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[--[65.84.65.76]--]
JINDALSTEL
Jindal Steel & Power Ltd

898.3 -7.00 (-0.77%)

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Historical option data for JINDALSTEL

11 Mar 2025 10:22 AM IST
JINDALSTEL 27MAR2025 920 CE
Delta: 0.39
Vega: 0.73
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Mar 898.30 15.3 -3.35 30.22 754 70 1,652
10 Mar 905.30 18.05 -3.75 30.36 4,381 123 1,582
7 Mar 908.95 20.5 -3.6 27.77 3,189 241 1,459
6 Mar 914.60 22.3 4.1 27.47 6,369 586 1,215
5 Mar 891.65 18.7 7.45 31.33 2,034 251 622
4 Mar 867.30 11.35 3 32.03 542 -17 375
3 Mar 854.35 8.35 0 32.08 782 77 391
28 Feb 856.15 7.8 -1.55 30.22 972 116 312
27 Feb 862.00 10 0.05 28.05 288 57 196
26 Feb 854.00 9.7 -3.55 30.11 184 32 139
25 Feb 856.80 9.7 -3.55 30.11 184 32 139
24 Feb 862.25 13 -4.4 31.80 159 24 107
21 Feb 880.35 17.9 -0.1 29.79 68 23 84
20 Feb 879.30 18.65 4.6 29.11 106 14 61
19 Feb 860.10 14 1.7 30.21 51 18 35
18 Feb 846.95 12 3 32.01 14 0 16
17 Feb 837.65 9 0 0.00 0 3 0
14 Feb 833.30 9 -2.7 29.27 11 3 16
13 Feb 840.50 11.4 -80.45 30.35 17 12 12
1 Feb 776.35 91.85 0 10.66 0 0 0
31 Jan 791.55 91.85 0 9.37 0 0 0
30 Jan 840.05 91.85 0 4.94 0 0 0
29 Jan 849.00 91.85 0 4.43 0 0 0
28 Jan 841.10 91.85 0 4.29 0 0 0
24 Jan 882.80 91.85 0 1.70 0 0 0
23 Jan 893.00 91.85 0.00 0.90 0 0 0
22 Jan 896.80 91.85 0.00 0.77 0 0 0
21 Jan 918.90 91.85 91.85 - 0 0 0
20 Jan 933.80 0 0.00 - 0 0 0
17 Jan 924.65 0 0.00 - 0 0 0
16 Jan 917.85 0 0.00 - 0 0 0
15 Jan 910.25 0 0.00 - 0 0 0
14 Jan 909.90 0 0.00 - 0 0 0
13 Jan 876.70 0 0.00 1.84 0 0 0
10 Jan 917.70 0 0.00 - 0 0 0
9 Jan 931.55 0 0.00 - 0 0 0
8 Jan 942.55 0 0.00 - 0 0 0
7 Jan 941.45 0 0.00 - 0 0 0
6 Jan 939.35 0 0.00 - 0 0 0
3 Jan 957.85 0 0.00 - 0 0 0
2 Jan 941.70 0 0.00 - 0 0 0
1 Jan 938.10 0 0.00 - 0 0 0
31 Dec 930.70 0 0.00 - 0 0 0
30 Dec 918.30 0 - 0 0 0


For Jindal Steel & Power Ltd - strike price 920 expiring on 27MAR2025

Delta for 920 CE is 0.39

Historical price for 920 CE is as follows

On 11 Mar JINDALSTEL was trading at 898.30. The strike last trading price was 15.3, which was -3.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by 70 which increased total open position to 1652


On 10 Mar JINDALSTEL was trading at 905.30. The strike last trading price was 18.05, which was -3.75 lower than the previous day. The implied volatity was 30.36, the open interest changed by 123 which increased total open position to 1582


On 7 Mar JINDALSTEL was trading at 908.95. The strike last trading price was 20.5, which was -3.6 lower than the previous day. The implied volatity was 27.77, the open interest changed by 241 which increased total open position to 1459


On 6 Mar JINDALSTEL was trading at 914.60. The strike last trading price was 22.3, which was 4.1 higher than the previous day. The implied volatity was 27.47, the open interest changed by 586 which increased total open position to 1215


On 5 Mar JINDALSTEL was trading at 891.65. The strike last trading price was 18.7, which was 7.45 higher than the previous day. The implied volatity was 31.33, the open interest changed by 251 which increased total open position to 622


On 4 Mar JINDALSTEL was trading at 867.30. The strike last trading price was 11.35, which was 3 higher than the previous day. The implied volatity was 32.03, the open interest changed by -17 which decreased total open position to 375


On 3 Mar JINDALSTEL was trading at 854.35. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 32.08, the open interest changed by 77 which increased total open position to 391


On 28 Feb JINDALSTEL was trading at 856.15. The strike last trading price was 7.8, which was -1.55 lower than the previous day. The implied volatity was 30.22, the open interest changed by 116 which increased total open position to 312


On 27 Feb JINDALSTEL was trading at 862.00. The strike last trading price was 10, which was 0.05 higher than the previous day. The implied volatity was 28.05, the open interest changed by 57 which increased total open position to 196


On 26 Feb JINDALSTEL was trading at 854.00. The strike last trading price was 9.7, which was -3.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 32 which increased total open position to 139


On 25 Feb JINDALSTEL was trading at 856.80. The strike last trading price was 9.7, which was -3.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 32 which increased total open position to 139


On 24 Feb JINDALSTEL was trading at 862.25. The strike last trading price was 13, which was -4.4 lower than the previous day. The implied volatity was 31.80, the open interest changed by 24 which increased total open position to 107


On 21 Feb JINDALSTEL was trading at 880.35. The strike last trading price was 17.9, which was -0.1 lower than the previous day. The implied volatity was 29.79, the open interest changed by 23 which increased total open position to 84


On 20 Feb JINDALSTEL was trading at 879.30. The strike last trading price was 18.65, which was 4.6 higher than the previous day. The implied volatity was 29.11, the open interest changed by 14 which increased total open position to 61


On 19 Feb JINDALSTEL was trading at 860.10. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was 30.21, the open interest changed by 18 which increased total open position to 35


On 18 Feb JINDALSTEL was trading at 846.95. The strike last trading price was 12, which was 3 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 16


On 17 Feb JINDALSTEL was trading at 837.65. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 14 Feb JINDALSTEL was trading at 833.30. The strike last trading price was 9, which was -2.7 lower than the previous day. The implied volatity was 29.27, the open interest changed by 3 which increased total open position to 16


On 13 Feb JINDALSTEL was trading at 840.50. The strike last trading price was 11.4, which was -80.45 lower than the previous day. The implied volatity was 30.35, the open interest changed by 12 which increased total open position to 12


On 1 Feb JINDALSTEL was trading at 776.35. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 10.66, the open interest changed by 0 which decreased total open position to 0


On 31 Jan JINDALSTEL was trading at 791.55. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 9.37, the open interest changed by 0 which decreased total open position to 0


On 30 Jan JINDALSTEL was trading at 840.05. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 29 Jan JINDALSTEL was trading at 849.00. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


On 28 Jan JINDALSTEL was trading at 841.10. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0


On 24 Jan JINDALSTEL was trading at 882.80. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 23 Jan JINDALSTEL was trading at 893.00. The strike last trading price was 91.85, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0


On 22 Jan JINDALSTEL was trading at 896.80. The strike last trading price was 91.85, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0


On 21 Jan JINDALSTEL was trading at 918.90. The strike last trading price was 91.85, which was 91.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan JINDALSTEL was trading at 933.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan JINDALSTEL was trading at 924.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan JINDALSTEL was trading at 917.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan JINDALSTEL was trading at 910.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan JINDALSTEL was trading at 909.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan JINDALSTEL was trading at 876.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 10 Jan JINDALSTEL was trading at 917.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan JINDALSTEL was trading at 931.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan JINDALSTEL was trading at 942.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan JINDALSTEL was trading at 941.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan JINDALSTEL was trading at 939.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jan JINDALSTEL was trading at 957.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan JINDALSTEL was trading at 941.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan JINDALSTEL was trading at 938.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec JINDALSTEL was trading at 930.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec JINDALSTEL was trading at 918.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


JINDALSTEL 27MAR2025 920 PE
Delta: -0.60
Vega: 0.73
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Mar 898.30 34.9 3.45 32.64 205 -16 486
10 Mar 905.30 32 2.8 32.28 2,427 191 502
7 Mar 908.95 29.8 0.45 31.00 1,471 98 311
6 Mar 914.60 30.3 -12.75 32.67 1,062 95 211
5 Mar 891.65 41.25 -17.25 33.78 318 74 114
4 Mar 867.30 58.4 -10.2 33.84 24 2 40
3 Mar 854.35 68.95 -1.55 33.05 71 6 39
28 Feb 856.15 72.2 2.2 33.12 64 13 33
27 Feb 862.00 70 2.15 42.63 10 5 20
26 Feb 854.00 67.85 10.35 29.69 13 3 16
25 Feb 856.80 67.85 10.35 29.69 13 4 16
24 Feb 862.25 57.5 3.6 21.49 19 11 11
21 Feb 880.35 53.9 0 - 0 0 0
20 Feb 879.30 53.9 0 - 0 0 0
19 Feb 860.10 53.9 0 - 0 0 0
18 Feb 846.95 53.9 0 - 0 0 0
17 Feb 837.65 53.9 0 - 0 0 0
14 Feb 833.30 53.9 0 - 0 0 0
13 Feb 840.50 53.9 0 - 0 0 0
1 Feb 776.35 53.9 0 - 0 0 0
31 Jan 791.55 53.9 0 - 0 0 0
30 Jan 840.05 53.9 0 - 0 0 0
29 Jan 849.00 53.9 0 - 0 0 0
28 Jan 841.10 53.9 0 - 0 0 0
24 Jan 882.80 53.9 0 - 0 0 0
23 Jan 893.00 53.9 0.00 - 0 0 0
22 Jan 896.80 53.9 0.00 - 0 0 0
21 Jan 918.90 53.9 0.00 1.65 0 0 0
20 Jan 933.80 53.9 0.00 2.35 0 0 0
17 Jan 924.65 53.9 0.00 1.49 0 0 0
16 Jan 917.85 53.9 0.00 1.28 0 0 0
15 Jan 910.25 53.9 0.00 0.59 0 0 0
14 Jan 909.90 53.9 0.00 0.46 0 0 0
13 Jan 876.70 53.9 0.00 - 0 0 0
10 Jan 917.70 53.9 0.00 1.22 0 0 0
9 Jan 931.55 53.9 0.00 2.02 0 0 0
8 Jan 942.55 53.9 0.00 2.70 0 0 0
7 Jan 941.45 53.9 53.90 2.75 0 0 0
6 Jan 939.35 0 0.00 2.65 0 0 0
3 Jan 957.85 0 0.00 3.67 0 0 0
2 Jan 941.70 0 0.00 2.78 0 0 0
1 Jan 938.10 0 0.00 2.40 0 0 0
31 Dec 930.70 0 0.00 2.02 0 0 0
30 Dec 918.30 0 1.39 0 0 0


For Jindal Steel & Power Ltd - strike price 920 expiring on 27MAR2025

Delta for 920 PE is -0.60

Historical price for 920 PE is as follows

On 11 Mar JINDALSTEL was trading at 898.30. The strike last trading price was 34.9, which was 3.45 higher than the previous day. The implied volatity was 32.64, the open interest changed by -16 which decreased total open position to 486


On 10 Mar JINDALSTEL was trading at 905.30. The strike last trading price was 32, which was 2.8 higher than the previous day. The implied volatity was 32.28, the open interest changed by 191 which increased total open position to 502


On 7 Mar JINDALSTEL was trading at 908.95. The strike last trading price was 29.8, which was 0.45 higher than the previous day. The implied volatity was 31.00, the open interest changed by 98 which increased total open position to 311


On 6 Mar JINDALSTEL was trading at 914.60. The strike last trading price was 30.3, which was -12.75 lower than the previous day. The implied volatity was 32.67, the open interest changed by 95 which increased total open position to 211


On 5 Mar JINDALSTEL was trading at 891.65. The strike last trading price was 41.25, which was -17.25 lower than the previous day. The implied volatity was 33.78, the open interest changed by 74 which increased total open position to 114


On 4 Mar JINDALSTEL was trading at 867.30. The strike last trading price was 58.4, which was -10.2 lower than the previous day. The implied volatity was 33.84, the open interest changed by 2 which increased total open position to 40


On 3 Mar JINDALSTEL was trading at 854.35. The strike last trading price was 68.95, which was -1.55 lower than the previous day. The implied volatity was 33.05, the open interest changed by 6 which increased total open position to 39


On 28 Feb JINDALSTEL was trading at 856.15. The strike last trading price was 72.2, which was 2.2 higher than the previous day. The implied volatity was 33.12, the open interest changed by 13 which increased total open position to 33


On 27 Feb JINDALSTEL was trading at 862.00. The strike last trading price was 70, which was 2.15 higher than the previous day. The implied volatity was 42.63, the open interest changed by 5 which increased total open position to 20


On 26 Feb JINDALSTEL was trading at 854.00. The strike last trading price was 67.85, which was 10.35 higher than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 16


On 25 Feb JINDALSTEL was trading at 856.80. The strike last trading price was 67.85, which was 10.35 higher than the previous day. The implied volatity was 29.69, the open interest changed by 4 which increased total open position to 16


On 24 Feb JINDALSTEL was trading at 862.25. The strike last trading price was 57.5, which was 3.6 higher than the previous day. The implied volatity was 21.49, the open interest changed by 11 which increased total open position to 11


On 21 Feb JINDALSTEL was trading at 880.35. The strike last trading price was 53.9, 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 20 Feb JINDALSTEL was trading at 879.30. The strike last trading price was 53.9, 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 19 Feb JINDALSTEL was trading at 860.10. The strike last trading price was 53.9, 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 Feb JINDALSTEL was trading at 846.95. The strike last trading price was 53.9, 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 Feb JINDALSTEL was trading at 837.65. The strike last trading price was 53.9, 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 14 Feb JINDALSTEL was trading at 833.30. The strike last trading price was 53.9, 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 13 Feb JINDALSTEL was trading at 840.50. The strike last trading price was 53.9, 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 Feb JINDALSTEL was trading at 776.35. The strike last trading price was 53.9, 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 31 Jan JINDALSTEL was trading at 791.55. The strike last trading price was 53.9, 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 30 Jan JINDALSTEL was trading at 840.05. The strike last trading price was 53.9, 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 29 Jan JINDALSTEL was trading at 849.00. The strike last trading price was 53.9, 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 Jan JINDALSTEL was trading at 841.10. The strike last trading price was 53.9, 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 24 Jan JINDALSTEL was trading at 882.80. The strike last trading price was 53.9, 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 23 Jan JINDALSTEL was trading at 893.00. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan JINDALSTEL was trading at 896.80. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan JINDALSTEL was trading at 918.90. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 20 Jan JINDALSTEL was trading at 933.80. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 17 Jan JINDALSTEL was trading at 924.65. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 16 Jan JINDALSTEL was trading at 917.85. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 15 Jan JINDALSTEL was trading at 910.25. The strike last trading price was 53.9, which was 0.00 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 14 Jan JINDALSTEL was trading at 909.90. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 13 Jan JINDALSTEL was trading at 876.70. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan JINDALSTEL was trading at 917.70. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 9 Jan JINDALSTEL was trading at 931.55. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 8 Jan JINDALSTEL was trading at 942.55. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 7 Jan JINDALSTEL was trading at 941.45. The strike last trading price was 53.9, which was 53.90 higher than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


On 6 Jan JINDALSTEL was trading at 939.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 3 Jan JINDALSTEL was trading at 957.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 2 Jan JINDALSTEL was trading at 941.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 1 Jan JINDALSTEL was trading at 938.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0


On 31 Dec JINDALSTEL was trading at 930.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 30 Dec JINDALSTEL was trading at 918.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0