JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
25 Apr 2025 01:53 PM IST
JSWENERGY 29MAY2025 450 CE | ||||||||||
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Delta: 0.77
Vega: 0.45
Theta: -0.37
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
25 Apr | 486.25 | 49.5 | -18.5 | 42.01 | 8 | 5 | 18 | |||
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24 Apr | 503.80 | 68 | -0.15 | 53.49 | 1 | 0 | 12 | |||
23 Apr | 508.85 | 68.15 | -7.95 | 39.83 | 6 | 5 | 11 | |||
22 Apr | 509.20 | 76.1 | -9.15 | 59.13 | 4 | 1 | 6 | |||
21 Apr | 521.35 | 85.25 | -29.35 | 53.82 | 5 | 0 | 0 | |||
17 Apr | 507.90 | 114.6 | 0 | - | 0 | 0 | 0 | |||
16 Apr | 509.70 | 114.6 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 450 expiring on 29MAY2025
Delta for 450 CE is 0.77
Historical price for 450 CE is as follows
On 25 Apr JSWENERGY was trading at 486.25. The strike last trading price was 49.5, which was -18.5 lower than the previous day. The implied volatity was 42.01, the open interest changed by 5 which increased total open position to 18
On 24 Apr JSWENERGY was trading at 503.80. The strike last trading price was 68, which was -0.15 lower than the previous day. The implied volatity was 53.49, the open interest changed by 0 which decreased total open position to 12
On 23 Apr JSWENERGY was trading at 508.85. The strike last trading price was 68.15, which was -7.95 lower than the previous day. The implied volatity was 39.83, the open interest changed by 5 which increased total open position to 11
On 22 Apr JSWENERGY was trading at 509.20. The strike last trading price was 76.1, which was -9.15 lower than the previous day. The implied volatity was 59.13, the open interest changed by 1 which increased total open position to 6
On 21 Apr JSWENERGY was trading at 521.35. The strike last trading price was 85.25, which was -29.35 lower than the previous day. The implied volatity was 53.82, the open interest changed by 0 which decreased total open position to 0
On 17 Apr JSWENERGY was trading at 507.90. The strike last trading price was 114.6, 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 Apr JSWENERGY was trading at 509.70. The strike last trading price was 114.6, 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
JSWENERGY 29MAY2025 450 PE | |||||||
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Delta: -0.25
Vega: 0.47
Theta: -0.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
25 Apr | 486.25 | 10.75 | 3.6 | 46.22 | 439 | 140 | 415 |
24 Apr | 503.80 | 7.2 | -0.05 | 45.50 | 37 | 12 | 275 |
23 Apr | 508.85 | 7.1 | -0.9 | 47.31 | 78 | 17 | 263 |
22 Apr | 509.20 | 7.8 | 1.8 | 48.29 | 113 | -4 | 246 |
21 Apr | 521.35 | 6.25 | -1.85 | 49.10 | 281 | 141 | 248 |
17 Apr | 507.90 | 8.15 | 0.55 | 46.20 | 64 | 39 | 108 |
16 Apr | 509.70 | 7.6 | -3.3 | 44.95 | 70 | 67 | 68 |
For Jsw Energy Limited - strike price 450 expiring on 29MAY2025
Delta for 450 PE is -0.25
Historical price for 450 PE is as follows
On 25 Apr JSWENERGY was trading at 486.25. The strike last trading price was 10.75, which was 3.6 higher than the previous day. The implied volatity was 46.22, the open interest changed by 140 which increased total open position to 415
On 24 Apr JSWENERGY was trading at 503.80. The strike last trading price was 7.2, which was -0.05 lower than the previous day. The implied volatity was 45.50, the open interest changed by 12 which increased total open position to 275
On 23 Apr JSWENERGY was trading at 508.85. The strike last trading price was 7.1, which was -0.9 lower than the previous day. The implied volatity was 47.31, the open interest changed by 17 which increased total open position to 263
On 22 Apr JSWENERGY was trading at 509.20. The strike last trading price was 7.8, which was 1.8 higher than the previous day. The implied volatity was 48.29, the open interest changed by -4 which decreased total open position to 246
On 21 Apr JSWENERGY was trading at 521.35. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 49.10, the open interest changed by 141 which increased total open position to 248
On 17 Apr JSWENERGY was trading at 507.90. The strike last trading price was 8.15, which was 0.55 higher than the previous day. The implied volatity was 46.20, the open interest changed by 39 which increased total open position to 108
On 16 Apr JSWENERGY was trading at 509.70. The strike last trading price was 7.6, which was -3.3 lower than the previous day. The implied volatity was 44.95, the open interest changed by 67 which increased total open position to 68