JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:14 PM IST
| JSL 26DEC2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.59
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.75 | 19.2 | -0.35 | 30.38 | 185 | -36 | 227 | |||
| 11 Dec | 747.10 | 19.55 | -3.45 | 32.31 | 227 | 15 | 263 | |||
| 10 Dec | 746.65 | 23 | 1.25 | 37.31 | 433 | 15 | 245 | |||
| 9 Dec | 747.05 | 21.75 | -1.90 | 33.46 | 804 | 21 | 229 | |||
| 6 Dec | 741.60 | 23.65 | 9.50 | 36.08 | 811 | 79 | 203 | |||
| 5 Dec | 728.85 | 14.15 | -3.40 | 29.92 | 217 | -16 | 125 | |||
| 4 Dec | 734.00 | 17.55 | 4.10 | 31.53 | 834 | 94 | 137 | |||
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| 3 Dec | 716.05 | 13.45 | 34.81 | 209 | 42 | 44 | ||||
For Jindal Stainless Limited - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.54
Historical price for 750 CE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 19.2, which was -0.35 lower than the previous day. The implied volatity was 30.38, the open interest changed by -36 which decreased total open position to 227
On 11 Dec JSL was trading at 747.10. The strike last trading price was 19.55, which was -3.45 lower than the previous day. The implied volatity was 32.31, the open interest changed by 15 which increased total open position to 263
On 10 Dec JSL was trading at 746.65. The strike last trading price was 23, which was 1.25 higher than the previous day. The implied volatity was 37.31, the open interest changed by 15 which increased total open position to 245
On 9 Dec JSL was trading at 747.05. The strike last trading price was 21.75, which was -1.90 lower than the previous day. The implied volatity was 33.46, the open interest changed by 21 which increased total open position to 229
On 6 Dec JSL was trading at 741.60. The strike last trading price was 23.65, which was 9.50 higher than the previous day. The implied volatity was 36.08, the open interest changed by 79 which increased total open position to 203
On 5 Dec JSL was trading at 728.85. The strike last trading price was 14.15, which was -3.40 lower than the previous day. The implied volatity was 29.92, the open interest changed by -16 which decreased total open position to 125
On 4 Dec JSL was trading at 734.00. The strike last trading price was 17.55, which was 4.10 higher than the previous day. The implied volatity was 31.53, the open interest changed by 94 which increased total open position to 137
On 3 Dec JSL was trading at 716.05. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was 34.81, the open interest changed by 42 which increased total open position to 44
| JSL 26DEC2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.59
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 749.75 | 16.7 | -2.15 | 30.67 | 16 | 4 | 17 |
| 11 Dec | 747.10 | 18.85 | -4.15 | 31.27 | 33 | 5 | 14 |
| 10 Dec | 746.65 | 23 | -0.50 | 36.48 | 9 | -1 | 8 |
| 9 Dec | 747.05 | 23.5 | -7.95 | 36.94 | 8 | 3 | 9 |
| 6 Dec | 741.60 | 31.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 728.85 | 31.45 | 0.00 | 0.00 | 0 | 6 | 0 |
| 4 Dec | 734.00 | 31.45 | -36.65 | 34.92 | 13 | 3 | 3 |
| 3 Dec | 716.05 | 68.1 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 750 expiring on 26DEC2024
Delta for 750 PE is -0.46
Historical price for 750 PE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 16.7, which was -2.15 lower than the previous day. The implied volatity was 30.67, the open interest changed by 4 which increased total open position to 17
On 11 Dec JSL was trading at 747.10. The strike last trading price was 18.85, which was -4.15 lower than the previous day. The implied volatity was 31.27, the open interest changed by 5 which increased total open position to 14
On 10 Dec JSL was trading at 746.65. The strike last trading price was 23, which was -0.50 lower than the previous day. The implied volatity was 36.48, the open interest changed by -1 which decreased total open position to 8
On 9 Dec JSL was trading at 747.05. The strike last trading price was 23.5, which was -7.95 lower than the previous day. The implied volatity was 36.94, the open interest changed by 3 which increased total open position to 9
On 6 Dec JSL was trading at 741.60. The strike last trading price was 31.45, 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 5 Dec JSL was trading at 728.85. The strike last trading price was 31.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Dec JSL was trading at 734.00. The strike last trading price was 31.45, which was -36.65 lower than the previous day. The implied volatity was 34.92, the open interest changed by 3 which increased total open position to 3
On 3 Dec JSL was trading at 716.05. The strike last trading price was 68.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
