JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.37
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1046.00 | 2.45 | -1.2 | 22.34 | 707 | -73 | 891 | |||||||||
| 14 Sept | 1035.95 | 3.35 | -1.55 | 21.92 | 1,155 | -44 | 643 | |||||||||
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| 17 Aug | 975.40 | 5.1 | -1.6 | 25.00 | 84 | 3 | 30 | |||||||||
For Jindal Steel & Power Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.12
Historical price for 1100 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 2.45, which was -1.2 lower than the previous day. The implied volatity was 22.34, the open interest changed by -73 which decreased total open position to 891
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 3.35, which was -1.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by -44 which decreased total open position to 643
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 5.1, which was -1.6 lower than the previous day. The implied volatity was 25.00, the open interest changed by 3 which increased total open position to 30
| JINDALSTEL 30SEP2025 1100 PE | |||||||
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Delta: -0.72
Vega: 0.61
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 61.8 | 9.65 | 42.44 | 16 | 4 | 35 |
| 14 Sept | 1035.95 | 61.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 975.40 | 160.1 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.72
Historical price for 1100 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 61.8, which was 9.65 higher than the previous day. The implied volatity was 42.44, the open interest changed by 4 which increased total open position to 35
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 61.3, 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 160.1, 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
