JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1050 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.72
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 | 14.35 | -3.5 | 19.12 | 1,233 | 82 | 1,148 | |||||||||
| 14 Sept | 1035.95 | 14.1 | -4.35 | 19.72 | 1,085 | 14 | 872 | |||||||||
| 17 Aug | 975.40 | 12.35 | -4.75 | 24.31 | 53 | 35 | 43 | |||||||||
For Jindal Steel & Power Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.52
Historical price for 1050 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 14.35, which was -3.5 lower than the previous day. The implied volatity was 19.12, the open interest changed by 82 which increased total open position to 1148
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 14.1, which was -4.35 lower than the previous day. The implied volatity was 19.72, the open interest changed by 14 which increased total open position to 872
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 12.35, which was -4.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 35 which increased total open position to 43
| JINDALSTEL 30SEP2025 1050 PE | |||||||
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Delta: -0.48
Vega: 0.73
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 17 | 0.7 | 24.09 | 336 | -9 | 389 |
| 14 Sept | 1035.95 | 26.15 | 2.75 | 23.27 | 99 | -21 | 350 |
| 17 Aug | 975.40 | 105.2 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.48
Historical price for 1050 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 17, which was 0.7 higher than the previous day. The implied volatity was 24.09, the open interest changed by -9 which decreased total open position to 389
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 26.15, which was 2.75 higher than the previous day. The implied volatity was 23.27, the open interest changed by -21 which decreased total open position to 350
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 105.2, 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
