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JINDALSTEL
Jindal Steel & Power Ltd
1032.45 -13.55 (-1.30%)

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Historical option data for JINDALSTEL

21 Sep 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JINDALSTEL 30SEP2025 1110 CE
Delta: 0.09
Vega: 0.29
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 1.7 -0.8 23.04 251 14 152
14 Sept 1035.95 2.6 -1.05 22.67 18 -9 127

For Jindal Steel & Power Ltd - strike price 1110 expiring on 30SEP2025

Delta for 1110 CE is 0.09

Historical price for 1110 CE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 23.04, the open interest changed by 14 which increased total open position to 152


On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 22.67, the open interest changed by -9 which decreased total open position to 127


JINDALSTEL 30SEP2025 1110 PE
Delta: -0.82
Vega: 0.48
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 64.65 4.95 33.39 6 2 2
14 Sept 1035.95 68.15 0 0.00 0 0 0

For Jindal Steel & Power Ltd - strike price 1110 expiring on 30SEP2025

Delta for 1110 PE is -0.82

Historical price for 1110 PE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 64.65, which was 4.95 higher than the previous day. The implied volatity was 33.39, the open interest changed by 2 which increased total open position to 2


On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 68.15, 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