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

483.6 -20.20 (-4.01%)

Back to Option Chain


Historical option data for JSWENERGY

25 Apr 2025 02:38 PM IST
JSWENERGY 29MAY2025 480 CE
Delta: 0.58
Vega: 0.58
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 483.80 28.5 -13.1 41.40 172 64 77
24 Apr 503.80 42.7 -3.25 44.06 21 4 13
23 Apr 508.85 45.95 -1.9 41.17 6 2 8
22 Apr 509.20 47.5 -6 43.81 6 4 5
21 Apr 521.35 53.5 0 0.00 0 0 0
17 Apr 507.90 53.5 0 0.00 0 0 0
16 Apr 509.70 53.5 0 0.00 0 0 0
15 Apr 512.60 53.5 8.5 42.35 1 1 1
11 Apr 493.95 45 0.15 48.60 1 0 0
9 Apr 482.30 44.85 0 - 0 0 0
25 Mar 555.35 0 0 - 0 0 0
24 Mar 575.25 0 0 - 0 0 0
21 Mar 559.70 0 0 - 0 0 0
20 Mar 562.90 0 0 - 0 0 0
19 Mar 570.75 0 0 - 0 0 0
18 Mar 548.35 0 0 - 0 0 0
17 Mar 527.90 0 0 - 0 0 0
13 Mar 514.10 0 0 - 0 0 0
12 Mar 515.20 0 0 - 0 0 0
6 Mar 499.60 0 0 - 0 0 0
4 Mar 481.25 0 0 - 0 0 0
3 Mar 473.85 0 0 - 0 0 0


For Jsw Energy Limited - strike price 480 expiring on 29MAY2025

Delta for 480 CE is 0.58

Historical price for 480 CE is as follows

On 25 Apr JSWENERGY was trading at 483.80. The strike last trading price was 28.5, which was -13.1 lower than the previous day. The implied volatity was 41.40, the open interest changed by 64 which increased total open position to 77


On 24 Apr JSWENERGY was trading at 503.80. The strike last trading price was 42.7, which was -3.25 lower than the previous day. The implied volatity was 44.06, the open interest changed by 4 which increased total open position to 13


On 23 Apr JSWENERGY was trading at 508.85. The strike last trading price was 45.95, which was -1.9 lower than the previous day. The implied volatity was 41.17, the open interest changed by 2 which increased total open position to 8


On 22 Apr JSWENERGY was trading at 509.20. The strike last trading price was 47.5, which was -6 lower than the previous day. The implied volatity was 43.81, the open interest changed by 4 which increased total open position to 5


On 21 Apr JSWENERGY was trading at 521.35. The strike last trading price was 53.5, 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 17 Apr JSWENERGY was trading at 507.90. The strike last trading price was 53.5, 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 16 Apr JSWENERGY was trading at 509.70. The strike last trading price was 53.5, 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 15 Apr JSWENERGY was trading at 512.60. The strike last trading price was 53.5, which was 8.5 higher than the previous day. The implied volatity was 42.35, the open interest changed by 1 which increased total open position to 1


On 11 Apr JSWENERGY was trading at 493.95. The strike last trading price was 45, which was 0.15 higher than the previous day. The implied volatity was 48.60, the open interest changed by 0 which decreased total open position to 0


On 9 Apr JSWENERGY was trading at 482.30. The strike last trading price was 44.85, 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 Mar JSWENERGY was trading at 555.35. 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 24 Mar JSWENERGY was trading at 575.25. 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 21 Mar JSWENERGY was trading at 559.70. 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 20 Mar JSWENERGY was trading at 562.90. 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 19 Mar JSWENERGY was trading at 570.75. 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 18 Mar JSWENERGY was trading at 548.35. 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 17 Mar JSWENERGY was trading at 527.90. 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 13 Mar JSWENERGY was trading at 514.10. 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 12 Mar JSWENERGY was trading at 515.20. 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 6 Mar JSWENERGY was trading at 499.60. 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 Mar JSWENERGY was trading at 481.25. 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 Mar JSWENERGY was trading at 473.85. 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 29MAY2025 480 PE
Delta: -0.42
Vega: 0.58
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 483.80 23.3 8.75 46.60 602 139 329
24 Apr 503.80 14.9 0.5 43.84 205 78 187
23 Apr 508.85 14.4 -1.25 45.81 141 6 108
22 Apr 509.20 15.75 3.45 47.47 70 -2 102
21 Apr 521.35 12.35 -3.65 47.31 53 34 104
17 Apr 507.90 16 0 45.09 25 13 67
16 Apr 509.70 16 0 45.22 79 5 54
15 Apr 512.60 16 -8.45 47.15 27 0 48
11 Apr 493.95 24.45 -2.75 48.04 37 3 48
9 Apr 482.30 27.4 -30.15 44.95 61 45 45
25 Mar 555.35 0 0 10.69 0 0 0
24 Mar 575.25 0 0 11.87 0 0 0
21 Mar 559.70 0 0 10.84 0 0 0
20 Mar 562.90 0 0 11.10 0 0 0
19 Mar 570.75 0 0 11.84 0 0 0
18 Mar 548.35 0 0 9.20 0 0 0
17 Mar 527.90 0 0 6.80 0 0 0
13 Mar 514.10 0 0 5.46 0 0 0
12 Mar 515.20 0 0 5.33 0 0 0
6 Mar 499.60 0 0 3.79 0 0 0
4 Mar 481.25 0 0 1.53 0 0 0
3 Mar 473.85 0 0 0.52 0 0 0


For Jsw Energy Limited - strike price 480 expiring on 29MAY2025

Delta for 480 PE is -0.42

Historical price for 480 PE is as follows

On 25 Apr JSWENERGY was trading at 483.80. The strike last trading price was 23.3, which was 8.75 higher than the previous day. The implied volatity was 46.60, the open interest changed by 139 which increased total open position to 329


On 24 Apr JSWENERGY was trading at 503.80. The strike last trading price was 14.9, which was 0.5 higher than the previous day. The implied volatity was 43.84, the open interest changed by 78 which increased total open position to 187


On 23 Apr JSWENERGY was trading at 508.85. The strike last trading price was 14.4, which was -1.25 lower than the previous day. The implied volatity was 45.81, the open interest changed by 6 which increased total open position to 108


On 22 Apr JSWENERGY was trading at 509.20. The strike last trading price was 15.75, which was 3.45 higher than the previous day. The implied volatity was 47.47, the open interest changed by -2 which decreased total open position to 102


On 21 Apr JSWENERGY was trading at 521.35. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 47.31, the open interest changed by 34 which increased total open position to 104


On 17 Apr JSWENERGY was trading at 507.90. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 45.09, the open interest changed by 13 which increased total open position to 67


On 16 Apr JSWENERGY was trading at 509.70. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 45.22, the open interest changed by 5 which increased total open position to 54


On 15 Apr JSWENERGY was trading at 512.60. The strike last trading price was 16, which was -8.45 lower than the previous day. The implied volatity was 47.15, the open interest changed by 0 which decreased total open position to 48


On 11 Apr JSWENERGY was trading at 493.95. The strike last trading price was 24.45, which was -2.75 lower than the previous day. The implied volatity was 48.04, the open interest changed by 3 which increased total open position to 48


On 9 Apr JSWENERGY was trading at 482.30. The strike last trading price was 27.4, which was -30.15 lower than the previous day. The implied volatity was 44.95, the open interest changed by 45 which increased total open position to 45


On 25 Mar JSWENERGY was trading at 555.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.69, 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 0, which was 0 lower than the previous day. The implied volatity was 11.87, 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 0, which was 0 lower than the previous day. The implied volatity was 10.84, 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 0, which was 0 lower than the previous day. The implied volatity was 11.10, 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 0, which was 0 lower than the previous day. The implied volatity was 11.84, 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 0, which was 0 lower than the previous day. The implied volatity was 9.20, 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 0, which was 0 lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0


On 13 Mar JSWENERGY was trading at 514.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.46, 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 0, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0


On 6 Mar JSWENERGY was trading at 499.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.79, 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 0, which was 0 lower than the previous day. The implied volatity was 1.53, 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 0, 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