Historical option data for JINDALSTEL
29 Jun 2026 10:50 AM IST
| JINDALSTEL 28-Jul-2026 (27d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.66
Gamma: 0.00438
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1074.80 | 27 | 6 (28.57%) | 29.31 | 108 | 13 | 410 | |||||||||
| 25 Jun | 1059.50 | 21 | -14 (-40.00%) | 27.13 | 483 | 219 | 367 | |||||||||
| 24 Jun | 1089.70 | 35 | 0 (0.00%) | 27.15 | 267 | 42 | 146 | |||||||||
| 23 Jun | 1082.60 | 34.75 | -35.25 (-50.36%) | 29.85 | 200 | 100 | 103 | |||||||||
| 22 Jun | 1132.00 | 69.9 | 5.9 (9.22%) | 28.31 | 4 | 1 | 2 | |||||||||
| 19 Jun | 1137.70 | 64 | 0 (0.00%) | 26.4 | 2 | 1 | 2 | |||||||||
| 18 Jun | 1131.90 | 64 | -143 (-69.08%) | 27.41 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 5 Jun | 1181.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 1197.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 1211.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 1203.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 1209.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel Limited - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.43
Historical price for 1100 CE is as follows
On 29 Jun JINDALSTEL was trading at 1074.80. The strike last trading price was 27, which was 6 higher than the previous day. The implied volatity was 29.31, the open interest changed by 13 which increased total open position to 410
On 25 Jun JINDALSTEL was trading at 1059.50. The strike last trading price was 21, which was -14 lower than the previous day. The implied volatity was 27.13, the open interest changed by 219 which increased total open position to 367
On 24 Jun JINDALSTEL was trading at 1089.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 27.15, the open interest changed by 42 which increased total open position to 146
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 34.75, which was -35.25 lower than the previous day. The implied volatity was 29.85, the open interest changed by 100 which increased total open position to 103
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 69.9, which was 5.9 higher than the previous day. The implied volatity was 28.31, the open interest changed by 1 which increased total open position to 2
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 26.4, the open interest changed by 1 which increased total open position to 2
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 64, which was -143 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 1
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
On 5 Jun JINDALSTEL was trading at 1181.30. 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 4 Jun JINDALSTEL was trading at 1197.20. 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 3 Jun JINDALSTEL was trading at 1211.30. 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 2 Jun JINDALSTEL was trading at 1203.40. 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 1 Jun JINDALSTEL was trading at 1209.80. 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
| JINDALSTEL 28-Jul-2026 (27d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.01
Theta: -0.41
Gamma: 0.00497
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1074.80 | 42.75 | -10.25 (-19.34%) | 25.64 | 5 | 0 | 216 |
| 25 Jun | 1059.50 | 53 | 14.45 (37.48%) | 24.81 | 162 | 73 | 208 |
| 24 Jun | 1089.70 | 38.15 | -7.4 (-16.25%) | 27.28 | 65 | 13 | 134 |
| 23 Jun | 1082.60 | 45.75 | 24.5 (115.29%) | 29.36 | 126 | 60 | 119 |
| 22 Jun | 1132.00 | 21.3 | 2.3 (12.11%) | 27.19 | 44 | 14 | 60 |
| 19 Jun | 1137.70 | 19 | -3.2 (-14.41%) | 26.26 | 8 | 5 | 47 |
| 18 Jun | 1131.90 | 22.2 | 2.2 (11.00%) | 24.96 | 6 | 1 | 39 |
| 17 Jun | 1135.80 | 20 | -8.1 (-28.83%) | 24.88 | 9 | 1 | 34 |
| 16 Jun | 1139.80 | 28.1 | 0 (0.00%) | - | 4 | 0 | 33 |
| 15 Jun | 1149.50 | 28.1 | 0 (0.00%) | - | 4 | 0 | 33 |
| 12 Jun | 1148.50 | 28.1 | 0 (0.00%) | 27.77 | 4 | 0 | 33 |
| 11 Jun | 1121.30 | 28.1 | -1.9 (-6.33%) | 27.77 | 4 | 4 | 33 |
| 10 Jun | 1121.10 | 30 | 7.6 (33.93%) | 26.33 | 1 | 0 | 30 |
| 9 Jun | 1149.90 | 22.4 | -0.2 (-0.88%) | 27.39 | 10 | 7 | 30 |
| 8 Jun | 1156.30 | 23.3 | 12.3 (111.82%) | 28.77 | 28 | 21 | 22 |
| 5 Jun | 1181.30 | 11 | 0 (0.00%) | - | 1 | 0 | 1 |
| 4 Jun | 1197.20 | 11 | 0 (0.00%) | - | 1 | 0 | 1 |
| 3 Jun | 1211.30 | 11 | 0 (0.00%) | - | 1 | 0 | 1 |
| 2 Jun | 1203.40 | 11 | 0 (0.00%) | 27.17 | 1 | 0 | 1 |
| 1 Jun | 1209.80 | 11 | -14.5 (-56.86%) | 27.17 | 1 | 1 | 1 |
For Jindal Steel Limited - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.59
Historical price for 1100 PE is as follows
On 29 Jun JINDALSTEL was trading at 1074.80. The strike last trading price was 42.75, which was -10.25 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 216
On 25 Jun JINDALSTEL was trading at 1059.50. The strike last trading price was 53, which was 14.45 higher than the previous day. The implied volatity was 24.81, the open interest changed by 73 which increased total open position to 208
On 24 Jun JINDALSTEL was trading at 1089.70. The strike last trading price was 38.15, which was -7.4 lower than the previous day. The implied volatity was 27.28, the open interest changed by 13 which increased total open position to 134
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 45.75, which was 24.5 higher than the previous day. The implied volatity was 29.36, the open interest changed by 60 which increased total open position to 119
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 21.3, which was 2.3 higher than the previous day. The implied volatity was 27.19, the open interest changed by 14 which increased total open position to 60
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 19, which was -3.2 lower than the previous day. The implied volatity was 26.26, the open interest changed by 5 which increased total open position to 47
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 22.2, which was 2.2 higher than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 39
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 20, which was -8.1 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 34
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 33
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 28.1, which was -1.9 lower than the previous day. The implied volatity was 27.77, the open interest changed by 4 which increased total open position to 33
On 10 Jun JINDALSTEL was trading at 1121.10. The strike last trading price was 30, which was 7.6 higher than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 30
On 9 Jun JINDALSTEL was trading at 1149.90. The strike last trading price was 22.4, which was -0.2 lower than the previous day. The implied volatity was 27.39, the open interest changed by 7 which increased total open position to 30
On 8 Jun JINDALSTEL was trading at 1156.30. The strike last trading price was 23.3, which was 12.3 higher than the previous day. The implied volatity was 28.77, the open interest changed by 21 which increased total open position to 22
On 5 Jun JINDALSTEL was trading at 1181.30. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun JINDALSTEL was trading at 1197.20. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun JINDALSTEL was trading at 1211.30. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun JINDALSTEL was trading at 1203.40. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 27.17, the open interest changed by 0 which decreased total open position to 1
On 1 Jun JINDALSTEL was trading at 1209.80. The strike last trading price was 11, which was -14.5 lower than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 1
