Historical option data for JINDALSTEL
24 Jun 2026 12:18 PM IST
| JINDALSTEL 28-Jul-2026 (34d) 1130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.01
Theta: -0.6
Gamma: 0.00375
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1085.60 | 22.8 | -0.2 (-0.87%) | 29.83 | 44 | 14 | 57 | |||||||||
| 23 Jun | 1082.60 | 22.6 | -24.4 (-51.91%) | 29.87 | 34 | 15 | 44 | |||||||||
| 22 Jun | 1132.00 | 46.75 | -0.25 (-0.53%) | 28.84 | 20 | 0 | 29 | |||||||||
| 19 Jun | 1137.70 | 46.75 | 0.75 (1.63%) | 27.49 | 20 | 17 | 29 | |||||||||
| 18 Jun | 1131.90 | 46 | -6 (-11.54%) | 28.73 | 6 | 3 | 12 | |||||||||
| 17 Jun | 1135.80 | 52.15 | -19.85 (-27.57%) | 30.26 | 1 | 0 | 9 | |||||||||
| 16 Jun | 1139.80 | 72.25 | 0.25 (0.35%) | 34.16 | 1 | 0 | 9 | |||||||||
| 15 Jun | 1149.50 | 72.25 | 18.25 (33.80%) | 34.16 | 1 | 0 | 9 | |||||||||
| 12 Jun | 1148.50 | 54 | 8 (17.39%) | 27.08 | 2 | 0 | 9 | |||||||||
| 11 Jun | 1121.30 | 46.4 | 0.4 (0.87%) | 28.82 | 10 | 0 | 9 | |||||||||
| 10 Jun | 1121.10 | 46.4 | -89.6 (-65.88%) | 28.82 | 10 | 8 | 8 | |||||||||
For Jindal Steel Limited - strike price 1130 expiring on 28JUL2026
Delta for 1130 CE is 0.36
Historical price for 1130 CE is as follows
On 24 Jun JINDALSTEL was trading at 1085.60. The strike last trading price was 22.8, which was -0.2 lower than the previous day. The implied volatity was 29.83, the open interest changed by 14 which increased total open position to 57
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 22.6, which was -24.4 lower than the previous day. The implied volatity was 29.87, the open interest changed by 15 which increased total open position to 44
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 46.75, which was -0.25 lower than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 29
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 46.75, which was 0.75 higher than the previous day. The implied volatity was 27.49, the open interest changed by 17 which increased total open position to 29
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 46, which was -6 lower than the previous day. The implied volatity was 28.73, the open interest changed by 3 which increased total open position to 12
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 52.15, which was -19.85 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 9
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 72.25, which was 0.25 higher than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 9
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 72.25, which was 18.25 higher than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 9
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 54, which was 8 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 9
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 46.4, which was 0.4 higher than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 9
On 10 Jun JINDALSTEL was trading at 1121.10. The strike last trading price was 46.4, which was -89.6 lower than the previous day. The implied volatity was 28.82, the open interest changed by 8 which increased total open position to 8
| JINDALSTEL 28-Jul-2026 (34d) 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.01
Theta: -0.37
Gamma: 0.00396
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1085.60 | 62.7 | 62.7 (109.00%) | 27.53 | 2 | 0 | 2 |
| 23 Jun | 1082.60 | 62.7 | 32.7 (109.00%) | 27.53 | 2 | 1 | 2 |
| 22 Jun | 1132.00 | 30 | 30 | - | 1 | 0 | 1 |
| 19 Jun | 1137.70 | 30 | 30 | - | 1 | 0 | 1 |
| 18 Jun | 1131.90 | 30 | 30 | - | 1 | 0 | 1 |
| 17 Jun | 1135.80 | 42 | 42 (-28.57%) | 24.46 | 1 | 0 | 1 |
| 16 Jun | 1139.80 | 42 | 42 | - | 1 | 0 | 1 |
| 15 Jun | 1149.50 | 42 | 42 | - | 1 | 0 | 1 |
| 12 Jun | 1148.50 | 42 | 42 (35.27%) | 26.96 | 1 | 0 | 1 |
| 11 Jun | 1121.30 | 42 | 10.95 (35.27%) | 26.96 | 1 | 1 | 1 |
| 10 Jun | 1121.10 | 0 | 0 | - | 0 | 0 | 0 |
For Jindal Steel Limited - strike price 1130 expiring on 28JUL2026
Delta for 1130 PE is -0.66
Historical price for 1130 PE is as follows
On 24 Jun JINDALSTEL was trading at 1085.60. The strike last trading price was 62.7, which was 62.7 higher than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 2
On 23 Jun JINDALSTEL was trading at 1082.60. The strike last trading price was 62.7, which was 32.7 higher than the previous day. The implied volatity was 27.53, the open interest changed by 1 which increased total open position to 2
On 22 Jun JINDALSTEL was trading at 1132.00. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 42, which was 42 higher than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 1
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 42, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 42, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 42, which was 42 higher than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 1
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 42, which was 10.95 higher than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 1
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
