JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:04 PM IST
| JSL 26DEC2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.56
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.95 | 12.7 | -0.05 | 33.80 | 2 | 0 | 71 | |||
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| 11 Dec | 747.10 | 12.75 | -1.20 | 34.66 | 16 | -5 | 72 | |||
| 10 Dec | 746.65 | 13.95 | 0.05 | 35.97 | 50 | 8 | 77 | |||
| 9 Dec | 747.05 | 13.9 | -1.35 | 34.20 | 166 | 15 | 69 | |||
| 6 Dec | 741.60 | 15.25 | 7.10 | 35.52 | 16 | 0 | 54 | |||
| 5 Dec | 728.85 | 8.15 | -1.50 | 29.96 | 23 | 13 | 54 | |||
| 4 Dec | 734.00 | 9.65 | -3.70 | 29.76 | 57 | 31 | 31 | |||
| 3 Dec | 716.05 | 13.35 | 0.00 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.38
Historical price for 770 CE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 12.7, which was -0.05 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 71
On 11 Dec JSL was trading at 747.10. The strike last trading price was 12.75, which was -1.20 lower than the previous day. The implied volatity was 34.66, the open interest changed by -5 which decreased total open position to 72
On 10 Dec JSL was trading at 746.65. The strike last trading price was 13.95, which was 0.05 higher than the previous day. The implied volatity was 35.97, the open interest changed by 8 which increased total open position to 77
On 9 Dec JSL was trading at 747.05. The strike last trading price was 13.9, which was -1.35 lower than the previous day. The implied volatity was 34.20, the open interest changed by 15 which increased total open position to 69
On 6 Dec JSL was trading at 741.60. The strike last trading price was 15.25, which was 7.10 higher than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 54
On 5 Dec JSL was trading at 728.85. The strike last trading price was 8.15, which was -1.50 lower than the previous day. The implied volatity was 29.96, the open interest changed by 13 which increased total open position to 54
On 4 Dec JSL was trading at 734.00. The strike last trading price was 9.65, which was -3.70 lower than the previous day. The implied volatity was 29.76, the open interest changed by 31 which increased total open position to 31
On 3 Dec JSL was trading at 716.05. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| JSL 26DEC2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 747.10 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 746.65 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 747.05 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 741.60 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 728.85 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 734.00 | 46.55 | -36.60 | 38.32 | 2 | 1 | 1 |
| 3 Dec | 716.05 | 83.15 | 0.00 | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 770 expiring on 26DEC2024
Delta for 770 PE is 0.00
Historical price for 770 PE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 46.55, 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 46.55, 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 46.55, 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 46.55, 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 6 Dec JSL was trading at 741.60. The strike last trading price was 46.55, 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 46.55, 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 4 Dec JSL was trading at 734.00. The strike last trading price was 46.55, which was -36.60 lower than the previous day. The implied volatity was 38.32, the open interest changed by 1 which increased total open position to 1
On 3 Dec JSL was trading at 716.05. The strike last trading price was 83.15, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
