JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 960 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 | 92 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1035.95 | 80 | -5.35 | - | 5 | 0 | 84 | |||||||||
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| 17 Aug | 975.40 | 80.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 92, 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 80, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 80.7, 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 960 PE | |||||||
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Delta: -0.04
Vega: 0.16
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 0.9 | -0.1 | 30.21 | 46 | -21 | 238 |
| 14 Sept | 1035.95 | 1.95 | -0.1 | 25.59 | 90 | -12 | 223 |
| 17 Aug | 975.40 | 70.4 | 0 | 2.21 | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.04
Historical price for 960 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 30.21, the open interest changed by -21 which decreased total open position to 238
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 25.59, the open interest changed by -12 which decreased total open position to 223
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 70.4, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
