JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.55
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1046.00 | 4.95 | -2 | 20.73 | 321 | 26 | 542 | |||||||||
| 14 Sept | 1035.95 | 5.9 | -2.25 | 20.77 | 224 | -15 | 395 | |||||||||
| 17 Aug | 975.40 | 37.4 | 0 | 6.73 | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.23
Historical price for 1080 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 4.95, which was -2 lower than the previous day. The implied volatity was 20.73, the open interest changed by 26 which increased total open position to 542
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 5.9, which was -2.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by -15 which decreased total open position to 395
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 30SEP2025 1080 PE | |||||||
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Delta: -0.70
Vega: 0.63
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 38.75 | -10 | 28.83 | 11 | 2 | 15 |
| 14 Sept | 1035.95 | 46.35 | 0.15 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 975.40 | 145.2 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.70
Historical price for 1080 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 38.75, which was -10 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 15
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 46.35, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 145.2, 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
