`
[--[65.84.65.76]--]
JSWENERGY
Jsw Energy Limited

493.95 11.65 (2.42%)

Back to Option Chain


Historical option data for JSWENERGY

11 Apr 2025 04:13 PM IST
JSWENERGY 24APR2025 480 CE
Delta: 0.67
Vega: 0.34
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 493.95 25 5.2 43.74 253 4 218
9 Apr 482.30 20.15 -5.55 45.99 340 67 206
8 Apr 490.90 25.7 -2.2 45.69 156 25 138
7 Apr 488.40 29.35 -7.5 52.82 701 71 113
4 Apr 506.40 37.45 -17.45 39.96 31 7 39
3 Apr 527.15 55.05 1.6 45.16 13 2 27
2 Apr 526.25 53.45 0.9 40.11 13 7 25
1 Apr 522.50 53.15 -10.45 45.15 21 16 16
28 Mar 537.90 63.6 0 0.00 0 0 0
27 Mar 548.35 63.6 0 0.00 0 0 0
26 Mar 553.05 63.6 0 0.00 0 0 0
25 Mar 555.35 63.6 0 0.00 0 0 0
24 Mar 575.25 63.6 0 0.00 0 0 0
21 Mar 559.70 63.6 0 0.00 0 0 0
20 Mar 562.90 63.6 0 0.00 0 0 0
19 Mar 570.75 63.6 0 0.00 0 0 0
18 Mar 548.35 63.6 0 0.00 0 0 0
17 Mar 527.90 63.6 5.15 46.41 2 0 2
13 Mar 514.10 58.45 4.15 52.61 2 0 0
12 Mar 515.20 54.3 0 - 0 0 0
11 Mar 513.75 54.3 0 - 0 0 0
10 Mar 505.35 54.3 0 - 0 0 0
5 Mar 509.10 54.3 0 - 0 0 0
4 Mar 481.25 54.3 0 - 0 0 0
3 Mar 473.85 54.3 0 - 0 0 0
28 Feb 464.10 54.3 0 1.72 0 0 0
27 Feb 458.80 54.3 0 2.35 0 0 0
26 Feb 467.00 54.3 0 0.99 0 0 0
25 Feb 467.25 54.3 0 0.99 0 0 0
24 Feb 479.70 54.3 0 - 0 0 0
21 Feb 496.60 54.3 0 - 0 0 0
20 Feb 468.55 54.3 0 0.31 0 0 0
19 Feb 454.85 54.3 0 2.72 0 0 0
18 Feb 440.40 54.3 0 4.54 0 0 0
17 Feb 431.50 54.3 0 6.78 0 0 0
14 Feb 437.10 54.3 0 4.88 0 0 0
13 Feb 467.65 54.3 0 0.52 0 0 0
12 Feb 467.60 54.3 0 0.66 0 0 0
11 Feb 466.90 54.3 0 0.37 0 0 0
10 Feb 476.90 0 0 - 0 0 0
7 Feb 484.65 0 0 - 0 0 0
6 Feb 494.20 0 0 - 0 0 0
5 Feb 493.80 0 0 - 0 0 0
4 Feb 469.70 0 0 0.16 0 0 0
3 Feb 445.65 0 0 3.34 0 0 0
1 Feb 472.00 0 0 - 0 0 0


For Jsw Energy Limited - strike price 480 expiring on 24APR2025

Delta for 480 CE is 0.67

Historical price for 480 CE is as follows

On 11 Apr JSWENERGY was trading at 493.95. The strike last trading price was 25, which was 5.2 higher than the previous day. The implied volatity was 43.74, the open interest changed by 4 which increased total open position to 218


On 9 Apr JSWENERGY was trading at 482.30. The strike last trading price was 20.15, which was -5.55 lower than the previous day. The implied volatity was 45.99, the open interest changed by 67 which increased total open position to 206


On 8 Apr JSWENERGY was trading at 490.90. The strike last trading price was 25.7, which was -2.2 lower than the previous day. The implied volatity was 45.69, the open interest changed by 25 which increased total open position to 138


On 7 Apr JSWENERGY was trading at 488.40. The strike last trading price was 29.35, which was -7.5 lower than the previous day. The implied volatity was 52.82, the open interest changed by 71 which increased total open position to 113


On 4 Apr JSWENERGY was trading at 506.40. The strike last trading price was 37.45, which was -17.45 lower than the previous day. The implied volatity was 39.96, the open interest changed by 7 which increased total open position to 39


On 3 Apr JSWENERGY was trading at 527.15. The strike last trading price was 55.05, which was 1.6 higher than the previous day. The implied volatity was 45.16, the open interest changed by 2 which increased total open position to 27


On 2 Apr JSWENERGY was trading at 526.25. The strike last trading price was 53.45, which was 0.9 higher than the previous day. The implied volatity was 40.11, the open interest changed by 7 which increased total open position to 25


On 1 Apr JSWENERGY was trading at 522.50. The strike last trading price was 53.15, which was -10.45 lower than the previous day. The implied volatity was 45.15, the open interest changed by 16 which increased total open position to 16


On 28 Mar JSWENERGY was trading at 537.90. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 27 Mar JSWENERGY was trading at 548.35. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar JSWENERGY was trading at 553.05. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar JSWENERGY was trading at 555.35. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Mar JSWENERGY was trading at 575.25. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Mar JSWENERGY was trading at 559.70. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar JSWENERGY was trading at 562.90. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Mar JSWENERGY was trading at 570.75. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Mar JSWENERGY was trading at 548.35. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Mar JSWENERGY was trading at 527.90. The strike last trading price was 63.6, which was 5.15 higher than the previous day. The implied volatity was 46.41, the open interest changed by 0 which decreased total open position to 2


On 13 Mar JSWENERGY was trading at 514.10. The strike last trading price was 58.45, which was 4.15 higher than the previous day. The implied volatity was 52.61, the open interest changed by 0 which decreased total open position to 0


On 12 Mar JSWENERGY was trading at 515.20. The strike last trading price was 54.3, 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 11 Mar JSWENERGY was trading at 513.75. The strike last trading price was 54.3, 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 10 Mar JSWENERGY was trading at 505.35. The strike last trading price was 54.3, 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 5 Mar JSWENERGY was trading at 509.10. The strike last trading price was 54.3, 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 4 Mar JSWENERGY was trading at 481.25. The strike last trading price was 54.3, 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 3 Mar JSWENERGY was trading at 473.85. The strike last trading price was 54.3, 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 28 Feb JSWENERGY was trading at 464.10. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 27 Feb JSWENERGY was trading at 458.80. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 26 Feb JSWENERGY was trading at 467.00. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 25 Feb JSWENERGY was trading at 467.25. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 24 Feb JSWENERGY was trading at 479.70. The strike last trading price was 54.3, 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 Feb JSWENERGY was trading at 496.60. The strike last trading price was 54.3, 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 Feb JSWENERGY was trading at 468.55. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 19 Feb JSWENERGY was trading at 454.85. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0


On 18 Feb JSWENERGY was trading at 440.40. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0


On 17 Feb JSWENERGY was trading at 431.50. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0


On 14 Feb JSWENERGY was trading at 437.10. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 13 Feb JSWENERGY was trading at 467.65. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0


On 12 Feb JSWENERGY was trading at 467.60. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 11 Feb JSWENERGY was trading at 466.90. The strike last trading price was 54.3, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 10 Feb JSWENERGY was trading at 476.90. The strike last trading price was 0, 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 7 Feb JSWENERGY was trading at 484.65. The strike last trading price was 0, 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 6 Feb JSWENERGY was trading at 494.20. The strike last trading price was 0, 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 5 Feb JSWENERGY was trading at 493.80. The strike last trading price was 0, 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 4 Feb JSWENERGY was trading at 469.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 3 Feb JSWENERGY was trading at 445.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 1 Feb JSWENERGY was trading at 472.00. The strike last trading price was 0, 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 24APR2025 480 PE
Delta: -0.34
Vega: 0.34
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 493.95 9.9 -6 45.23 630 125 404
9 Apr 482.30 16.55 3.15 48.11 386 -18 280
8 Apr 490.90 13.25 -4.45 47.10 444 -21 293
7 Apr 488.40 16.3 7.6 53.63 1,403 8 317
4 Apr 506.40 8.05 3.5 42.69 491 58 309
3 Apr 527.15 4.65 -0.35 43.06 305 -84 252
2 Apr 526.25 5 -1.6 42.99 294 55 336
1 Apr 522.50 6.5 1.4 45.05 489 192 281
28 Mar 537.90 5.15 0.75 44.26 66 -10 89
27 Mar 548.35 4.55 0.45 45.47 74 23 94
26 Mar 553.05 4 0 44.91 72 31 71
25 Mar 555.35 4 0 0.00 0 -1 0
24 Mar 575.25 4 0.25 52.12 5 -1 40
21 Mar 559.70 3.75 0 0.00 0 0 0
20 Mar 562.90 3.75 0 0.00 0 6 0
19 Mar 570.75 3.75 -2.2 45.36 29 7 42
18 Mar 548.35 5.8 -4.95 44.86 21 10 41
17 Mar 527.90 10.75 -5.05 46.75 14 8 30
13 Mar 514.10 15.75 0.25 47.19 24 10 20
12 Mar 515.20 15.5 -1.5 48.36 16 4 10
11 Mar 513.75 17 -0.05 49.58 7 0 5
10 Mar 505.35 17.05 -3.95 43.95 7 5 5
5 Mar 509.10 42.5 0 5.76 0 0 0
4 Mar 481.25 42.5 0 1.40 0 0 0
3 Mar 473.85 42.5 0 0.24 0 0 0
28 Feb 464.10 42.5 0 - 0 0 0
27 Feb 458.80 42.5 0 - 0 0 0
26 Feb 467.00 42.5 0 - 0 0 0
25 Feb 467.25 42.5 0 - 0 0 0
24 Feb 479.70 42.5 0 1.26 0 0 0
21 Feb 496.60 42.5 0 3.66 0 0 0
20 Feb 468.55 42.5 0 - 0 0 0
19 Feb 454.85 42.5 0 - 0 0 0
18 Feb 440.40 42.5 0 - 0 0 0
17 Feb 431.50 42.5 0 - 0 0 0
14 Feb 437.10 42.5 0 - 0 0 0
13 Feb 467.65 42.5 0 - 0 0 0
12 Feb 467.60 42.5 0 - 0 0 0
11 Feb 466.90 42.5 0 - 0 0 0
10 Feb 476.90 42.5 0 0.00 0 0 0
7 Feb 484.65 42.5 0 2.17 0 0 0
6 Feb 494.20 0 0 3.47 0 0 0
5 Feb 493.80 0 0 3.34 0 0 0
4 Feb 469.70 0 0 - 0 0 0
3 Feb 445.65 0 0 - 0 0 0
1 Feb 472.00 0 0 0.66 0 0 0


For Jsw Energy Limited - strike price 480 expiring on 24APR2025

Delta for 480 PE is -0.34

Historical price for 480 PE is as follows

On 11 Apr JSWENERGY was trading at 493.95. The strike last trading price was 9.9, which was -6 lower than the previous day. The implied volatity was 45.23, the open interest changed by 125 which increased total open position to 404


On 9 Apr JSWENERGY was trading at 482.30. The strike last trading price was 16.55, which was 3.15 higher than the previous day. The implied volatity was 48.11, the open interest changed by -18 which decreased total open position to 280


On 8 Apr JSWENERGY was trading at 490.90. The strike last trading price was 13.25, which was -4.45 lower than the previous day. The implied volatity was 47.10, the open interest changed by -21 which decreased total open position to 293


On 7 Apr JSWENERGY was trading at 488.40. The strike last trading price was 16.3, which was 7.6 higher than the previous day. The implied volatity was 53.63, the open interest changed by 8 which increased total open position to 317


On 4 Apr JSWENERGY was trading at 506.40. The strike last trading price was 8.05, which was 3.5 higher than the previous day. The implied volatity was 42.69, the open interest changed by 58 which increased total open position to 309


On 3 Apr JSWENERGY was trading at 527.15. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 43.06, the open interest changed by -84 which decreased total open position to 252


On 2 Apr JSWENERGY was trading at 526.25. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 42.99, the open interest changed by 55 which increased total open position to 336


On 1 Apr JSWENERGY was trading at 522.50. The strike last trading price was 6.5, which was 1.4 higher than the previous day. The implied volatity was 45.05, the open interest changed by 192 which increased total open position to 281


On 28 Mar JSWENERGY was trading at 537.90. The strike last trading price was 5.15, which was 0.75 higher than the previous day. The implied volatity was 44.26, the open interest changed by -10 which decreased total open position to 89


On 27 Mar JSWENERGY was trading at 548.35. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 45.47, the open interest changed by 23 which increased total open position to 94


On 26 Mar JSWENERGY was trading at 553.05. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 44.91, the open interest changed by 31 which increased total open position to 71


On 25 Mar JSWENERGY was trading at 555.35. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 24 Mar JSWENERGY was trading at 575.25. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 52.12, the open interest changed by -1 which decreased total open position to 40


On 21 Mar JSWENERGY was trading at 559.70. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar JSWENERGY was trading at 562.90. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 19 Mar JSWENERGY was trading at 570.75. The strike last trading price was 3.75, which was -2.2 lower than the previous day. The implied volatity was 45.36, the open interest changed by 7 which increased total open position to 42


On 18 Mar JSWENERGY was trading at 548.35. The strike last trading price was 5.8, which was -4.95 lower than the previous day. The implied volatity was 44.86, the open interest changed by 10 which increased total open position to 41


On 17 Mar JSWENERGY was trading at 527.90. The strike last trading price was 10.75, which was -5.05 lower than the previous day. The implied volatity was 46.75, the open interest changed by 8 which increased total open position to 30


On 13 Mar JSWENERGY was trading at 514.10. The strike last trading price was 15.75, which was 0.25 higher than the previous day. The implied volatity was 47.19, the open interest changed by 10 which increased total open position to 20


On 12 Mar JSWENERGY was trading at 515.20. The strike last trading price was 15.5, which was -1.5 lower than the previous day. The implied volatity was 48.36, the open interest changed by 4 which increased total open position to 10


On 11 Mar JSWENERGY was trading at 513.75. The strike last trading price was 17, which was -0.05 lower than the previous day. The implied volatity was 49.58, the open interest changed by 0 which decreased total open position to 5


On 10 Mar JSWENERGY was trading at 505.35. The strike last trading price was 17.05, which was -3.95 lower than the previous day. The implied volatity was 43.95, the open interest changed by 5 which increased total open position to 5


On 5 Mar JSWENERGY was trading at 509.10. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0


On 4 Mar JSWENERGY was trading at 481.25. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0


On 3 Mar JSWENERGY was trading at 473.85. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 28 Feb JSWENERGY was trading at 464.10. The strike last trading price was 42.5, 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 27 Feb JSWENERGY was trading at 458.80. The strike last trading price was 42.5, 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 Feb JSWENERGY was trading at 467.00. The strike last trading price was 42.5, 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 Feb JSWENERGY was trading at 467.25. The strike last trading price was 42.5, 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 Feb JSWENERGY was trading at 479.70. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 21 Feb JSWENERGY was trading at 496.60. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0


On 20 Feb JSWENERGY was trading at 468.55. The strike last trading price was 42.5, 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 Feb JSWENERGY was trading at 454.85. The strike last trading price was 42.5, 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 18 Feb JSWENERGY was trading at 440.40. The strike last trading price was 42.5, 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 17 Feb JSWENERGY was trading at 431.50. The strike last trading price was 42.5, 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 14 Feb JSWENERGY was trading at 437.10. The strike last trading price was 42.5, 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 13 Feb JSWENERGY was trading at 467.65. The strike last trading price was 42.5, 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 12 Feb JSWENERGY was trading at 467.60. The strike last trading price was 42.5, 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 11 Feb JSWENERGY was trading at 466.90. The strike last trading price was 42.5, 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 10 Feb JSWENERGY was trading at 476.90. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Feb JSWENERGY was trading at 484.65. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 6 Feb JSWENERGY was trading at 494.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 5 Feb JSWENERGY was trading at 493.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 4 Feb JSWENERGY was trading at 469.70. The strike last trading price was 0, 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 3 Feb JSWENERGY was trading at 445.65. The strike last trading price was 0, 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 1 Feb JSWENERGY was trading at 472.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0