JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
12 Dec 2025 04:12 PM IST
| JINDALSTEL 30-DEC-2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.30
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1029.50 | 95.65 | 17 | 29.32 | 2 | 1 | 12 | |||||||||
| 11 Dec | 1012.90 | 78.65 | 3.25 | 23.98 | 6 | 3 | 12 | |||||||||
| 10 Dec | 1008.90 | 75.4 | 10.25 | 28.13 | 4 | 1 | 9 | |||||||||
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| 9 Dec | 1002.80 | 65.15 | -11.4 | - | 0 | -2 | 0 | |||||||||
| 8 Dec | 997.50 | 65.15 | -11.4 | 24.64 | 7 | -2 | 8 | |||||||||
| 5 Dec | 1006.80 | 76.55 | 2.45 | 22.50 | 12 | 2 | 9 | |||||||||
| 4 Dec | 1005.80 | 74.1 | -39.3 | 23.38 | 10 | 6 | 7 | |||||||||
| 3 Dec | 1017.90 | 113.4 | -47.75 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1028.80 | 113.4 | -47.75 | - | 0 | 1 | 0 | |||||||||
| 1 Dec | 1048.00 | 113.4 | -47.75 | - | 1 | 0 | 0 | |||||||||
| 28 Nov | 1044.40 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1041.10 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1042.40 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1022.60 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1021.30 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1038.60 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1069.40 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1071.00 | 161.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 1008.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1009.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 1005.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 1007.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1022.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1001.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 996.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1007.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1015.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1019.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1033.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 940 expiring on 30DEC2025
Delta for 940 CE is 0.93
Historical price for 940 CE is as follows
On 12 Dec JINDALSTEL was trading at 1029.50. The strike last trading price was 95.65, which was 17 higher than the previous day. The implied volatity was 29.32, the open interest changed by 1 which increased total open position to 12
On 11 Dec JINDALSTEL was trading at 1012.90. The strike last trading price was 78.65, which was 3.25 higher than the previous day. The implied volatity was 23.98, the open interest changed by 3 which increased total open position to 12
On 10 Dec JINDALSTEL was trading at 1008.90. The strike last trading price was 75.4, which was 10.25 higher than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 9
On 9 Dec JINDALSTEL was trading at 1002.80. The strike last trading price was 65.15, which was -11.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 8 Dec JINDALSTEL was trading at 997.50. The strike last trading price was 65.15, which was -11.4 lower than the previous day. The implied volatity was 24.64, the open interest changed by -2 which decreased total open position to 8
On 5 Dec JINDALSTEL was trading at 1006.80. The strike last trading price was 76.55, which was 2.45 higher than the previous day. The implied volatity was 22.50, the open interest changed by 2 which increased total open position to 9
On 4 Dec JINDALSTEL was trading at 1005.80. The strike last trading price was 74.1, which was -39.3 lower than the previous day. The implied volatity was 23.38, the open interest changed by 6 which increased total open position to 7
On 3 Dec JINDALSTEL was trading at 1017.90. The strike last trading price was 113.4, which was -47.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec JINDALSTEL was trading at 1028.80. The strike last trading price was 113.4, which was -47.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec JINDALSTEL was trading at 1048.00. The strike last trading price was 113.4, which was -47.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JINDALSTEL was trading at 1044.40. The strike last trading price was 161.15, 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 27 Nov JINDALSTEL was trading at 1041.10. The strike last trading price was 161.15, 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 26 Nov JINDALSTEL was trading at 1042.40. The strike last trading price was 161.15, 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 25 Nov JINDALSTEL was trading at 1022.60. The strike last trading price was 161.15, 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 Nov JINDALSTEL was trading at 1021.30. The strike last trading price was 161.15, 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 21 Nov JINDALSTEL was trading at 1038.60. The strike last trading price was 161.15, 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 Nov JINDALSTEL was trading at 1069.40. The strike last trading price was 161.15, 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 Nov JINDALSTEL was trading at 1071.00. The strike last trading price was 161.15, 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 Oct JINDALSTEL was trading at 1008.20. 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 21 Oct JINDALSTEL was trading at 1009.80. 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 20 Oct JINDALSTEL was trading at 1005.60. 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 Oct JINDALSTEL was trading at 1007.60. 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 Oct JINDALSTEL was trading at 1022.80. 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 Oct JINDALSTEL was trading at 1001.40. 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 14 Oct JINDALSTEL was trading at 996.00. 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 13 Oct JINDALSTEL was trading at 1007.60. 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 Oct JINDALSTEL was trading at 1015.20. 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 8 Oct JINDALSTEL was trading at 1019.20. 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 7 Oct JINDALSTEL was trading at 1033.70. 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
| JINDALSTEL 30DEC2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.23
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1029.50 | 1.2 | -1.1 | 26.17 | 111 | 19 | 463 |
| 11 Dec | 1012.90 | 2.3 | -1.5 | 25.57 | 83 | 18 | 442 |
| 10 Dec | 1008.90 | 3.8 | -0.2 | 27.16 | 68 | 3 | 424 |
| 9 Dec | 1002.80 | 4.1 | -1 | 25.75 | 179 | -10 | 418 |
| 8 Dec | 997.50 | 5.3 | 1.9 | 26.05 | 90 | 11 | 428 |
| 5 Dec | 1006.80 | 3.5 | -1.05 | 24.36 | 337 | 214 | 417 |
| 4 Dec | 1005.80 | 4.85 | 1.35 | 25.59 | 62 | 9 | 203 |
| 3 Dec | 1017.90 | 3.1 | 0.6 | 24.92 | 40 | 2 | 194 |
| 2 Dec | 1028.80 | 2.4 | 0.65 | 24.92 | 59 | 0 | 192 |
| 1 Dec | 1048.00 | 1.7 | -0.2 | 26.11 | 226 | 150 | 192 |
| 28 Nov | 1044.40 | 1.9 | -0.65 | 25.61 | 15 | 12 | 43 |
| 27 Nov | 1041.10 | 2.55 | -0.15 | 25.66 | 30 | 16 | 30 |
| 26 Nov | 1042.40 | 2.7 | -20.45 | 25.50 | 26 | 15 | 15 |
| 25 Nov | 1022.60 | 23.15 | 0 | 7.88 | 0 | 0 | 0 |
| 24 Nov | 1021.30 | 23.15 | 0 | 7.66 | 0 | 0 | 0 |
| 21 Nov | 1038.60 | 23.15 | 0 | 8.90 | 0 | 0 | 0 |
| 20 Nov | 1069.40 | 23.15 | 0 | 11.31 | 0 | 0 | 0 |
| 19 Nov | 1071.00 | 23.15 | 0 | 11.20 | 0 | 0 | 0 |
| 24 Oct | 1008.20 | 23.15 | 0 | 5.61 | 0 | 0 | 0 |
| 21 Oct | 1009.80 | 23.15 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 1005.60 | 23.15 | 0 | 5.53 | 0 | 0 | 0 |
| 17 Oct | 1007.60 | 23.15 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1022.80 | 23.15 | 0 | 6.33 | 0 | 0 | 0 |
| 15 Oct | 1001.40 | 23.15 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 996.00 | 23.15 | 0 | 4.55 | 0 | 0 | 0 |
| 13 Oct | 1007.60 | 23.15 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1015.20 | 23.15 | 0 | 5.72 | 0 | 0 | 0 |
| 8 Oct | 1019.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1033.70 | 0 | 0 | - | 0 | 0 | 0 |
For Jindal Steel & Power Ltd - strike price 940 expiring on 30DEC2025
Delta for 940 PE is -0.05
Historical price for 940 PE is as follows
On 12 Dec JINDALSTEL was trading at 1029.50. The strike last trading price was 1.2, which was -1.1 lower than the previous day. The implied volatity was 26.17, the open interest changed by 19 which increased total open position to 463
On 11 Dec JINDALSTEL was trading at 1012.90. The strike last trading price was 2.3, which was -1.5 lower than the previous day. The implied volatity was 25.57, the open interest changed by 18 which increased total open position to 442
On 10 Dec JINDALSTEL was trading at 1008.90. The strike last trading price was 3.8, which was -0.2 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 424
On 9 Dec JINDALSTEL was trading at 1002.80. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 25.75, the open interest changed by -10 which decreased total open position to 418
On 8 Dec JINDALSTEL was trading at 997.50. The strike last trading price was 5.3, which was 1.9 higher than the previous day. The implied volatity was 26.05, the open interest changed by 11 which increased total open position to 428
On 5 Dec JINDALSTEL was trading at 1006.80. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by 214 which increased total open position to 417
On 4 Dec JINDALSTEL was trading at 1005.80. The strike last trading price was 4.85, which was 1.35 higher than the previous day. The implied volatity was 25.59, the open interest changed by 9 which increased total open position to 203
On 3 Dec JINDALSTEL was trading at 1017.90. The strike last trading price was 3.1, which was 0.6 higher than the previous day. The implied volatity was 24.92, the open interest changed by 2 which increased total open position to 194
On 2 Dec JINDALSTEL was trading at 1028.80. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 192
On 1 Dec JINDALSTEL was trading at 1048.00. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 26.11, the open interest changed by 150 which increased total open position to 192
On 28 Nov JINDALSTEL was trading at 1044.40. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 25.61, the open interest changed by 12 which increased total open position to 43
On 27 Nov JINDALSTEL was trading at 1041.10. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 16 which increased total open position to 30
On 26 Nov JINDALSTEL was trading at 1042.40. The strike last trading price was 2.7, which was -20.45 lower than the previous day. The implied volatity was 25.50, the open interest changed by 15 which increased total open position to 15
On 25 Nov JINDALSTEL was trading at 1022.60. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
On 24 Nov JINDALSTEL was trading at 1021.30. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 7.66, the open interest changed by 0 which decreased total open position to 0
On 21 Nov JINDALSTEL was trading at 1038.60. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 8.90, the open interest changed by 0 which decreased total open position to 0
On 20 Nov JINDALSTEL was trading at 1069.40. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 11.31, the open interest changed by 0 which decreased total open position to 0
On 19 Nov JINDALSTEL was trading at 1071.00. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 11.20, the open interest changed by 0 which decreased total open position to 0
On 24 Oct JINDALSTEL was trading at 1008.20. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 21 Oct JINDALSTEL was trading at 1009.80. The strike last trading price was 23.15, 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 Oct JINDALSTEL was trading at 1005.60. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 17 Oct JINDALSTEL was trading at 1007.60. The strike last trading price was 23.15, 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 Oct JINDALSTEL was trading at 1022.80. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 15 Oct JINDALSTEL was trading at 1001.40. The strike last trading price was 23.15, 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 Oct JINDALSTEL was trading at 996.00. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 13 Oct JINDALSTEL was trading at 1007.60. The strike last trading price was 23.15, 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 Oct JINDALSTEL was trading at 1015.20. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 8 Oct JINDALSTEL was trading at 1019.20. 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 7 Oct JINDALSTEL was trading at 1033.70. 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































































































































































































































