JSL
Jindal Stainless Limited
Historical option data for JSL
27 Dec 2024 04:14 PM IST
| JSL 30JAN2025 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.77
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 736.00 | 11.1 | -6.70 | 28.13 | 27 | 6 | 12 | |||
| 26 Dec | 733.85 | 17.8 | 10.50 | 37.12 | 9 | 3 | 6 | |||
| 24 Dec | 730.05 | 7.3 | -20.90 | 23.82 | 5 | 2 | 2 | |||
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| 23 Dec | 728.00 | 28.2 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 20 Dec | 719.80 | 28.2 | 0.00 | 5.55 | 0 | 0 | 0 | |||
| 19 Dec | 739.20 | 28.2 | 0.00 | 3.25 | 0 | 0 | 0 | |||
| 18 Dec | 739.00 | 28.2 | 0.00 | 3.41 | 0 | 0 | 0 | |||
| 17 Dec | 743.50 | 28.2 | 0.00 | 3.15 | 0 | 0 | 0 | |||
| 16 Dec | 750.20 | 28.2 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 13 Dec | 760.30 | 28.2 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 12 Dec | 752.65 | 28.2 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 11 Dec | 747.10 | 28.2 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 10 Dec | 746.65 | 28.2 | 0.00 | 2.18 | 0 | 0 | 0 | |||
| 6 Dec | 741.60 | 28.2 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 4 Dec | 734.00 | 28.2 | 3.19 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 780 expiring on 30JAN2025
Delta for 780 CE is 0.29
Historical price for 780 CE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 11.1, which was -6.70 lower than the previous day. The implied volatity was 28.13, the open interest changed by 6 which increased total open position to 12
On 26 Dec JSL was trading at 733.85. The strike last trading price was 17.8, which was 10.50 higher than the previous day. The implied volatity was 37.12, the open interest changed by 3 which increased total open position to 6
On 24 Dec JSL was trading at 730.05. The strike last trading price was 7.3, which was -20.90 lower than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 2
On 23 Dec JSL was trading at 728.00. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 20 Dec JSL was trading at 719.80. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 19 Dec JSL was trading at 739.20. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 18 Dec JSL was trading at 739.00. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 17 Dec JSL was trading at 743.50. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 16 Dec JSL was trading at 750.20. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 13 Dec JSL was trading at 760.30. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 12 Dec JSL was trading at 752.65. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 28.2, which was lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
| JSL 30JAN2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 736.00 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 733.85 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 730.05 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 728.00 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 719.80 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 739.20 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 739.00 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 743.50 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 750.20 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 760.30 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 752.65 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 747.10 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 746.65 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 734.00 | 102.45 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 780 expiring on 30JAN2025
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 102.45, 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 26 Dec JSL was trading at 733.85. The strike last trading price was 102.45, 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 24 Dec JSL was trading at 730.05. The strike last trading price was 102.45, 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 23 Dec JSL was trading at 728.00. The strike last trading price was 102.45, 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 20 Dec JSL was trading at 719.80. The strike last trading price was 102.45, 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 19 Dec JSL was trading at 739.20. The strike last trading price was 102.45, 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 18 Dec JSL was trading at 739.00. The strike last trading price was 102.45, 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 17 Dec JSL was trading at 743.50. The strike last trading price was 102.45, 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 16 Dec JSL was trading at 750.20. The strike last trading price was 102.45, 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 13 Dec JSL was trading at 760.30. The strike last trading price was 102.45, 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 12 Dec JSL was trading at 752.65. The strike last trading price was 102.45, 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 11 Dec JSL was trading at 747.10. The strike last trading price was 102.45, 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 10 Dec JSL was trading at 746.65. The strike last trading price was 102.45, 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 6 Dec JSL was trading at 741.60. The strike last trading price was 102.45, 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 4 Dec JSL was trading at 734.00. The strike last trading price was 102.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
