JSL
Jindal Stainless Limited
Historical option data for JSL
27 Dec 2024 04:14 PM IST
| JSL 30JAN2025 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.59
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 736.00 | 5.45 | 0.95 | 25.96 | 383 | 120 | 286 | |||
| 26 Dec | 733.85 | 4.5 | -2.20 | 24.75 | 76 | 3 | 166 | |||
| 24 Dec | 730.05 | 6.7 | -0.65 | 28.10 | 314 | 27 | 164 | |||
| 23 Dec | 728.00 | 7.35 | -15.95 | 29.27 | 570 | 139 | 139 | |||
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| 16 Dec | 750.20 | 23.3 | 0.00 | 4.22 | 0 | 0 | 0 | |||
| 13 Dec | 760.30 | 23.3 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 12 Dec | 752.65 | 23.3 | 3.75 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 800 expiring on 30JAN2025
Delta for 800 CE is 0.18
Historical price for 800 CE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 5.45, which was 0.95 higher than the previous day. The implied volatity was 25.96, the open interest changed by 120 which increased total open position to 286
On 26 Dec JSL was trading at 733.85. The strike last trading price was 4.5, which was -2.20 lower than the previous day. The implied volatity was 24.75, the open interest changed by 3 which increased total open position to 166
On 24 Dec JSL was trading at 730.05. The strike last trading price was 6.7, which was -0.65 lower than the previous day. The implied volatity was 28.10, the open interest changed by 27 which increased total open position to 164
On 23 Dec JSL was trading at 728.00. The strike last trading price was 7.35, which was -15.95 lower than the previous day. The implied volatity was 29.27, the open interest changed by 139 which increased total open position to 139
On 16 Dec JSL was trading at 750.20. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 23.3, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 23.3, which was lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
| JSL 30JAN2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 736.00 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 733.85 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 730.05 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 728.00 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 750.20 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 760.30 | 117.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 752.65 | 117.3 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 800 expiring on 30JAN2025
Delta for 800 PE is -
Historical price for 800 PE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 117.3, 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 117.3, 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 117.3, 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 117.3, 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 117.3, 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 117.3, 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 117.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
