JINDALSTEL JINDAL STEEL LIMITED

JINDAL STEEL LIMITED — on this desk since 2 Jan 2006.

Results meeting in 7 days Fri 23 Oct 2026, as the company announced it to NSE

implied move
5.0%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.36%
the future traded 0.36% above the share
option prices
87
dearer than 87 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————8405,00000.01—
————8604,37500.01—
————88011,25000.02—
————90067,500+4,3751.15long build-up
————92068,750−1,8750.25long unwinding
————9401,30,000−4,3753.15long unwinding
————9602,40,000−3,7505.05long unwinding
short build-up56.32+13,75033,7509801,51,250−6,8758.00long unwinding
long build-up45.70+18,7501,62,5001,000wall9,66,250+14,37512.70short build-up
long build-up32.80+20,0003,55,6251,020at the money5,26,250+15,62519.15short build-up
short covering21.55−5,0007,66,8751,0406,86,250+5,62528.00short build-up
short covering13.75−19,3753,36,8751,0601,78,750−5,00039.65long unwinding
short build-up8.20+12,5006,60,6251,0802,05,625+62553.90short build-up
—5.15+20,62511,56,250wall1,1003,28,125−1,87570.90long unwinding
long unwinding3.00−4,3754,25,0001,1202,38,750−2,50089.29long unwinding
long unwinding2.00−22,5005,75,6251,1405,52,5000108.46—
long unwinding1.35−45,6253,12,5001,1601,99,3750128.06—
long unwinding0.09−50,6252,72,5001,18023,7500147.87—
long unwinding0.03−8,7503,20,6251,2003,09,3750167.77—
long unwinding0.01−62586,2501,2203,7500187.71—

The options were priced for a move of about 5.0% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 413 of 743 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.36% above the share.

Not in the F&O ban this session; open interest stood at 72% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.0% by 27 Oct; over the sessions the desk holds it ranged 1.4–7.9%.

Option prices were dearer than 87 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build5.0%0.36%
Wed 14 Octlong unwind5.2%-0.08%
Tue 13 Octlong build5.1%0.18%
Mon 12 Octshort build5.8%0.08%
Fri 9 Octlong build5.7%0.11%
Thu 8 Octshort build6.1%0.31%
Wed 7 Octshort build5.5%0.27%
Tue 6 Octshort build5.2%-0.02%
Mon 5 Octshort build5.4%0.06%
Thu 1 Octshort build5.7%0.07%
Wed 30 Sepshort build5.2%0.20%
Tue 29 Seplong build5.9%1.83%
Mon 28 Sepshort build5.4%0.45%
Fri 25 Sepshort cover1.4%-0.26%
Thu 24 Sepshort build1.9%-0.09%
Wed 23 Sepshort cover2.1%-0.14%
Tue 22 Sepshort cover2.3%0.54%
Mon 21 Seplong build2.6%0.45%
Fri 18 Sepshort build3.1%0.63%
Thu 17 Sepshort cover3.4%0.51%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 16 of 39 times the close 5 sessions later was higher.
  • This stock, on leaving it: 21 of 39 times the close 5 sessions later was higher.
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.