JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 1130 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.17
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1046.00 | 0.8 | -0.6 | 24.30 | 14 | -14 | 56 | |||||||||
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| 14 Sept | 1035.95 | 1.3 | -0.7 | 23.12 | 19 | 12 | 31 | |||||||||
For Jindal Steel & Power Ltd - strike price 1130 expiring on 30SEP2025
Delta for 1130 CE is 0.04
Historical price for 1130 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 24.30, the open interest changed by -14 which decreased total open position to 56
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 23.12, the open interest changed by 12 which increased total open position to 31
| JINDALSTEL 30SEP2025 1130 PE | |||||||
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Delta: -0.85
Vega: 0.43
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 84.3 | 5.25 | 39.37 | 2 | 1 | 3 |
| 14 Sept | 1035.95 | 88.9 | -0.6 | 0.00 | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1130 expiring on 30SEP2025
Delta for 1130 PE is -0.85
Historical price for 1130 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 84.3, which was 5.25 higher than the previous day. The implied volatity was 39.37, the open interest changed by 1 which increased total open position to 3
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 88.9, which was -0.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
