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JINDALSTEL
Jindal Steel & Power Ltd
1032.45 -13.55 (-1.30%)

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Historical option data for JINDALSTEL

21 Sep 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JINDALSTEL 28OCT2025 1050 CE
Delta: 0.56
Vega: 1.35
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 35 -2.15 22.28 15 12 81
14 Sept 1035.95 32.4 0 22.37 12 10 35

For Jindal Steel & Power Ltd - strike price 1050 expiring on 28OCT2025

Delta for 1050 CE is 0.56

Historical price for 1050 CE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 35, which was -2.15 lower than the previous day. The implied volatity was 22.28, the open interest changed by 12 which increased total open position to 81


On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was 22.37, the open interest changed by 10 which increased total open position to 35


JINDALSTEL 28OCT2025 1050 PE
Delta: -0.45
Vega: 1.35
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 31.35 1.35 25.92 19 5 22
14 Sept 1035.95 36.9 -5.45 24.86 1 1 4

For Jindal Steel & Power Ltd - strike price 1050 expiring on 28OCT2025

Delta for 1050 PE is -0.45

Historical price for 1050 PE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 31.35, which was 1.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 5 which increased total open position to 22


On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 36.9, which was -5.45 lower than the previous day. The implied volatity was 24.86, the open interest changed by 1 which increased total open position to 4