JINDALSTEL
Jindal Steel & Power Ltd
Historical option data for JINDALSTEL
12 Dec 2025 04:12 PM IST
| JINDALSTEL 30-DEC-2025 950 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.35
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1029.50 | 86.25 | 16.75 | 28.41 | 128 | -59 | 26 | |||||||||
| 11 Dec | 1012.90 | 69.5 | 3.8 | 23.65 | 18 | -1 | 86 | |||||||||
| 10 Dec | 1008.90 | 64.55 | 2.55 | 23.43 | 11 | 0 | 87 | |||||||||
| 9 Dec | 1002.80 | 61.25 | 2.3 | 25.39 | 14 | 2 | 86 | |||||||||
| 8 Dec | 997.50 | 58.95 | -10.85 | 27.53 | 35 | 24 | 84 | |||||||||
| 5 Dec | 1006.80 | 69.8 | 2.25 | 25.45 | 65 | 56 | 59 | |||||||||
| 4 Dec | 1005.80 | 67.55 | -34.15 | 26.27 | 10 | 2 | 3 | |||||||||
| 3 Dec | 1017.90 | 101.7 | -47.35 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1028.80 | 101.7 | -47.35 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1048.00 | 101.7 | -47.35 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 1044.40 | 101.7 | -47.35 | - | 1 | 0 | 0 | |||||||||
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| 27 Nov | 1041.10 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1042.40 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1022.60 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1021.30 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1038.60 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1069.40 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1071.00 | 149.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Jindal Steel & Power Ltd - strike price 950 expiring on 30DEC2025
Delta for 950 CE is 0.92
Historical price for 950 CE is as follows
On 12 Dec JINDALSTEL was trading at 1029.50. The strike last trading price was 86.25, which was 16.75 higher than the previous day. The implied volatity was 28.41, the open interest changed by -59 which decreased total open position to 26
On 11 Dec JINDALSTEL was trading at 1012.90. The strike last trading price was 69.5, which was 3.8 higher than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 86
On 10 Dec JINDALSTEL was trading at 1008.90. The strike last trading price was 64.55, which was 2.55 higher than the previous day. The implied volatity was 23.43, the open interest changed by 0 which decreased total open position to 87
On 9 Dec JINDALSTEL was trading at 1002.80. The strike last trading price was 61.25, which was 2.3 higher than the previous day. The implied volatity was 25.39, the open interest changed by 2 which increased total open position to 86
On 8 Dec JINDALSTEL was trading at 997.50. The strike last trading price was 58.95, which was -10.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 24 which increased total open position to 84
On 5 Dec JINDALSTEL was trading at 1006.80. The strike last trading price was 69.8, which was 2.25 higher than the previous day. The implied volatity was 25.45, the open interest changed by 56 which increased total open position to 59
On 4 Dec JINDALSTEL was trading at 1005.80. The strike last trading price was 67.55, which was -34.15 lower than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 3
On 3 Dec JINDALSTEL was trading at 1017.90. The strike last trading price was 101.7, which was -47.35 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 101.7, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec JINDALSTEL was trading at 1048.00. The strike last trading price was 101.7, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov JINDALSTEL was trading at 1044.40. The strike last trading price was 101.7, which was -47.35 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 149.05, 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 149.05, 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 149.05, 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 149.05, 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 149.05, 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 149.05, 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 149.05, 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 950 PE | |||||||
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Delta: -0.07
Vega: 0.29
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1029.50 | 1.75 | -1.6 | 25.98 | 79 | -8 | 212 |
| 11 Dec | 1012.90 | 3.3 | -1.4 | 25.39 | 65 | 12 | 230 |
| 10 Dec | 1008.90 | 5 | -0.3 | 26.64 | 95 | 35 | 217 |
| 9 Dec | 1002.80 | 5.5 | -1.5 | 25.39 | 163 | 16 | 182 |
| 8 Dec | 997.50 | 7.1 | 2.4 | 25.88 | 122 | 16 | 166 |
| 5 Dec | 1006.80 | 4.8 | -1.4 | 24.27 | 154 | -23 | 153 |
| 4 Dec | 1005.80 | 6.2 | 1.8 | 25.09 | 105 | -28 | 176 |
| 3 Dec | 1017.90 | 4.25 | 1 | 24.83 | 102 | 14 | 201 |
| 2 Dec | 1028.80 | 3.25 | 0.85 | 24.80 | 81 | 17 | 189 |
| 1 Dec | 1048.00 | 2.25 | -0.35 | 25.77 | 92 | 30 | 172 |
| 28 Nov | 1044.40 | 2.45 | -1 | 25.19 | 38 | 2 | 143 |
| 27 Nov | 1041.10 | 3.45 | 0.15 | 25.65 | 51 | 4 | 141 |
| 26 Nov | 1042.40 | 3.35 | -2.55 | 25.16 | 138 | 28 | 137 |
| 25 Nov | 1022.60 | 5.55 | -1.35 | 24.80 | 92 | 33 | 109 |
| 24 Nov | 1021.30 | 7.5 | 1.85 | 26.75 | 51 | 8 | 75 |
| 21 Nov | 1038.60 | 6 | 2.2 | 27.81 | 44 | 15 | 64 |
| 20 Nov | 1069.40 | 3.75 | -0.55 | 28.50 | 40 | 5 | 50 |
| 19 Nov | 1071.00 | 4.25 | 0.25 | 29.08 | 77 | 41 | 43 |
For Jindal Steel & Power Ltd - strike price 950 expiring on 30DEC2025
Delta for 950 PE is -0.07
Historical price for 950 PE is as follows
On 12 Dec JINDALSTEL was trading at 1029.50. The strike last trading price was 1.75, which was -1.6 lower than the previous day. The implied volatity was 25.98, the open interest changed by -8 which decreased total open position to 212
On 11 Dec JINDALSTEL was trading at 1012.90. The strike last trading price was 3.3, which was -1.4 lower than the previous day. The implied volatity was 25.39, the open interest changed by 12 which increased total open position to 230
On 10 Dec JINDALSTEL was trading at 1008.90. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 26.64, the open interest changed by 35 which increased total open position to 217
On 9 Dec JINDALSTEL was trading at 1002.80. The strike last trading price was 5.5, which was -1.5 lower than the previous day. The implied volatity was 25.39, the open interest changed by 16 which increased total open position to 182
On 8 Dec JINDALSTEL was trading at 997.50. The strike last trading price was 7.1, which was 2.4 higher than the previous day. The implied volatity was 25.88, the open interest changed by 16 which increased total open position to 166
On 5 Dec JINDALSTEL was trading at 1006.80. The strike last trading price was 4.8, which was -1.4 lower than the previous day. The implied volatity was 24.27, the open interest changed by -23 which decreased total open position to 153
On 4 Dec JINDALSTEL was trading at 1005.80. The strike last trading price was 6.2, which was 1.8 higher than the previous day. The implied volatity was 25.09, the open interest changed by -28 which decreased total open position to 176
On 3 Dec JINDALSTEL was trading at 1017.90. The strike last trading price was 4.25, which was 1 higher than the previous day. The implied volatity was 24.83, the open interest changed by 14 which increased total open position to 201
On 2 Dec JINDALSTEL was trading at 1028.80. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 24.80, the open interest changed by 17 which increased total open position to 189
On 1 Dec JINDALSTEL was trading at 1048.00. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by 30 which increased total open position to 172
On 28 Nov JINDALSTEL was trading at 1044.40. The strike last trading price was 2.45, which was -1 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 143
On 27 Nov JINDALSTEL was trading at 1041.10. The strike last trading price was 3.45, which was 0.15 higher than the previous day. The implied volatity was 25.65, the open interest changed by 4 which increased total open position to 141
On 26 Nov JINDALSTEL was trading at 1042.40. The strike last trading price was 3.35, which was -2.55 lower than the previous day. The implied volatity was 25.16, the open interest changed by 28 which increased total open position to 137
On 25 Nov JINDALSTEL was trading at 1022.60. The strike last trading price was 5.55, which was -1.35 lower than the previous day. The implied volatity was 24.80, the open interest changed by 33 which increased total open position to 109
On 24 Nov JINDALSTEL was trading at 1021.30. The strike last trading price was 7.5, which was 1.85 higher than the previous day. The implied volatity was 26.75, the open interest changed by 8 which increased total open position to 75
On 21 Nov JINDALSTEL was trading at 1038.60. The strike last trading price was 6, which was 2.2 higher than the previous day. The implied volatity was 27.81, the open interest changed by 15 which increased total open position to 64
On 20 Nov JINDALSTEL was trading at 1069.40. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 28.50, the open interest changed by 5 which increased total open position to 50
On 19 Nov JINDALSTEL was trading at 1071.00. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 29.08, the open interest changed by 41 which increased total open position to 43































































































































































































































