JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:04 PM IST
| JSL 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.54
Theta: -0.58
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.95 | 21.1 | -1.95 | 23.61 | 45 | 18 | 119 | |||
| 11 Dec | 747.10 | 23.05 | -4.90 | 29.30 | 48 | 7 | 101 | |||
|
|
||||||||||
| 10 Dec | 746.65 | 27.95 | 0.95 | 37.02 | 76 | 8 | 93 | |||
| 9 Dec | 747.05 | 27 | -1.70 | 33.48 | 142 | 1 | 84 | |||
| 6 Dec | 741.60 | 28.7 | 10.70 | 36.24 | 422 | 27 | 85 | |||
| 5 Dec | 728.85 | 18 | -4.30 | 29.66 | 109 | 10 | 59 | |||
| 4 Dec | 734.00 | 22.3 | 4.30 | 32.06 | 267 | 41 | 49 | |||
| 3 Dec | 716.05 | 18 | 36.56 | 10 | 7 | 7 | ||||
For Jindal Stainless Limited - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.65
Historical price for 740 CE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 21.1, which was -1.95 lower than the previous day. The implied volatity was 23.61, the open interest changed by 18 which increased total open position to 119
On 11 Dec JSL was trading at 747.10. The strike last trading price was 23.05, which was -4.90 lower than the previous day. The implied volatity was 29.30, the open interest changed by 7 which increased total open position to 101
On 10 Dec JSL was trading at 746.65. The strike last trading price was 27.95, which was 0.95 higher than the previous day. The implied volatity was 37.02, the open interest changed by 8 which increased total open position to 93
On 9 Dec JSL was trading at 747.05. The strike last trading price was 27, which was -1.70 lower than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 84
On 6 Dec JSL was trading at 741.60. The strike last trading price was 28.7, which was 10.70 higher than the previous day. The implied volatity was 36.24, the open interest changed by 27 which increased total open position to 85
On 5 Dec JSL was trading at 728.85. The strike last trading price was 18, which was -4.30 lower than the previous day. The implied volatity was 29.66, the open interest changed by 10 which increased total open position to 59
On 4 Dec JSL was trading at 734.00. The strike last trading price was 22.3, which was 4.30 higher than the previous day. The implied volatity was 32.06, the open interest changed by 41 which increased total open position to 49
On 3 Dec JSL was trading at 716.05. The strike last trading price was 18, which was lower than the previous day. The implied volatity was 36.56, the open interest changed by 7 which increased total open position to 7
| JSL 26DEC2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.56
Theta: -0.51
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 749.95 | 11.75 | -3.40 | 29.86 | 7 | 1 | 20 |
| 11 Dec | 747.10 | 15.15 | -4.55 | 32.94 | 44 | -1 | 18 |
| 10 Dec | 746.65 | 19.7 | 2.20 | 39.79 | 14 | 4 | 20 |
| 9 Dec | 747.05 | 17.5 | -3.30 | 34.98 | 9 | 2 | 16 |
| 6 Dec | 741.60 | 20.8 | -5.20 | 34.99 | 25 | 2 | 13 |
| 5 Dec | 728.85 | 26 | 1.70 | 32.74 | 16 | 5 | 11 |
| 4 Dec | 734.00 | 24.3 | -36.80 | 32.68 | 36 | 6 | 6 |
| 3 Dec | 716.05 | 61.1 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.37
Historical price for 740 PE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 11.75, which was -3.40 lower than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 20
On 11 Dec JSL was trading at 747.10. The strike last trading price was 15.15, which was -4.55 lower than the previous day. The implied volatity was 32.94, the open interest changed by -1 which decreased total open position to 18
On 10 Dec JSL was trading at 746.65. The strike last trading price was 19.7, which was 2.20 higher than the previous day. The implied volatity was 39.79, the open interest changed by 4 which increased total open position to 20
On 9 Dec JSL was trading at 747.05. The strike last trading price was 17.5, which was -3.30 lower than the previous day. The implied volatity was 34.98, the open interest changed by 2 which increased total open position to 16
On 6 Dec JSL was trading at 741.60. The strike last trading price was 20.8, which was -5.20 lower than the previous day. The implied volatity was 34.99, the open interest changed by 2 which increased total open position to 13
On 5 Dec JSL was trading at 728.85. The strike last trading price was 26, which was 1.70 higher than the previous day. The implied volatity was 32.74, the open interest changed by 5 which increased total open position to 11
On 4 Dec JSL was trading at 734.00. The strike last trading price was 24.3, which was -36.80 lower than the previous day. The implied volatity was 32.68, the open interest changed by 6 which increased total open position to 6
On 3 Dec JSL was trading at 716.05. The strike last trading price was 61.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
