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[--[65.84.65.76]--]
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 1120 CE
Delta: 0.06
Vega: 0.23
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 1.2 -0.6 23.82 34 -14 267
14 Sept 1035.95 2.1 -0.55 23.62 51 -16 196

For Jindal Steel & Power Ltd - strike price 1120 expiring on 30SEP2025

Delta for 1120 CE is 0.06

Historical price for 1120 CE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 23.82, the open interest changed by -14 which decreased total open position to 267


On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 23.62, the open interest changed by -16 which decreased total open position to 196


JINDALSTEL 30SEP2025 1120 PE
Delta: -0.84
Vega: 0.44
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1046.00 74.05 1.05 35.50 4 2 2
14 Sept 1035.95 80.3 0 0.00 0 0 0

For Jindal Steel & Power Ltd - strike price 1120 expiring on 30SEP2025

Delta for 1120 PE is -0.84

Historical price for 1120 PE is as follows

On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 74.05, which was 1.05 higher than the previous day. The implied volatity was 35.50, 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 80.3, 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