JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
21 Sep 2025 04:12 PM IST
| JINDALSTEL 30SEP2025 970 CE | ||||||||||||||||
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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 | 77.8 | -3.2 | - | 17 | -12 | 131 | |||||||||
| 14 Sept | 1035.95 | 69.65 | -6.35 | - | 15 | -3 | 142 | |||||||||
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| 17 Aug | 975.40 | 61 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 CE is -
Historical price for 970 CE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 77.8, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 131
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 69.65, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 142
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 61, 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 970 PE | |||||||
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Delta: -0.05
Vega: 0.19
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1046.00 | 1.1 | -0.15 | 28.48 | 50 | -1 | 196 |
| 14 Sept | 1035.95 | 3 | 0.35 | 25.83 | 24 | 6 | 209 |
| 17 Aug | 975.40 | 56.15 | 0 | 1.51 | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.05
Historical price for 970 PE is as follows
On 21 Sept JINDALSTEL was trading at 1046.00. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 28.48, the open interest changed by -1 which decreased total open position to 196
On 14 Sept JINDALSTEL was trading at 1035.95. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was 25.83, the open interest changed by 6 which increased total open position to 209
On 17 Aug JINDALSTEL was trading at 975.40. The strike last trading price was 56.15, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
