JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:24 PM IST
| JSL 26DEC2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 750.00 | 30 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 11 Dec | 747.10 | 30 | -2.60 | 30.70 | 3 | 0 | 19 | |||
|
|
||||||||||
| 10 Dec | 746.65 | 32.6 | -1.55 | 35.00 | 19 | -6 | 17 | |||
| 9 Dec | 747.05 | 34.15 | 0.30 | 35.48 | 39 | -7 | 23 | |||
| 6 Dec | 741.60 | 33.85 | 10.85 | 35.62 | 98 | -4 | 31 | |||
| 5 Dec | 728.85 | 23 | -3.55 | 30.00 | 35 | 11 | 34 | |||
| 4 Dec | 734.00 | 26.55 | 11.55 | 30.93 | 62 | 23 | 24 | |||
| 3 Dec | 716.05 | 15 | 26.81 | 1 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 730 expiring on 26DEC2024
Delta for 730 CE is 0.00
Historical price for 730 CE is as follows
On 12 Dec JSL was trading at 750.00. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec JSL was trading at 747.10. The strike last trading price was 30, which was -2.60 lower than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 19
On 10 Dec JSL was trading at 746.65. The strike last trading price was 32.6, which was -1.55 lower than the previous day. The implied volatity was 35.00, the open interest changed by -6 which decreased total open position to 17
On 9 Dec JSL was trading at 747.05. The strike last trading price was 34.15, which was 0.30 higher than the previous day. The implied volatity was 35.48, the open interest changed by -7 which decreased total open position to 23
On 6 Dec JSL was trading at 741.60. The strike last trading price was 33.85, which was 10.85 higher than the previous day. The implied volatity was 35.62, the open interest changed by -4 which decreased total open position to 31
On 5 Dec JSL was trading at 728.85. The strike last trading price was 23, which was -3.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 11 which increased total open position to 34
On 4 Dec JSL was trading at 734.00. The strike last trading price was 26.55, which was 11.55 higher than the previous day. The implied volatity was 30.93, the open interest changed by 23 which increased total open position to 24
On 3 Dec JSL was trading at 716.05. The strike last trading price was 15, which was lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 0
| JSL 26DEC2024 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.51
Theta: -0.50
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 750.00 | 8.8 | -1.75 | 30.98 | 11 | 8 | 53 |
| 11 Dec | 747.10 | 10.55 | -5.80 | 31.70 | 6 | 2 | 46 |
| 10 Dec | 746.65 | 16.35 | 0.05 | 40.41 | 11 | -5 | 43 |
| 9 Dec | 747.05 | 16.3 | -0.35 | 39.73 | 6 | -1 | 47 |
| 6 Dec | 741.60 | 16.65 | -3.05 | 35.30 | 32 | 20 | 49 |
| 5 Dec | 728.85 | 19.7 | -0.15 | 31.14 | 32 | 2 | 28 |
| 4 Dec | 734.00 | 19.85 | -9.85 | 33.32 | 70 | 24 | 26 |
| 3 Dec | 716.05 | 29.7 | 34.21 | 5 | 1 | 1 | |
For Jindal Stainless Limited - strike price 730 expiring on 26DEC2024
Delta for 730 PE is -0.30
Historical price for 730 PE is as follows
On 12 Dec JSL was trading at 750.00. The strike last trading price was 8.8, which was -1.75 lower than the previous day. The implied volatity was 30.98, the open interest changed by 8 which increased total open position to 53
On 11 Dec JSL was trading at 747.10. The strike last trading price was 10.55, which was -5.80 lower than the previous day. The implied volatity was 31.70, the open interest changed by 2 which increased total open position to 46
On 10 Dec JSL was trading at 746.65. The strike last trading price was 16.35, which was 0.05 higher than the previous day. The implied volatity was 40.41, the open interest changed by -5 which decreased total open position to 43
On 9 Dec JSL was trading at 747.05. The strike last trading price was 16.3, which was -0.35 lower than the previous day. The implied volatity was 39.73, the open interest changed by -1 which decreased total open position to 47
On 6 Dec JSL was trading at 741.60. The strike last trading price was 16.65, which was -3.05 lower than the previous day. The implied volatity was 35.30, the open interest changed by 20 which increased total open position to 49
On 5 Dec JSL was trading at 728.85. The strike last trading price was 19.7, which was -0.15 lower than the previous day. The implied volatity was 31.14, the open interest changed by 2 which increased total open position to 28
On 4 Dec JSL was trading at 734.00. The strike last trading price was 19.85, which was -9.85 lower than the previous day. The implied volatity was 33.32, the open interest changed by 24 which increased total open position to 26
On 3 Dec JSL was trading at 716.05. The strike last trading price was 29.7, which was lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 1
