JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:14 PM IST
| JSL 26DEC2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.30
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.75 | 3.2 | -1.35 | 36.46 | 1 | 0 | 64 | |||
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| 11 Dec | 747.10 | 4.55 | 0.65 | 40.57 | 1 | 0 | 64 | |||
| 10 Dec | 746.65 | 3.9 | -0.55 | 37.68 | 20 | 1 | 63 | |||
| 9 Dec | 747.05 | 4.45 | 0.15 | 37.69 | 74 | 1 | 64 | |||
| 6 Dec | 741.60 | 4.3 | 2.45 | 35.61 | 221 | -1 | 63 | |||
| 5 Dec | 728.85 | 1.85 | -0.50 | 31.50 | 143 | 28 | 67 | |||
| 4 Dec | 734.00 | 2.35 | 31.27 | 87 | 39 | 39 | ||||
For Jindal Stainless Limited - strike price 820 expiring on 26DEC2024
Delta for 820 CE is 0.12
Historical price for 820 CE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 3.2, which was -1.35 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 64
On 11 Dec JSL was trading at 747.10. The strike last trading price was 4.55, which was 0.65 higher than the previous day. The implied volatity was 40.57, the open interest changed by 0 which decreased total open position to 64
On 10 Dec JSL was trading at 746.65. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 37.68, the open interest changed by 1 which increased total open position to 63
On 9 Dec JSL was trading at 747.05. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 37.69, the open interest changed by 1 which increased total open position to 64
On 6 Dec JSL was trading at 741.60. The strike last trading price was 4.3, which was 2.45 higher than the previous day. The implied volatity was 35.61, the open interest changed by -1 which decreased total open position to 63
On 5 Dec JSL was trading at 728.85. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 31.50, the open interest changed by 28 which increased total open position to 67
On 4 Dec JSL was trading at 734.00. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 31.27, the open interest changed by 39 which increased total open position to 39
| JSL 26DEC2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 749.75 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 747.10 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 746.65 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 747.05 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 728.85 | 125.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 734.00 | 125.2 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 820 expiring on 26DEC2024
Delta for 820 PE is -
Historical price for 820 PE is as follows
On 12 Dec JSL was trading at 749.75. The strike last trading price was 125.2, 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 125.2, 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 125.2, 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 125.2, 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 125.2, 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 125.2, 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 125.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
