JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.71
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 10.6 | -2.7 | 20.13 | 535 | 58 | 626 | |||||||||
| 14 Sept | 1035.95 | 10.7 | -3.45 | 20.09 | 403 | -17 | 352 | |||||||||
| 17 Aug | 975.40 | 16 | 0.5 | 0.00 | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.41
Historical price for 1060 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 10.6, which was -2.7 lower than the previous day. The implied volatity was 20.13, the open interest changed by 58 which increased total open position to 626
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 10.7, which was -3.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by -17 which decreased total open position to 352
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 16, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 30SEP2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.71
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 23 | 1.15 | 24.89 | 70 | -11 | 127 |
| 14 Sept | 1035.95 | 33.55 | 4.1 | 24.78 | 20 | 2 | 176 |
| 17 Aug | 975.40 | 131 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.57
Historical price for 1060 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 23, which was 1.15 higher than the previous day. The implied volatity was 24.89, the open interest changed by -11 which decreased total open position to 127
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 33.55, which was 4.1 higher than the previous day. The implied volatity was 24.78, the open interest changed by 2 which increased total open position to 176
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 131, 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
