35 2.55 34.28 28 -1 11
4 Dec 734.00 14.8 -33.35 32.13 32 12 12
3 Dec 716.05 48.15 0.00 - 0 0 0
2 Dec 691.75 48.15 0.00 - 0 0 0
29 Nov 683.20 48.15 - 0 0 0


For Jindal Stainless Limited - strike price 720 expiring on 26DEC2024

Delta for 720 PE is -0.25

Historical price for 720 PE is as follows

On 12 Dec JSL was trading at 749.95. The strike last trading price was 7.85, which was -5.55 lower than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 13


On 11 Dec JSL was trading at 747.10. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 13.4, which was -3.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 1 which increased total open position to 13


On 5 Dec JSL was trading at 728.85. The strike last trading price was 17.35, which was 2.55 higher than the previous day. The implied volatity was 34.28, the open interest changed by -1 which decreased total open position to 11


On 4 Dec JSL was trading at 734.00. The strike last trading price was 14.8, which was -33.35 lower than the previous day. The implied volatity was 32.13, the open interest changed by 12 which increased total open position to 12


On 3 Dec JSL was trading at 716.05. The strike last trading price was 48.15, 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 Dec JSL was trading at 691.75. The strike last trading price was 48.15, 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 48.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0