JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
17 Aug 2025 12:57 AM IST
| JINDALSTEL 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.39
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.46
Historical price for 1000 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 1.39
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.53
Historical price for 1000 PE is as follows
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
