JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 950 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 | 100.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1035.95 | 93.05 | -0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 975.40 | 57 | -14.1 | 26.11 | 1 | 1 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.00
Historical price for 950 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 100.35, 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 93.05, which was -0.2 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 57, which was -14.1 lower than the previous day. The implied volatity was 26.11, the open interest changed by 1 which increased total open position to 0
| JINDALSTEL 30SEP2025 950 PE | |||||||
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Delta: -0.03
Vega: 0.14
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 0.8 | -0.05 | 32.34 | 15 | -7 | 578 |
| 14 Sept | 1035.95 | 1.6 | -0.05 | 26.88 | 115 | -12 | 670 |
| 17 Aug | 975.40 | 23.55 | 6.65 | 28.64 | 6 | 1 | 12 |
For Jindal Steel & Power Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.03
Historical price for 950 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 32.34, the open interest changed by -7 which decreased total open position to 578
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 26.88, the open interest changed by -12 which decreased total open position to 670
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 23.55, which was 6.65 higher than the previous day. The implied volatity was 28.64, the open interest changed by 1 which increased total open position to 12
