JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 10:14 AM IST
| JSL 26DEC2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.40
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 747.90 | 5.35 | -0.50 | 35.44 | 29 | -11 | 958 | |||
| 11 Dec | 747.10 | 5.85 | -1.75 | 36.05 | 320 | 44 | 968 | |||
| 10 Dec | 746.65 | 7.6 | 0.55 | 39.05 | 1,791 | 200 | 925 | |||
| 9 Dec | 747.05 | 7.05 | -0.30 | 36.27 | 1,306 | 291 | 727 | |||
| 6 Dec | 741.60 | 7.35 | 3.75 | 35.48 | 2,430 | 158 | 445 | |||
| 5 Dec | 728.85 | 3.6 | -1.05 | 31.33 | 568 | 29 | 285 | |||
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| 4 Dec | 734.00 | 4.65 | 1.10 | 31.62 | 813 | 234 | 257 | |||
| 3 Dec | 716.05 | 3.55 | 34.36 | 77 | 24 | 24 | ||||
For Jindal Stainless Limited - strike price 800 expiring on 26DEC2024
Delta for 800 CE is 0.19
Historical price for 800 CE is as follows
On 12 Dec JSL was trading at 747.90. The strike last trading price was 5.35, which was -0.50 lower than the previous day. The implied volatity was 35.44, the open interest changed by -11 which decreased total open position to 958
On 11 Dec JSL was trading at 747.10. The strike last trading price was 5.85, which was -1.75 lower than the previous day. The implied volatity was 36.05, the open interest changed by 44 which increased total open position to 968
On 10 Dec JSL was trading at 746.65. The strike last trading price was 7.6, which was 0.55 higher than the previous day. The implied volatity was 39.05, the open interest changed by 200 which increased total open position to 925
On 9 Dec JSL was trading at 747.05. The strike last trading price was 7.05, which was -0.30 lower than the previous day. The implied volatity was 36.27, the open interest changed by 291 which increased total open position to 727
On 6 Dec JSL was trading at 741.60. The strike last trading price was 7.35, which was 3.75 higher than the previous day. The implied volatity was 35.48, the open interest changed by 158 which increased total open position to 445
On 5 Dec JSL was trading at 728.85. The strike last trading price was 3.6, which was -1.05 lower than the previous day. The implied volatity was 31.33, the open interest changed by 29 which increased total open position to 285
On 4 Dec JSL was trading at 734.00. The strike last trading price was 4.65, which was 1.10 higher than the previous day. The implied volatity was 31.62, the open interest changed by 234 which increased total open position to 257
On 3 Dec JSL was trading at 716.05. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was 34.36, the open interest changed by 24 which increased total open position to 24
| JSL 26DEC2024 800 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 | 747.90 | 55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 747.10 | 55 | -52.70 | 34.68 | 1 | 0 | 0 |
| 10 Dec | 746.65 | 107.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 747.05 | 107.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 107.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 728.85 | 107.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 734.00 | 107.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 716.05 | 107.7 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 800 expiring on 26DEC2024
Delta for 800 PE is 0.00
Historical price for 800 PE is as follows
On 12 Dec JSL was trading at 747.90. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec JSL was trading at 747.10. The strike last trading price was 55, which was -52.70 lower than the previous day. The implied volatity was 34.68, 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 107.7, 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 9 Dec JSL was trading at 747.05. The strike last trading price was 107.7, 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 107.7, 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 5 Dec JSL was trading at 728.85. The strike last trading price was 107.7, 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 107.7, 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 3 Dec JSL was trading at 716.05. The strike last trading price was 107.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
