JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
17 Apr 2025 03:22 PM IST
| JINDALSTEL 24APR2025 900 CE | ||||||||||
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Delta: 0.32
Vega: 0.44
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 881.95 | 7.1 | 4 | 27.95 | 10,426 | 119 | 1,245 | |||
| 16 Apr | 854.25 | 3 | -0.55 | 33.77 | 1,548 | 9 | 1,137 | |||
| 15 Apr | 845.15 | 3.35 | 0.55 | 36.92 | 1,176 | -96 | 1,136 | |||
| 11 Apr | 805.65 | 2.9 | 0.15 | 41.91 | 1,053 | 75 | 1,232 | |||
| 9 Apr | 786.90 | 2.7 | -1.45 | 44.96 | 541 | 42 | 1,166 | |||
| 8 Apr | 801.85 | 4 | -0.85 | 43.00 | 820 | 63 | 1,137 | |||
| 7 Apr | 791.05 | 4.7 | -4 | 48.56 | 1,854 | 0 | 1,075 | |||
| 4 Apr | 850.10 | 9 | -20 | 30.44 | 3,806 | 571 | 1,100 | |||
| 3 Apr | 905.20 | 28.9 | -4.55 | 27.94 | 1,323 | 98 | 523 | |||
| 2 Apr | 909.55 | 33.15 | 2.15 | 29.58 | 848 | 58 | 428 | |||
| 1 Apr | 901.50 | 30.5 | -6.1 | 28.83 | 824 | 44 | 370 | |||
| 28 Mar | 912.30 | 36.7 | -5 | 28.21 | 781 | 47 | 326 | |||
| 27 Mar | 916.05 | 42 | 8.6 | 31.07 | 676 | 163 | 279 | |||
| 26 Mar | 899.85 | 32.3 | -7.35 | 29.47 | 187 | 25 | 118 | |||
| 25 Mar | 908.80 | 38 | -12.1 | 30.13 | 76 | 46 | 86 | |||
| 24 Mar | 922.75 | 49.95 | 1.95 | 32.66 | 26 | 12 | 39 | |||
| 21 Mar | 914.30 | 48 | -8 | 30.13 | 11 | 5 | 26 | |||
| 20 Mar | 926.20 | 56 | 2 | 33.87 | 1 | 0 | 21 | |||
| 19 Mar | 925.00 | 54 | 2.2 | 30.95 | 2 | 0 | 21 | |||
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| 18 Mar | 923.50 | 51.8 | 16.15 | 28.64 | 13 | 0 | 21 | |||
| 17 Mar | 897.25 | 35.65 | -0.35 | 27.71 | 31 | 4 | 23 | |||
| 13 Mar | 889.70 | 36 | -4.95 | 30.96 | 13 | 8 | 19 | |||
| 12 Mar | 903.05 | 40.95 | -4.8 | 28.44 | 20 | -5 | 10 | |||
| 11 Mar | 904.85 | 45.6 | -8.15 | 28.91 | 2 | -1 | 15 | |||
| 10 Mar | 905.30 | 53.75 | -4.5 | 36.56 | 8 | 2 | 16 | |||
| 7 Mar | 908.95 | 58.25 | 6.8 | 36.57 | 1 | 0 | 14 | |||
| 6 Mar | 914.60 | 51.35 | 9.35 | 29.38 | 18 | 9 | 14 | |||
| 5 Mar | 891.65 | 42 | 1.9 | 29.72 | 5 | 4 | 4 | |||
| 3 Mar | 854.35 | 40.1 | 0 | 2.86 | 0 | 0 | 0 | |||
| 28 Feb | 856.15 | 40.1 | 0 | 2.92 | 0 | 0 | 0 | |||
For Jindal Steel & Power Ltd - strike price 900 expiring on 24APR2025
Delta for 900 CE is 0.32
Historical price for 900 CE is as follows
On 17 Apr JINDALSTEL was trading at 881.95. The strike last trading price was 7.1, which was 4 higher than the previous day. The implied volatity was 27.95, the open interest changed by 119 which increased total open position to 1245
On 16 Apr JINDALSTEL was trading at 854.25. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 33.77, the open interest changed by 9 which increased total open position to 1137
On 15 Apr JINDALSTEL was trading at 845.15. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 36.92, the open interest changed by -96 which decreased total open position to 1136
On 11 Apr JINDALSTEL was trading at 805.65. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 41.91, the open interest changed by 75 which increased total open position to 1232
On 9 Apr JINDALSTEL was trading at 786.90. The strike last trading price was 2.7, which was -1.45 lower than the previous day. The implied volatity was 44.96, the open interest changed by 42 which increased total open position to 1166
On 8 Apr JINDALSTEL was trading at 801.85. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 43.00, the open interest changed by 63 which increased total open position to 1137
On 7 Apr JINDALSTEL was trading at 791.05. The strike last trading price was 4.7, which was -4 lower than the previous day. The implied volatity was 48.56, the open interest changed by 0 which decreased total open position to 1075
On 4 Apr JINDALSTEL was trading at 850.10. The strike last trading price was 9, which was -20 lower than the previous day. The implied volatity was 30.44, the open interest changed by 571 which increased total open position to 1100
On 3 Apr JINDALSTEL was trading at 905.20. The strike last trading price was 28.9, which was -4.55 lower than the previous day. The implied volatity was 27.94, the open interest changed by 98 which increased total open position to 523
On 2 Apr JINDALSTEL was trading at 909.55. The strike last trading price was 33.15, which was 2.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by 58 which increased total open position to 428
On 1 Apr JINDALSTEL was trading at 901.50. The strike last trading price was 30.5, which was -6.1 lower than the previous day. The implied volatity was 28.83, the open interest changed by 44 which increased total open position to 370
On 28 Mar JINDALSTEL was trading at 912.30. The strike last trading price was 36.7, which was -5 lower than the previous day. The implied volatity was 28.21, the open interest changed by 47 which increased total open position to 326
On 27 Mar JINDALSTEL was trading at 916.05. The strike last trading price was 42, which was 8.6 higher than the previous day. The implied volatity was 31.07, the open interest changed by 163 which increased total open position to 279
On 26 Mar JINDALSTEL was trading at 899.85. The strike last trading price was 32.3, which was -7.35 lower than the previous day. The implied volatity was 29.47, the open interest changed by 25 which increased total open position to 118
On 25 Mar JINDALSTEL was trading at 908.80. The strike last trading price was 38, which was -12.1 lower than the previous day. The implied volatity was 30.13, the open interest changed by 46 which increased total open position to 86
On 24 Mar JINDALSTEL was trading at 922.75. The strike last trading price was 49.95, which was 1.95 higher than the previous day. The implied volatity was 32.66, the open interest changed by 12 which increased total open position to 39
On 21 Mar JINDALSTEL was trading at 914.30. The strike last trading price was 48, which was -8 lower than the previous day. The implied volatity was 30.13, the open interest changed by 5 which increased total open position to 26
On 20 Mar JINDALSTEL was trading at 926.20. The strike last trading price was 56, which was 2 higher than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 21
On 19 Mar JINDALSTEL was trading at 925.00. The strike last trading price was 54, which was 2.2 higher than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 21
On 18 Mar JINDALSTEL was trading at 923.50. The strike last trading price was 51.8, which was 16.15 higher than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 21
On 17 Mar JINDALSTEL was trading at 897.25. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 23
On 13 Mar JINDALSTEL was trading at 889.70. The strike last trading price was 36, which was -4.95 lower than the previous day. The implied volatity was 30.96, the open interest changed by 8 which increased total open position to 19
On 12 Mar JINDALSTEL was trading at 903.05. The strike last trading price was 40.95, which was -4.8 lower than the previous day. The implied volatity was 28.44, the open interest changed by -5 which decreased total open position to 10
On 11 Mar JINDALSTEL was trading at 904.85. The strike last trading price was 45.6, which was -8.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by -1 which decreased total open position to 15
On 10 Mar JINDALSTEL was trading at 905.30. The strike last trading price was 53.75, which was -4.5 lower than the previous day. The implied volatity was 36.56, the open interest changed by 2 which increased total open position to 16
On 7 Mar JINDALSTEL was trading at 908.95. The strike last trading price was 58.25, which was 6.8 higher than the previous day. The implied volatity was 36.57, the open interest changed by 0 which decreased total open position to 14
On 6 Mar JINDALSTEL was trading at 914.60. The strike last trading price was 51.35, which was 9.35 higher than the previous day. The implied volatity was 29.38, the open interest changed by 9 which increased total open position to 14
On 5 Mar JINDALSTEL was trading at 891.65. The strike last trading price was 42, which was 1.9 higher than the previous day. The implied volatity was 29.72, the open interest changed by 4 which increased total open position to 4
On 3 Mar JINDALSTEL was trading at 854.35. The strike last trading price was 40.1, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 28 Feb JINDALSTEL was trading at 856.15. The strike last trading price was 40.1, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
| JINDALSTEL 24APR2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.46
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 881.95 | 25.95 | -22.6 | 33.59 | 1,530 | -135 | 1,290 |
| 16 Apr | 854.25 | 48.05 | -11.85 | 13.90 | 111 | -37 | 1,427 |
| 15 Apr | 845.15 | 59.5 | -34.8 | 36.63 | 190 | -47 | 1,464 |
| 11 Apr | 805.65 | 93.65 | -21.35 | 47.02 | 95 | -22 | 1,511 |
| 9 Apr | 786.90 | 115.35 | 14.7 | 57.87 | 132 | 3 | 1,537 |
| 8 Apr | 801.85 | 100.65 | -5.95 | 49.89 | 181 | -93 | 1,535 |
| 7 Apr | 791.05 | 106.6 | 52 | - | 240 | -15 | 1,629 |
| 4 Apr | 850.10 | 54.35 | 35.2 | 33.89 | 1,784 | -115 | 1,644 |
| 3 Apr | 905.20 | 19.3 | 0.6 | 27.42 | 1,470 | 91 | 1,762 |
| 2 Apr | 909.55 | 19.05 | -4.5 | 28.38 | 1,590 | 583 | 1,680 |
| 1 Apr | 901.50 | 24.1 | 2.15 | 31.36 | 1,084 | -27 | 1,099 |
| 28 Mar | 912.30 | 22.4 | 2.35 | 30.66 | 1,292 | 112 | 1,126 |
| 27 Mar | 916.05 | 19.6 | -7.65 | 28.55 | 967 | 179 | 1,013 |
| 26 Mar | 899.85 | 27.7 | 2.15 | 29.99 | 1,177 | 292 | 842 |
| 25 Mar | 908.80 | 26.5 | 6.95 | 31.77 | 597 | 210 | 547 |
| 24 Mar | 922.75 | 19.9 | -2.7 | 30.21 | 290 | 43 | 337 |
| 21 Mar | 914.30 | 23.2 | 4.2 | 31.29 | 113 | 24 | 290 |
| 20 Mar | 926.20 | 19 | -0.65 | 28.99 | 119 | 25 | 266 |
| 19 Mar | 925.00 | 19.5 | -1.6 | 29.37 | 178 | 95 | 234 |
| 18 Mar | 923.50 | 21.75 | -11.05 | 31.00 | 178 | 137 | 140 |
| 17 Mar | 897.25 | 33 | -2.95 | 31.74 | 3 | 1 | 2 |
| 13 Mar | 889.70 | 35.95 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 903.05 | 35.95 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 904.85 | 35.95 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 905.30 | 35.95 | -32.3 | 33.98 | 1 | 0 | 0 |
| 7 Mar | 908.95 | 68.25 | 0 | 1.91 | 0 | 0 | 0 |
| 6 Mar | 914.60 | 68.25 | 0 | 2.01 | 0 | 0 | 0 |
| 5 Mar | 891.65 | 68.25 | 0 | 0.59 | 0 | 0 | 0 |
| 3 Mar | 854.35 | 68.25 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 856.15 | 68.25 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 900 expiring on 24APR2025
Delta for 900 PE is -0.64
Historical price for 900 PE is as follows
On 17 Apr JINDALSTEL was trading at 881.95. The strike last trading price was 25.95, which was -22.6 lower than the previous day. The implied volatity was 33.59, the open interest changed by -135 which decreased total open position to 1290
On 16 Apr JINDALSTEL was trading at 854.25. The strike last trading price was 48.05, which was -11.85 lower than the previous day. The implied volatity was 13.90, the open interest changed by -37 which decreased total open position to 1427
On 15 Apr JINDALSTEL was trading at 845.15. The strike last trading price was 59.5, which was -34.8 lower than the previous day. The implied volatity was 36.63, the open interest changed by -47 which decreased total open position to 1464
On 11 Apr JINDALSTEL was trading at 805.65. The strike last trading price was 93.65, which was -21.35 lower than the previous day. The implied volatity was 47.02, the open interest changed by -22 which decreased total open position to 1511
On 9 Apr JINDALSTEL was trading at 786.90. The strike last trading price was 115.35, which was 14.7 higher than the previous day. The implied volatity was 57.87, the open interest changed by 3 which increased total open position to 1537
On 8 Apr JINDALSTEL was trading at 801.85. The strike last trading price was 100.65, which was -5.95 lower than the previous day. The implied volatity was 49.89, the open interest changed by -93 which decreased total open position to 1535
On 7 Apr JINDALSTEL was trading at 791.05. The strike last trading price was 106.6, which was 52 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 1629
On 4 Apr JINDALSTEL was trading at 850.10. The strike last trading price was 54.35, which was 35.2 higher than the previous day. The implied volatity was 33.89, the open interest changed by -115 which decreased total open position to 1644
On 3 Apr JINDALSTEL was trading at 905.20. The strike last trading price was 19.3, which was 0.6 higher than the previous day. The implied volatity was 27.42, the open interest changed by 91 which increased total open position to 1762
On 2 Apr JINDALSTEL was trading at 909.55. The strike last trading price was 19.05, which was -4.5 lower than the previous day. The implied volatity was 28.38, the open interest changed by 583 which increased total open position to 1680
On 1 Apr JINDALSTEL was trading at 901.50. The strike last trading price was 24.1, which was 2.15 higher than the previous day. The implied volatity was 31.36, the open interest changed by -27 which decreased total open position to 1099
On 28 Mar JINDALSTEL was trading at 912.30. The strike last trading price was 22.4, which was 2.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by 112 which increased total open position to 1126
On 27 Mar JINDALSTEL was trading at 916.05. The strike last trading price was 19.6, which was -7.65 lower than the previous day. The implied volatity was 28.55, the open interest changed by 179 which increased total open position to 1013
On 26 Mar JINDALSTEL was trading at 899.85. The strike last trading price was 27.7, which was 2.15 higher than the previous day. The implied volatity was 29.99, the open interest changed by 292 which increased total open position to 842
On 25 Mar JINDALSTEL was trading at 908.80. The strike last trading price was 26.5, which was 6.95 higher than the previous day. The implied volatity was 31.77, the open interest changed by 210 which increased total open position to 547
On 24 Mar JINDALSTEL was trading at 922.75. The strike last trading price was 19.9, which was -2.7 lower than the previous day. The implied volatity was 30.21, the open interest changed by 43 which increased total open position to 337
On 21 Mar JINDALSTEL was trading at 914.30. The strike last trading price was 23.2, which was 4.2 higher than the previous day. The implied volatity was 31.29, the open interest changed by 24 which increased total open position to 290
On 20 Mar JINDALSTEL was trading at 926.20. The strike last trading price was 19, which was -0.65 lower than the previous day. The implied volatity was 28.99, the open interest changed by 25 which increased total open position to 266
On 19 Mar JINDALSTEL was trading at 925.00. The strike last trading price was 19.5, which was -1.6 lower than the previous day. The implied volatity was 29.37, the open interest changed by 95 which increased total open position to 234
On 18 Mar JINDALSTEL was trading at 923.50. The strike last trading price was 21.75, which was -11.05 lower than the previous day. The implied volatity was 31.00, the open interest changed by 137 which increased total open position to 140
On 17 Mar JINDALSTEL was trading at 897.25. The strike last trading price was 33, which was -2.95 lower than the previous day. The implied volatity was 31.74, the open interest changed by 1 which increased total open position to 2
On 13 Mar JINDALSTEL was trading at 889.70. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar JINDALSTEL was trading at 903.05. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar JINDALSTEL was trading at 904.85. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Mar JINDALSTEL was trading at 905.30. The strike last trading price was 35.95, which was -32.3 lower than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 0
On 7 Mar JINDALSTEL was trading at 908.95. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 6 Mar JINDALSTEL was trading at 914.60. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 5 Mar JINDALSTEL was trading at 891.65. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 3 Mar JINDALSTEL was trading at 854.35. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb JINDALSTEL was trading at 856.15. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
