JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
JINDALSTEL 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.09
Theta: -0.13
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1046.00 | 0.4 | -0.2 | 27.82 | 3 | -2 | 53 | |||||||||
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14 Sept | 1035.95 | 0.75 | -0.15 | 26.01 | 5 | -5 | 52 |
For Jindal Steel & Power Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.02
Historical price for 1160 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 27.82, the open interest changed by -2 which decreased total open position to 53
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by -5 which decreased total open position to 52
JINDALSTEL 30SEP2025 1160 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1046.00 | 207.6 | 0 | - | 0 | 0 | 0 |
14 Sept | 1035.95 | 207.6 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -
Historical price for 1160 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 207.6, 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
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 207.6, 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