JSWENERGY

Jsw Energy Limited

490.25 -9.45 (-1.89%)

L: 487.4 H: 502.3

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Historical option data for JSWENERGY
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

JSWENERGY 27-JAN-2026 505 CE
Delta: 0.36 Vega: 0.41 Theta: -0.37 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Jan	490.25	7.2 ₹ 7,200	-5 -5000.00	28.37	58 58,000	1 1,000	236 2,36,000
8 Jan	499.70	11.8 ₹ 11,800	-6.65 -6650.00	31.51	218 2,18,000	71 71,000	236 2,36,000
7 Jan	512.60	18.45 ₹ 18,450	-1.75 -1750.00	27.16	13 13,000	-2 -2,000	166 1,66,000
6 Jan	514.85	20.15 ₹ 20,150	-1.55 -1550.00	27.86	35 35,000	-12 -12,000	169 1,69,000
5 Jan	516.90	21.4 ₹ 21,400	3.05 3050.00	26.88	237 2,37,000	-122 -1,22,000	181 1,81,000
2 Jan	510.65	18.4 ₹ 18,400	3.85 3850.00	26.01	1,465 14,65,000	61 61,000	302 3,02,000
1 Jan	502.00	14.55 ₹ 14,550	4.7 4700.00	26.98	875 8,75,000	239 2,39,000	239 2,39,000
31 Dec	482.45	9.85 ₹ 9,850	0 0.00	4.16	0 0	0 0	0 0

For Jsw Energy Limited - strike price 505 expiring on 27JAN2026

Delta for 505 CE is 0.36

Historical price for 505 CE is as follows

On 9 Jan JSWENERGY was trading at 490.25. The strike last trading price was 7.2, which was -5 lower than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 236

On 8 Jan JSWENERGY was trading at 499.70. The strike last trading price was 11.8, which was -6.65 lower than the previous day. The implied volatity was 31.51, the open interest changed by 71 which increased total open position to 236

On 7 Jan JSWENERGY was trading at 512.60. The strike last trading price was 18.45, which was -1.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by -2 which decreased total open position to 166

On 6 Jan JSWENERGY was trading at 514.85. The strike last trading price was 20.15, which was -1.55 lower than the previous day. The implied volatity was 27.86, the open interest changed by -12 which decreased total open position to 169

On 5 Jan JSWENERGY was trading at 516.90. The strike last trading price was 21.4, which was 3.05 higher than the previous day. The implied volatity was 26.88, the open interest changed by -122 which decreased total open position to 181

On 2 Jan JSWENERGY was trading at 510.65. The strike last trading price was 18.4, which was 3.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by 61 which increased total open position to 302

On 1 Jan JSWENERGY was trading at 502.00. The strike last trading price was 14.55, which was 4.7 higher than the previous day. The implied volatity was 26.98, the open interest changed by 239 which increased total open position to 239

On 31 Dec JSWENERGY was trading at 482.45. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0

JSWENERGY 27JAN2026 505 PE
Delta: -0.65 Vega: 0.40 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	490.25	19 ₹ 19,000	3.6 3600.00	26.60	6 6,000	0 0	275 2,75,000
8 Jan	499.70	16 ₹ 16,000	6.35 6350.00	28.89	148 1,48,000	-29 -29,000	275 2,75,000
7 Jan	512.60	9.75 ₹ 9,750	1.2 1200.00	29.94	132 1,32,000	45 45,000	304 3,04,000
6 Jan	514.85	8.5 ₹ 8,500	0.1 100.00	27.85	238 2,38,000	116 1,16,000	259 2,59,000
5 Jan	516.90	8.4 ₹ 8,400	-2.45 -2450.00	28.59	128 1,28,000	10 10,000	142 1,42,000
2 Jan	510.65	11 ₹ 11,000	-3.45 -3450.00	28.15	406 4,06,000	87 87,000	131 1,31,000
1 Jan	502.00	14.25 ₹ 14,250	-28.55 -28550.00	26.95	56 56,000	39 39,000	39 39,000
31 Dec	482.45	42.8 ₹ 42,800	0 0.00	-	0 0	0 0	0 0

For Jsw Energy Limited - strike price 505 expiring on 27JAN2026

Delta for 505 PE is -0.65

Historical price for 505 PE is as follows

On 9 Jan JSWENERGY was trading at 490.25. The strike last trading price was 19, which was 3.6 higher than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 275

On 8 Jan JSWENERGY was trading at 499.70. The strike last trading price was 16, which was 6.35 higher than the previous day. The implied volatity was 28.89, the open interest changed by -29 which decreased total open position to 275

On 7 Jan JSWENERGY was trading at 512.60. The strike last trading price was 9.75, which was 1.2 higher than the previous day. The implied volatity was 29.94, the open interest changed by 45 which increased total open position to 304

On 6 Jan JSWENERGY was trading at 514.85. The strike last trading price was 8.5, which was 0.1 higher than the previous day. The implied volatity was 27.85, the open interest changed by 116 which increased total open position to 259

On 5 Jan JSWENERGY was trading at 516.90. The strike last trading price was 8.4, which was -2.45 lower than the previous day. The implied volatity was 28.59, the open interest changed by 10 which increased total open position to 142

On 2 Jan JSWENERGY was trading at 510.65. The strike last trading price was 11, which was -3.45 lower than the previous day. The implied volatity was 28.15, the open interest changed by 87 which increased total open position to 131

On 1 Jan JSWENERGY was trading at 502.00. The strike last trading price was 14.25, which was -28.55 lower than the previous day. The implied volatity was 26.95, the open interest changed by 39 which increased total open position to 39

On 31 Dec JSWENERGY was trading at 482.45. The strike last trading price was 42.8, 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

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