JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1090 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.45
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1046.00 | 3.3 | -1.75 | 21.14 | 113 | 13 | 478 | |||||||||
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| 14 Sept | 1035.95 | 4.55 | -1.75 | 21.52 | 99 | -3 | 257 | |||||||||
| 17 Aug | 975.40 | 21.15 | 0 | 7.36 | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 CE is 0.16
Historical price for 1090 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 3.3, which was -1.75 lower than the previous day. The implied volatity was 21.14, the open interest changed by 13 which increased total open position to 478
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 4.55, which was -1.75 lower than the previous day. The implied volatity was 21.52, the open interest changed by -3 which decreased total open position to 257
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 30SEP2025 1090 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 54.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1035.95 | 54.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 975.40 | 135.05 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 PE is 0.00
Historical price for 1090 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 54.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 54.5, which was 0 lower 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 135.05, 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
