[--[65.84.65.76]--]

JINDALSTEL

Jindal Steel & Power Ltd
1029.5 +16.60 (1.64%)
L: 1017.9 H: 1032.5

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Historical option data for JINDALSTEL

12 Dec 2025 04:12 PM IST
JINDALSTEL 30-DEC-2025 940 CE
Delta: 0.93
Vega: 0.30
Theta: -0.48
Gamma: 0.00
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
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
Delta: -0.05
Vega: 0.23
Theta: -0.15
Gamma: 0.00
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