JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1010 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.21
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 41.5 | -4.15 | 14.65 | 14 | 0 | 243 | |||||||||
| 14 Sept | 1035.95 | 36.55 | -6.45 | 18.46 | 13 | -1 | 262 | |||||||||
| 17 Aug | 975.40 | 25.7 | -10.8 | 25.42 | 5 | 5 | 1 | |||||||||
For Jindal Steel & Power Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.94
Historical price for 1010 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 41.5, which was -4.15 lower than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 243
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 36.55, which was -6.45 lower than the previous day. The implied volatity was 18.46, the open interest changed by -1 which decreased total open position to 262
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 25.7, which was -10.8 lower than the previous day. The implied volatity was 25.42, the open interest changed by 5 which increased total open position to 1
| JINDALSTEL 30SEP2025 1010 PE | |||||||
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Delta: -0.17
Vega: 0.45
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 3.9 | -0.35 | 24.03 | 128 | -12 | 369 |
| 14 Sept | 1035.95 | 8.8 | 0.8 | 22.90 | 177 | -1 | 356 |
| 17 Aug | 975.40 | 78.75 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.17
Historical price for 1010 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by -12 which decreased total open position to 369
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 8.8, which was 0.8 higher than the previous day. The implied volatity was 22.90, the open interest changed by -1 which decreased total open position to 356
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 78.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
