JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 12:54 PM IST
| JSL 26DEC2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.14
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 748.50 | 0.85 | -1.05 | 32.66 | 95 | -31 | 92 | |||
| 11 Dec | 747.10 | 1.9 | -0.50 | 37.96 | 28 | -14 | 124 | |||
| 10 Dec | 746.65 | 2.4 | -0.60 | 39.07 | 355 | 54 | 139 | |||
| 9 Dec | 747.05 | 3 | 0.50 | 39.76 | 323 | 42 | 84 | |||
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| 6 Dec | 741.60 | 2.5 | 36.07 | 300 | 43 | 43 | ||||
For Jindal Stainless Limited - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.04
Historical price for 840 CE is as follows
On 12 Dec JSL was trading at 748.50. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 32.66, the open interest changed by -31 which decreased total open position to 92
On 11 Dec JSL was trading at 747.10. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 37.96, the open interest changed by -14 which decreased total open position to 124
On 10 Dec JSL was trading at 746.65. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 39.07, the open interest changed by 54 which increased total open position to 139
On 9 Dec JSL was trading at 747.05. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was 39.76, the open interest changed by 42 which increased total open position to 84
On 6 Dec JSL was trading at 741.60. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 36.07, the open interest changed by 43 which increased total open position to 43
| JSL 26DEC2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 748.50 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 747.10 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 746.65 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 747.05 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 143.35 | - | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 12 Dec JSL was trading at 748.50. The strike last trading price was 143.35, 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 143.35, 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 143.35, 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 143.35, 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 6 Dec JSL was trading at 741.60. The strike last trading price was 143.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
