JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1020 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.40
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 32.9 | -4.6 | 15.93 | 58 | 14 | 296 | |||||||||
| 14 Sept | 1035.95 | 30 | -5.7 | 19.29 | 248 | -32 | 305 | |||||||||
| 17 Aug | 975.40 | 21 | -5.7 | 24.58 | 2 | 1 | 3 | |||||||||
For Jindal Steel & Power Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.86
Historical price for 1020 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 32.9, which was -4.6 lower than the previous day. The implied volatity was 15.93, the open interest changed by 14 which increased total open position to 296
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 30, which was -5.7 lower than the previous day. The implied volatity was 19.29, the open interest changed by -32 which decreased total open position to 305
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 21, which was -5.7 lower than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 3
| JINDALSTEL 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.55
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 5.9 | 0.05 | 23.89 | 113 | -15 | 436 |
| 14 Sept | 1035.95 | 11.8 | 1.15 | 22.71 | 273 | 0 | 459 |
| 17 Aug | 975.40 | 104.55 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.23
Historical price for 1020 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 23.89, the open interest changed by -15 which decreased total open position to 436
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 11.8, which was 1.15 higher than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 459
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 104.55, 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
