JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1046.00 | 140.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1035.95 | 141.2 | -14.8 | 34.21 | 1 | 0 | 14 | |||||||||
| 17 Aug | 975.40 | 112.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.00
Historical price for 900 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 140.5, 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 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 141.2, which was -14.8 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 14
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 112.9, 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
| JINDALSTEL 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.06
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 0.35 | 0 | 40.87 | 2 | -1 | 256 |
| 14 Sept | 1035.95 | 0.65 | -0.05 | 33.35 | 19 | -9 | 273 |
| 17 Aug | 975.40 | 9.8 | 1.8 | 28.85 | 28 | 11 | 22 |
For Jindal Steel & Power Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.01
Historical price for 900 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 40.87, the open interest changed by -1 which decreased total open position to 256
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 33.35, the open interest changed by -9 which decreased total open position to 273
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 9.8, which was 1.8 higher than the previous day. The implied volatity was 28.85, the open interest changed by 11 which increased total open position to 22
