JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:14 PM IST
| JSL 26DEC2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.36
Theta: -0.49
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.75 | 4.35 | -0.65 | 36.25 | 3 | 0 | 13 | |||
| 11 Dec | 747.10 | 5 | 0.35 | 38.00 | 3 | 0 | 12 | |||
| 10 Dec | 746.65 | 4.65 | 1.30 | 36.15 | 11 | 9 | 13 | |||
|
|
||||||||||
| 9 Dec | 747.05 | 3.35 | 3.35 | 31.19 | 4 | 3 | 3 | |||
| 6 Dec | 741.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 728.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 734.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.16
Historical price for 810 CE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 13
On 11 Dec JSL was trading at 747.10. The strike last trading price was 5, which was 0.35 higher than the previous day. The implied volatity was 38.00, the open interest changed by 0 which decreased total open position to 12
On 10 Dec JSL was trading at 746.65. The strike last trading price was 4.65, which was 1.30 higher than the previous day. The implied volatity was 36.15, the open interest changed by 9 which increased total open position to 13
On 9 Dec JSL was trading at 747.05. The strike last trading price was 3.35, which was 3.35 higher than the previous day. The implied volatity was 31.19, the open interest changed by 3 which increased total open position to 3
On 6 Dec JSL was trading at 741.60. The strike last trading price was 0, 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 0, 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 0, 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 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 749.75 | 116.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 747.10 | 116.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 746.65 | 116.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 747.05 | 116.35 | 116.35 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 728.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 734.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -
Historical price for 810 PE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 116.35, which was 116.35 higher 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 0, 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 0, 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 0, 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
