[--[65.84.65.76]--]

JSWENERGY

Jsw Energy Limited
448.85 -5.00 (-1.10%)
L: 442.7 H: 453.5

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Historical option data for JSWENERGY

09 Dec 2025 10:17 AM IST
JSWENERGY 30-DEC-2025 470 CE
Delta: 0.30
Vega: 0.38
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 449.80 5.8 -1.55 28.73 1,445 -180 1,106
8 Dec 453.85 7.2 -2.25 29.59 4,319 468 1,288
5 Dec 461.95 9.5 -0.6 23.27 4,767 131 827
4 Dec 459.85 10.2 -3.85 27.44 1,727 400 698
3 Dec 470.20 14.8 -7.6 24.46 741 104 297
2 Dec 484.15 22.3 -5.95 21.99 166 26 192
1 Dec 491.80 28 1.65 22.62 149 13 166
28 Nov 488.65 26.4 0.1 20.50 76 1 152
27 Nov 488.00 26.25 -1 21.69 195 -14 156
26 Nov 487.25 26.65 6.1 22.69 423 23 169
25 Nov 476.60 19.9 -4.65 23.46 201 87 138
24 Nov 481.00 24.5 -4.5 27.29 89 45 50
21 Nov 484.55 29 -53.95 27.38 7 4 4
20 Nov 504.85 82.95 0 - 0 0 0
19 Nov 513.65 82.95 0 - 0 0 0


For Jsw Energy Limited - strike price 470 expiring on 30DEC2025

Delta for 470 CE is 0.30

Historical price for 470 CE is as follows

On 9 Dec JSWENERGY was trading at 449.80. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 28.73, the open interest changed by -180 which decreased total open position to 1106


On 8 Dec JSWENERGY was trading at 453.85. The strike last trading price was 7.2, which was -2.25 lower than the previous day. The implied volatity was 29.59, the open interest changed by 468 which increased total open position to 1288


On 5 Dec JSWENERGY was trading at 461.95. The strike last trading price was 9.5, which was -0.6 lower than the previous day. The implied volatity was 23.27, the open interest changed by 131 which increased total open position to 827


On 4 Dec JSWENERGY was trading at 459.85. The strike last trading price was 10.2, which was -3.85 lower than the previous day. The implied volatity was 27.44, the open interest changed by 400 which increased total open position to 698


On 3 Dec JSWENERGY was trading at 470.20. The strike last trading price was 14.8, which was -7.6 lower than the previous day. The implied volatity was 24.46, the open interest changed by 104 which increased total open position to 297


On 2 Dec JSWENERGY was trading at 484.15. The strike last trading price was 22.3, which was -5.95 lower than the previous day. The implied volatity was 21.99, the open interest changed by 26 which increased total open position to 192


On 1 Dec JSWENERGY was trading at 491.80. The strike last trading price was 28, which was 1.65 higher than the previous day. The implied volatity was 22.62, the open interest changed by 13 which increased total open position to 166


On 28 Nov JSWENERGY was trading at 488.65. The strike last trading price was 26.4, which was 0.1 higher than the previous day. The implied volatity was 20.50, the open interest changed by 1 which increased total open position to 152


On 27 Nov JSWENERGY was trading at 488.00. The strike last trading price was 26.25, which was -1 lower than the previous day. The implied volatity was 21.69, the open interest changed by -14 which decreased total open position to 156


On 26 Nov JSWENERGY was trading at 487.25. The strike last trading price was 26.65, which was 6.1 higher than the previous day. The implied volatity was 22.69, the open interest changed by 23 which increased total open position to 169


On 25 Nov JSWENERGY was trading at 476.60. The strike last trading price was 19.9, which was -4.65 lower than the previous day. The implied volatity was 23.46, the open interest changed by 87 which increased total open position to 138


On 24 Nov JSWENERGY was trading at 481.00. The strike last trading price was 24.5, which was -4.5 lower than the previous day. The implied volatity was 27.29, the open interest changed by 45 which increased total open position to 50


On 21 Nov JSWENERGY was trading at 484.55. The strike last trading price was 29, which was -53.95 lower than the previous day. The implied volatity was 27.38, the open interest changed by 4 which increased total open position to 4


On 20 Nov JSWENERGY was trading at 504.85. The strike last trading price was 82.95, 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 JSWENERGY was trading at 513.65. The strike last trading price was 82.95, 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 30DEC2025 470 PE
Delta: -0.67
Vega: 0.39
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 449.80 24.85 4.1 32.81 90 -27 651
8 Dec 453.85 20.65 5.5 26.17 896 27 675
5 Dec 461.95 14.8 -1.9 26.41 631 -59 652
4 Dec 459.85 16.55 4.5 25.53 1,487 -345 711
3 Dec 470.20 11.4 5.25 26.58 1,367 -231 1,056
2 Dec 484.15 6.25 1.6 25.10 932 360 1,288
1 Dec 491.80 4.8 -0.85 25.38 455 110 984
28 Nov 488.65 5.8 -0.2 25.62 296 27 874
27 Nov 488.00 5.9 -0.65 24.90 676 253 846
26 Nov 487.25 6.75 -4.25 26.13 781 149 593
25 Nov 476.60 11.4 1.15 28.10 700 227 455
24 Nov 481.00 10.7 0.95 28.75 276 82 228
21 Nov 484.55 10.2 5.8 30.06 291 111 146
20 Nov 504.85 4.45 1.25 27.33 69 28 36
19 Nov 513.65 3.15 -8.5 27.23 10 7 7


For Jsw Energy Limited - strike price 470 expiring on 30DEC2025

Delta for 470 PE is -0.67

Historical price for 470 PE is as follows

On 9 Dec JSWENERGY was trading at 449.80. The strike last trading price was 24.85, which was 4.1 higher than the previous day. The implied volatity was 32.81, the open interest changed by -27 which decreased total open position to 651


On 8 Dec JSWENERGY was trading at 453.85. The strike last trading price was 20.65, which was 5.5 higher than the previous day. The implied volatity was 26.17, the open interest changed by 27 which increased total open position to 675


On 5 Dec JSWENERGY was trading at 461.95. The strike last trading price was 14.8, which was -1.9 lower than the previous day. The implied volatity was 26.41, the open interest changed by -59 which decreased total open position to 652


On 4 Dec JSWENERGY was trading at 459.85. The strike last trading price was 16.55, which was 4.5 higher than the previous day. The implied volatity was 25.53, the open interest changed by -345 which decreased total open position to 711


On 3 Dec JSWENERGY was trading at 470.20. The strike last trading price was 11.4, which was 5.25 higher than the previous day. The implied volatity was 26.58, the open interest changed by -231 which decreased total open position to 1056


On 2 Dec JSWENERGY was trading at 484.15. The strike last trading price was 6.25, which was 1.6 higher than the previous day. The implied volatity was 25.10, the open interest changed by 360 which increased total open position to 1288


On 1 Dec JSWENERGY was trading at 491.80. The strike last trading price was 4.8, which was -0.85 lower than the previous day. The implied volatity was 25.38, the open interest changed by 110 which increased total open position to 984


On 28 Nov JSWENERGY was trading at 488.65. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 25.62, the open interest changed by 27 which increased total open position to 874


On 27 Nov JSWENERGY was trading at 488.00. The strike last trading price was 5.9, which was -0.65 lower than the previous day. The implied volatity was 24.90, the open interest changed by 253 which increased total open position to 846


On 26 Nov JSWENERGY was trading at 487.25. The strike last trading price was 6.75, which was -4.25 lower than the previous day. The implied volatity was 26.13, the open interest changed by 149 which increased total open position to 593


On 25 Nov JSWENERGY was trading at 476.60. The strike last trading price was 11.4, which was 1.15 higher than the previous day. The implied volatity was 28.10, the open interest changed by 227 which increased total open position to 455


On 24 Nov JSWENERGY was trading at 481.00. The strike last trading price was 10.7, which was 0.95 higher than the previous day. The implied volatity was 28.75, the open interest changed by 82 which increased total open position to 228


On 21 Nov JSWENERGY was trading at 484.55. The strike last trading price was 10.2, which was 5.8 higher than the previous day. The implied volatity was 30.06, the open interest changed by 111 which increased total open position to 146


On 20 Nov JSWENERGY was trading at 504.85. The strike last trading price was 4.45, which was 1.25 higher than the previous day. The implied volatity was 27.33, the open interest changed by 28 which increased total open position to 36


On 19 Nov JSWENERGY was trading at 513.65. The strike last trading price was 3.15, which was -8.5 lower than the previous day. The implied volatity was 27.23, the open interest changed by 7 which increased total open position to 7