JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1030 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.59
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1046.00 | 26.05 | -3.5 | 18.12 | 78 | 4 | 173 | |||||||||
| 14 Sept | 1035.95 | 24 | -4.9 | 19.64 | 430 | 65 | 359 | |||||||||
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| 17 Aug | 975.40 | 17.5 | -10.5 | 24.26 | 2 | 1 | 6 | |||||||||
For Jindal Steel & Power Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.74
Historical price for 1030 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 26.05, which was -3.5 lower than the previous day. The implied volatity was 18.12, the open interest changed by 4 which increased total open position to 173
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 24, which was -4.9 lower than the previous day. The implied volatity was 19.64, the open interest changed by 65 which increased total open position to 359
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 17.5, which was -10.5 lower than the previous day. The implied volatity was 24.26, the open interest changed by 1 which increased total open position to 6
| JINDALSTEL 30SEP2025 1030 PE | |||||||
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Delta: -0.30
Vega: 0.64
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 8.5 | -0.1 | 23.58 | 346 | -22 | 758 |
| 14 Sept | 1035.95 | 15.75 | 1.6 | 22.81 | 468 | 30 | 675 |
| 17 Aug | 975.40 | 91.5 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.30
Historical price for 1030 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 8.5, which was -0.1 lower than the previous day. The implied volatity was 23.58, the open interest changed by -22 which decreased total open position to 758
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 15.75, which was 1.6 higher than the previous day. The implied volatity was 22.81, the open interest changed by 30 which increased total open position to 675
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 91.5, 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
