JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.69
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 19.8 | -3.45 | 18.90 | 393 | -14 | 316 | |||||||||
| 14 Sept | 1035.95 | 18.6 | -4.5 | 19.66 | 1,045 | 75 | 489 | |||||||||
| 17 Aug | 975.40 | 17.5 | -6.5 | 26.57 | 1 | 0 | 17 | |||||||||
For Jindal Steel & Power Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.63
Historical price for 1040 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 19.8, which was -3.45 lower than the previous day. The implied volatity was 18.90, the open interest changed by -14 which decreased total open position to 316
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 18.6, which was -4.5 lower than the previous day. The implied volatity was 19.66, the open interest changed by 75 which increased total open position to 489
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 17.5, which was -6.5 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 17
| JINDALSTEL 30SEP2025 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.70
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 12 | 0 | 23.42 | 387 | -68 | 385 |
| 14 Sept | 1035.95 | 20.5 | 2.05 | 22.95 | 565 | 3 | 275 |
| 17 Aug | 975.40 | 117.45 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.39
Historical price for 1040 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 23.42, the open interest changed by -68 which decreased total open position to 385
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 20.5, which was 2.05 higher than the previous day. The implied volatity was 22.95, the open interest changed by 3 which increased total open position to 275
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 117.45, 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
