JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1046.00 | 49.4 | -5.2 | - | 7 | -4 | 307 | |||||||||
| 14 Sept | 1035.95 | 44.5 | -6.5 | 18.46 | 85 | -18 | 360 | |||||||||
| 17 Aug | 975.40 | 27.25 | -9.55 | 23.66 | 42 | 12 | 53 | |||||||||
For Jindal Steel & Power Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is -
Historical price for 1000 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 49.4, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 307
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 44.5, which was -6.5 lower than the previous day. The implied volatity was 18.46, the open interest changed by -18 which decreased total open position to 360
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 27.25, which was -9.55 lower than the previous day. The implied volatity was 23.66, the open interest changed by 12 which increased total open position to 53
| JINDALSTEL 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.36
Theta: -0.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 2.65 | -0.3 | 24.64 | 309 | 22 | 1,161 |
| 14 Sept | 1035.95 | 6.4 | 0.4 | 23.07 | 357 | -18 | 879 |
| 17 Aug | 975.40 | 44.95 | 10.65 | 27.26 | 11 | 1 | 20 |
For Jindal Steel & Power Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.12
Historical price for 1000 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 24.64, the open interest changed by 22 which increased total open position to 1161
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 6.4, which was 0.4 higher than the previous day. The implied volatity was 23.07, the open interest changed by -18 which decreased total open position to 879
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 44.95, which was 10.65 higher than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 20
