JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
09 Dec 2025 10:17 AM IST
| JSWENERGY 30-DEC-2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.38
Theta: -0.29
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.67
Vega: 0.39
Theta: -0.21
Gamma: 0.01
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| 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































































































































































































































