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Historical option data for JINDALSTEL

27 May 2026 04:10 PM IST
JINDALSTEL 30-Jun-2026 (33d) 1230 CE
Delta: 0.51
Vega: 0.01
Theta: -0.61
Gamma: 0.00428
Date Close Ltp Change IV Volume OI Chg OI
27 May 1220.60 36.8 -0.55 (-1.47%) 24.81 969 59 105
26 May 1222.90 38.85 2.25 (6.15%) 25.65 32 7 44
25 May 1212.30 36.6 3.8 (11.59%) 27.43 41 0 7
22 May 1209.90 32.8 1.8 (5.81%) 24.73 2 1 8
21 May 1196.80 30.9 -14.1 (-31.33%) 26.6 6 5 6
20 May 1223.10 45 -59 (-56.73%) 21.47 1 1 1
18 May 1231.80 0 -103.7 (-100.00%) - 0 0 0
15 May 1232.00 0 -103.7 (-100.00%) - 0 0 0
14 May 1252.80 0 -103.7 (-100.00%) 0 0 0 0
13 May 1242.90 0 -103.7 (-100.00%) 0 0 0 0
12 May 1214.30 0 -103.7 (-100.00%) 0 0 0 0
11 May 1232.00 0 -103.7 (-100.00%) 0 0 0 0
8 May 1248.40 0 0 - 0 0 0
7 May 1258.20 0 0 - 0 0 0
6 May 1264.30 0 0 - 0 0 0
5 May 1261.20 0 0 - 0 0 0
4 May 1261.40 0 0 - 0 0 0


For Jindal Steel & Power Ltd - strike price 1230 expiring on 30JUN2026

Delta for 1230 CE is 0.51

Historical price for 1230 CE is as follows

On 27 May JINDALSTEL was trading at 1220.60. The strike last trading price was 36.8, which was -0.55 lower than the previous day. The implied volatity was 24.81, the open interest changed by 59 which increased total open position to 105


On 26 May JINDALSTEL was trading at 1222.90. The strike last trading price was 38.85, which was 2.25 higher than the previous day. The implied volatity was 25.65, the open interest changed by 7 which increased total open position to 44


On 25 May JINDALSTEL was trading at 1212.30. The strike last trading price was 36.6, which was 3.8 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 7


On 22 May JINDALSTEL was trading at 1209.90. The strike last trading price was 32.8, which was 1.8 higher than the previous day. The implied volatity was 24.73, the open interest changed by 1 which increased total open position to 8


On 21 May JINDALSTEL was trading at 1196.80. The strike last trading price was 30.9, which was -14.1 lower than the previous day. The implied volatity was 26.6, the open interest changed by 5 which increased total open position to 6


On 20 May JINDALSTEL was trading at 1223.10. The strike last trading price was 45, which was -59 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 1


On 18 May JINDALSTEL was trading at 1231.80. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May JINDALSTEL was trading at 1232.00. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May JINDALSTEL was trading at 1252.80. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May JINDALSTEL was trading at 1242.90. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May JINDALSTEL was trading at 1214.30. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May JINDALSTEL was trading at 1232.00. The strike last trading price was 0, which was -103.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May JINDALSTEL was trading at 1248.40. 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 7 May JINDALSTEL was trading at 1258.20. 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 6 May JINDALSTEL was trading at 1264.30. 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 May JINDALSTEL was trading at 1261.20. 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 4 May JINDALSTEL was trading at 1261.40. 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


JINDALSTEL 30-Jun-2026 (33d) 1230 PE
Delta: -0.49
Vega: 0.01
Theta: -0.37
Gamma: 0.0048
Date Close Ltp Change IV Volume OI Chg OI
27 May 1220.60 33.5 -0.4 (-1.18%) 22.17 701 108 149
26 May 1222.90 33.7 -6 (-15.11%) 22.96 3 0 41
25 May 1212.30 39.7 -13.6 (-25.52%) 21.98 46 40 41
22 May 1209.90 53.3 53.3 (19.24%) 24.44 2 0 1
21 May 1196.80 53.3 8.6 (19.24%) 24.44 2 0 1
20 May 1223.10 44.7 -11.25 (-20.11%) 32.12 1 0 0
18 May 1231.80 0 -55.95 (-100.00%) - 0 0 0
15 May 1232.00 0 -55.95 (-100.00%) - 0 0 0
14 May 1252.80 0 -55.95 (-100.00%) 0 0 0 0
13 May 1242.90 0 -55.95 (-100.00%) 0 0 0 0
12 May 1214.30 0 -55.95 (-100.00%) 0 0 0 0
11 May 1232.00 0 -55.95 (-100.00%) 0 0 0 0
8 May 1248.40 0 0 - 0 0 0
7 May 1258.20 0 0 - 0 0 0
6 May 1264.30 0 0 - 0 0 0
5 May 1261.20 0 0 - 0 0 0
4 May 1261.40 0 0 - 0 0 0


For Jindal Steel & Power Ltd - strike price 1230 expiring on 30JUN2026

Delta for 1230 PE is -0.49

Historical price for 1230 PE is as follows

On 27 May JINDALSTEL was trading at 1220.60. The strike last trading price was 33.5, which was -0.4 lower than the previous day. The implied volatity was 22.17, the open interest changed by 108 which increased total open position to 149


On 26 May JINDALSTEL was trading at 1222.90. The strike last trading price was 33.7, which was -6 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 41


On 25 May JINDALSTEL was trading at 1212.30. The strike last trading price was 39.7, which was -13.6 lower than the previous day. The implied volatity was 21.98, the open interest changed by 40 which increased total open position to 41


On 22 May JINDALSTEL was trading at 1209.90. The strike last trading price was 53.3, which was 53.3 higher than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 1


On 21 May JINDALSTEL was trading at 1196.80. The strike last trading price was 53.3, which was 8.6 higher than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 1


On 20 May JINDALSTEL was trading at 1223.10. The strike last trading price was 44.7, which was -11.25 lower than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 0


On 18 May JINDALSTEL was trading at 1231.80. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May JINDALSTEL was trading at 1232.00. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May JINDALSTEL was trading at 1252.80. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May JINDALSTEL was trading at 1242.90. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May JINDALSTEL was trading at 1214.30. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May JINDALSTEL was trading at 1232.00. The strike last trading price was 0, which was -55.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May JINDALSTEL was trading at 1248.40. 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 7 May JINDALSTEL was trading at 1258.20. 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 6 May JINDALSTEL was trading at 1264.30. 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 May JINDALSTEL was trading at 1261.20. 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 4 May JINDALSTEL was trading at 1261.40. 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