JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1046.00 | 83 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1035.95 | 83 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 975.40 | 90.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.00
Historical price for 940 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 83, 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 83, 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 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 90.6, 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
| JINDALSTEL 30SEP2025 940 PE | |||||||
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Delta: -0.03
Vega: 0.13
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 | 34.76 | 13 | 4 | 261 |
| 14 Sept | 1035.95 | 1.4 | -0.05 | 28.50 | 27 | -3 | 267 |
| 17 Aug | 975.40 | 18.5 | -42.1 | 27.36 | 1 | 1 | 0 |
For Jindal Steel & Power Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.03
Historical price for 940 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 34.76, the open interest changed by 4 which increased total open position to 261
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 28.50, the open interest changed by -3 which decreased total open position to 267
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 18.5, which was -42.1 lower than the previous day. The implied volatity was 27.36, the open interest changed by 1 which increased total open position to 0
