Historical option data for JINDALSTEL
22 Jun 2026 02:11 PM IST
| JINDALSTEL 28-Jul-2026 (36d) 1160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.59
Gamma: 0.00408
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1133.60 | 29.5 | -2.5 (-7.81%) | 26.94 | 33 | 7 | 56 | |||||||||
| 19 Jun | 1137.70 | 32.1 | 3.1 (10.69%) | 25.52 | 56 | 45 | 50 | |||||||||
| 18 Jun | 1131.90 | 29.05 | -2.95 (-9.22%) | 27.07 | 2 | 0 | 4 | |||||||||
| 17 Jun | 1135.80 | 32 | 2 (6.67%) | 26.74 | 3 | 0 | 4 | |||||||||
| 16 Jun | 1139.80 | 30 | -15 (-33.33%) | 27.77 | 3 | -1 | 4 | |||||||||
| 15 Jun | 1149.50 | 45 | 10 (28.57%) | 26.72 | 1 | 1 | 5 | |||||||||
| 12 Jun | 1148.50 | 35 | 0 (0.00%) | 28.98 | 2 | 0 | 4 | |||||||||
| 11 Jun | 1121.30 | 35 | -6 (-14.63%) | 28.98 | 2 | -1 | 5 | |||||||||
| 10 Jun | 1121.10 | 41.05 | -122.95 (-74.97%) | 33.41 | 6 | 6 | 6 | |||||||||
For Jindal Steel Limited - strike price 1160 expiring on 28JUL2026
Delta for 1160 CE is 0.43
Historical price for 1160 CE is as follows
On 22 Jun JINDALSTEL was trading at 1133.60. The strike last trading price was 29.5, which was -2.5 lower than the previous day. The implied volatity was 26.94, the open interest changed by 7 which increased total open position to 56
On 19 Jun JINDALSTEL was trading at 1137.70. The strike last trading price was 32.1, which was 3.1 higher than the previous day. The implied volatity was 25.52, the open interest changed by 45 which increased total open position to 50
On 18 Jun JINDALSTEL was trading at 1131.90. The strike last trading price was 29.05, which was -2.95 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 4
On 17 Jun JINDALSTEL was trading at 1135.80. The strike last trading price was 32, which was 2 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 4
On 16 Jun JINDALSTEL was trading at 1139.80. The strike last trading price was 30, which was -15 lower than the previous day. The implied volatity was 27.77, the open interest changed by -1 which decreased total open position to 4
On 15 Jun JINDALSTEL was trading at 1149.50. The strike last trading price was 45, which was 10 higher than the previous day. The implied volatity was 26.72, the open interest changed by 1 which increased total open position to 5
On 12 Jun JINDALSTEL was trading at 1148.50. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 4
On 11 Jun JINDALSTEL was trading at 1121.30. The strike last trading price was 35, which was -6 lower than the previous day. The implied volatity was 28.98, the open interest changed by -1 which decreased total open position to 5
On 10 Jun JINDALSTEL was trading at 1121.10. The strike last trading price was 41.05, which was -122.95 lower than the previous day. The implied volatity was 33.41, the open interest changed by 6 which increased total open position to 6
| JINDALSTEL 28-Jul-2026 (36d) 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.01
Theta: -0.33
Gamma: 0.00476
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1133.60 | 44.25 | 2.25 (5.36%) | 22.93 | 30 | 30 | 30 |
| 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 |
For Jindal Steel Limited - strike price 1160 expiring on 28JUL2026
Delta for 1160 PE is -0.58
Historical price for 1160 PE is as follows
On 22 Jun JINDALSTEL was trading at 1133.60. The strike last trading price was 44.25, which was 2.25 higher than the previous day. The implied volatity was 22.93, the open interest changed by 30 which increased total open position to 30
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
