JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 12:54 PM IST
| JSL 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.47
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 748.50 | 6 | -4.20 | 27.54 | 9 | 0 | 137 | |||
| 11 Dec | 747.10 | 10.2 | -1.70 | 35.65 | 41 | 27 | 129 | |||
| 10 Dec | 746.65 | 11.9 | 0.85 | 37.92 | 16 | 0 | 102 | |||
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| 9 Dec | 747.05 | 11.05 | -1.35 | 34.76 | 92 | 7 | 102 | |||
| 6 Dec | 741.60 | 12.4 | 6.25 | 35.97 | 132 | 35 | 94 | |||
| 5 Dec | 728.85 | 6.15 | -1.70 | 30.24 | 182 | 40 | 59 | |||
| 4 Dec | 734.00 | 7.85 | 0.45 | 30.85 | 62 | 13 | 19 | |||
| 3 Dec | 716.05 | 7.4 | 36.71 | 43 | 5 | 5 | ||||
For Jindal Stainless Limited - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.25
Historical price for 780 CE is as follows
On 12 Dec JSL was trading at 748.50. The strike last trading price was 6, which was -4.20 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 137
On 11 Dec JSL was trading at 747.10. The strike last trading price was 10.2, which was -1.70 lower than the previous day. The implied volatity was 35.65, the open interest changed by 27 which increased total open position to 129
On 10 Dec JSL was trading at 746.65. The strike last trading price was 11.9, which was 0.85 higher than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 102
On 9 Dec JSL was trading at 747.05. The strike last trading price was 11.05, which was -1.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 7 which increased total open position to 102
On 6 Dec JSL was trading at 741.60. The strike last trading price was 12.4, which was 6.25 higher than the previous day. The implied volatity was 35.97, the open interest changed by 35 which increased total open position to 94
On 5 Dec JSL was trading at 728.85. The strike last trading price was 6.15, which was -1.70 lower than the previous day. The implied volatity was 30.24, the open interest changed by 40 which increased total open position to 59
On 4 Dec JSL was trading at 734.00. The strike last trading price was 7.85, which was 0.45 higher than the previous day. The implied volatity was 30.85, the open interest changed by 13 which increased total open position to 19
On 3 Dec JSL was trading at 716.05. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 36.71, the open interest changed by 5 which increased total open position to 5
| JSL 26DEC2024 780 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 | 748.50 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 747.10 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 746.65 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 747.05 | 48 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 741.60 | 48 | -2.75 | 40.51 | 5 | -1 | 4 |
| 5 Dec | 728.85 | 50.75 | 0.00 | 0.00 | 0 | 5 | 0 |
| 4 Dec | 734.00 | 50.75 | -40.30 | 33.59 | 8 | 5 | 5 |
| 3 Dec | 716.05 | 91.05 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 780 expiring on 26DEC2024
Delta for 780 PE is 0.00
Historical price for 780 PE is as follows
On 12 Dec JSL was trading at 748.50. The strike last trading price was 48, 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 48, 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 48, 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 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec JSL was trading at 741.60. The strike last trading price was 48, which was -2.75 lower than the previous day. The implied volatity was 40.51, the open interest changed by -1 which decreased total open position to 4
On 5 Dec JSL was trading at 728.85. The strike last trading price was 50.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Dec JSL was trading at 734.00. The strike last trading price was 50.75, which was -40.30 lower than the previous day. The implied volatity was 33.59, the open interest changed by 5 which increased total open position to 5
On 3 Dec JSL was trading at 716.05. The strike last trading price was 91.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
