JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1070 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.64
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 7.25 | -2.15 | 20.28 | 176 | -15 | 291 | |||||||||
| 14 Sept | 1035.95 | 8 | -2.9 | 20.44 | 357 | 14 | 332 | |||||||||
| 17 Aug | 975.40 | 25.6 | 0 | 6.10 | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 CE is 0.31
Historical price for 1070 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 7.25, which was -2.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by -15 which decreased total open position to 291
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 8, which was -2.9 lower than the previous day. The implied volatity was 20.44, the open interest changed by 14 which increased total open position to 332
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 30SEP2025 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.68
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 31.1 | 2.85 | 27.60 | 16 | -1 | 114 |
| 14 Sept | 1035.95 | 45 | 8 | 30.47 | 18 | 14 | 30 |
| 17 Aug | 975.40 | 119.75 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 PE is -0.64
Historical price for 1070 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 31.1, which was 2.85 higher than the previous day. The implied volatity was 27.60, the open interest changed by -1 which decreased total open position to 114
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 45, which was 8 higher than the previous day. The implied volatity was 30.47, the open interest changed by 14 which increased total open position to 30
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 119.75, 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
