JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:04 PM IST
JSL 26DEC2024 720 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 | 749.95 | 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 | |||
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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 | |||||||
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Delta: -0.25
Vega: 0.47
Theta: -0.52
Gamma: 0.01
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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