Historical option data for JINDALSTEL
29 Jun 2026 10:50 AM IST
| JINDALSTEL 28-Jul-2026 (25d) 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.01
Theta: -0.67
Gamma: 0.00444
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1074.80 | 36 | 7 (24.14%) | 29.35 | 115 | 1 | 134 | |||||||||
| 25 Jun | 1059.50 | 28.7 | -15.3 (-34.77%) | 27.97 | 125 | 66 | 133 | |||||||||
| 24 Jun | 1089.70 | 44.3 | -0.7 (-1.56%) | 28.14 | 91 | 43 | 66 | |||||||||
| 23 Jun | 1082.60 | 45 | -177 (-79.73%) | 30.46 | 25 | 21 | 21 | |||||||||
| 22 Jun | 1132.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 1137.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 1131.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 1135.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 1139.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 1149.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 1148.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1121.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1121.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1149.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 1156.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel Limited - strike price 1080 expiring on 28JUL2026
Delta for 1080 CE is 0.52
Historical price for 1080 CE is as follows
On 29 Jun JINDALSTEL was trading at 1074.80. The strike last trading price was 36, which was 7 higher than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 134
On 25 Jun JINDALSTEL was trading at 1059.50. The strike last trading price was 28.7, which was -15.3 lower than the previous day. The implied volatity was 27.97, the open interest changed by 66 which increased total open position to 133
On 24 Jun JINDALSTEL was trading at 1089.70. The strike last trading price was 44.3, which was -0.7 lower than the previous day. The implied volatity was 28.14, the open interest changed by 43 which increased total open position to 66
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 45, which was -177 lower than the previous day. The implied volatity was 30.46, the open interest changed by 21 which increased total open position to 21
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 0, 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
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 0, 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
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 0, 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
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 0, 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
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 0, 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
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 0, 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
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 0, 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
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 0, 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
On 10 Jun JINDALSTEL was trading at 1121.10. The strike last trading price was 0, 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
On 9 Jun JINDALSTEL was trading at 1149.90. The strike last trading price was 0, 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
On 8 Jun JINDALSTEL was trading at 1156.30. The strike last trading price was 0, 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 28-Jul-2026 (25d) 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.45
Gamma: 0.00494
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1074.80 | 32.6 | -8.55 (-20.78%) | 26.4 | 54 | 16 | 281 |
| 25 Jun | 1059.50 | 41.15 | 11.7 (39.73%) | 26.36 | 217 | 135 | 261 |
| 24 Jun | 1089.70 | 28.8 | -6.35 (-18.07%) | 27.71 | 97 | 40 | 126 |
| 23 Jun | 1082.60 | 35.65 | 19.9 (126.35%) | 29.85 | 124 | 67 | 86 |
| 22 Jun | 1132.00 | 15.75 | -0.2 (-1.25%) | 27.84 | 6 | 3 | 20 |
| 19 Jun | 1137.70 | 15.95 | 0.45 (2.90%) | 27.03 | 8 | 3 | 13 |
| 18 Jun | 1131.90 | 15.5 | 0 (0.00%) | - | 6 | 0 | 10 |
| 17 Jun | 1135.80 | 15.5 | 0 (0.00%) | 26.64 | 6 | 0 | 10 |
| 16 Jun | 1139.80 | 15.5 | 1.65 (11.91%) | 26.64 | 6 | 4 | 10 |
| 15 Jun | 1149.50 | 14.1 | -0.15 (-1.05%) | 27.17 | 5 | 2 | 4 |
| 12 Jun | 1148.50 | 14.25 | 0 (0.00%) | - | 6 | 0 | 2 |
| 11 Jun | 1121.30 | 14.25 | 0 (0.00%) | - | 6 | 0 | 2 |
| 10 Jun | 1121.10 | 14.25 | 0 (0.00%) | - | 6 | 0 | 2 |
| 9 Jun | 1149.90 | 14.25 | 0 (0.00%) | 26.25 | 6 | 0 | 2 |
| 8 Jun | 1156.30 | 14.25 | -6.95 (-32.78%) | 26.25 | 6 | 2 | 2 |
For Jindal Steel Limited - strike price 1080 expiring on 28JUL2026
Delta for 1080 PE is -0.49
Historical price for 1080 PE is as follows
On 29 Jun JINDALSTEL was trading at 1074.80. The strike last trading price was 32.6, which was -8.55 lower than the previous day. The implied volatity was 26.4, the open interest changed by 16 which increased total open position to 281
On 25 Jun JINDALSTEL was trading at 1059.50. The strike last trading price was 41.15, which was 11.7 higher than the previous day. The implied volatity was 26.36, the open interest changed by 135 which increased total open position to 261
On 24 Jun JINDALSTEL was trading at 1089.70. The strike last trading price was 28.8, which was -6.35 lower than the previous day. The implied volatity was 27.71, the open interest changed by 40 which increased total open position to 126
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 35.65, which was 19.9 higher than the previous day. The implied volatity was 29.85, the open interest changed by 67 which increased total open position to 86
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 15.75, which was -0.2 lower than the previous day. The implied volatity was 27.84, the open interest changed by 3 which increased total open position to 20
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 15.95, which was 0.45 higher than the previous day. The implied volatity was 27.03, the open interest changed by 3 which increased total open position to 13
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 10
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 15.5, which was 1.65 higher than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 10
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 14.1, which was -0.15 lower than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 4
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun JINDALSTEL was trading at 1121.10. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun JINDALSTEL was trading at 1149.90. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 2
On 8 Jun JINDALSTEL was trading at 1156.30. The strike last trading price was 14.25, which was -6.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 2
