JSL
Jindal Stainless Limited
Historical option data for JSL
27 Dec 2024 04:14 PM IST
| JSL 30JAN2025 820 CE | ||||||||||
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Delta: 0.12
Vega: 0.44
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 736.00 | 3.35 | 0.35 | 26.84 | 60 | 30 | 31 | |||
| 26 Dec | 733.85 | 3 | 0.10 | 26.38 | 1 | 0 | 1 | |||
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| 24 Dec | 730.05 | 2.9 | -16.20 | 25.85 | 2 | 1 | 1 | |||
| 23 Dec | 728.00 | 19.1 | 9.23 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 820 expiring on 30JAN2025
Delta for 820 CE is 0.12
Historical price for 820 CE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 26.84, the open interest changed by 30 which increased total open position to 31
On 26 Dec JSL was trading at 733.85. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 1
On 24 Dec JSL was trading at 730.05. The strike last trading price was 2.9, which was -16.20 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 1
On 23 Dec JSL was trading at 728.00. The strike last trading price was 19.1, which was lower than the previous day. The implied volatity was 9.23, the open interest changed by 0 which decreased total open position to 0
| JSL 30JAN2025 820 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 | 132.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 733.85 | 132.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 730.05 | 132.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 728.00 | 132.85 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 820 expiring on 30JAN2025
Delta for 820 PE is -
Historical price for 820 PE is as follows
On 27 Dec JSL was trading at 736.00. The strike last trading price was 132.85, 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 132.85, 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 132.85, 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 132.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
