Historical option data for JSWENERGY
22 May 2026 04:10 PM IST
| JSWENERGY 26-May-2026 (3d) 545 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0
Theta: -0.38
Gamma: 0.0331
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 551.25 | 7.8 | -0.2 (-2.50%) | 15.99 | 1,089 | 0 | 582 | |||||||||
| 21 May | 548.45 | 7.5 | 3.5 (87.50%) | 21.55 | 2,929 | -12 | 581 | |||||||||
| 20 May | 537.10 | 3.9 | -0.1 (-2.50%) | 24.69 | 2,492 | 20 | 594 | |||||||||
| 19 May | 533.15 | 3.95 | -1.05 (-21.00%) | 30.02 | 2,132 | 458 | 575 | |||||||||
| 18 May | 529.05 | 5 | 2 (66.67%) | 32.94 | 738 | -60 | 118 | |||||||||
| 15 May | 515.05 | 3.05 | 0.05 (1.67%) | 33.81 | 528 | 47 | 179 | |||||||||
| 14 May | 512.80 | 3.1 | -0.9 (-22.50%) | 34.2 | 108 | -19 | 131 | |||||||||
| 13 May | 509.20 | 3.7 | -1.3 (-26.00%) | 0 | 195 | -26 | 152 | |||||||||
| 12 May | 517.95 | 5.5 | -19.5 (-78.00%) | 0 | 850 | 130 | 177 | |||||||||
| 11 May | 556.65 | 25.85 | -13.15 (-33.72%) | 39.58 | 133 | 10 | 46 | |||||||||
| 8 May | 571.20 | 38.7 | 0 (0.00%) | 33.99 | 0 | 0 | 36 | |||||||||
| 7 May | 575.90 | 38.7 | 8.75 (29.22%) | 33.99 | 18 | 2 | 35 | |||||||||
| 6 May | 567.90 | 29.95 | 0 (0.00%) | - | 0 | 0 | 33 | |||||||||
| 5 May | 561.95 | 29.95 | 0 (0.00%) | 40.65 | 0 | 0 | 33 | |||||||||
| 4 May | 562.30 | 29.95 | -4.65 (-13.44%) | 40.65 | 11 | 5 | 32 | |||||||||
| 30 Apr | 561.15 | 34.6 | -0.95 (-2.67%) | 39.24 | 0 | 0 | 27 | |||||||||
| 29 Apr | 560.40 | 34.6 | -9.05 (-20.73%) | 39.24 | 4 | -1 | 26 | |||||||||
| 28 Apr | 580.90 | 43.65 | -1.75 (-3.85%) | 40.94 | 0 | 0 | 27 | |||||||||
| 27 Apr | 573.80 | 43.65 | 15.9 (57.30%) | 40.94 | 35 | 19 | 27 | |||||||||
| 24 Apr | 544.95 | 27.75 | -6.25 (-18.38%) | 40.9 | 3 | -1 | 6 | |||||||||
| 23 Apr | 561.40 | 34 | -4.8 (-12.37%) | 35.88 | 0 | 0 | 7 | |||||||||
| 22 Apr | 560.55 | 34 | 4.3 (14.48%) | 35.88 | 3 | 0 | 10 | |||||||||
| 21 Apr | 546.65 | 29.7 | 6 (25.32%) | 34.5 | 4 | 3 | 11 | |||||||||
| 20 Apr | 543.05 | 23.7 | 1.05 (4.64%) | 35.76 | 13 | 7 | 9 | |||||||||
| 17 Apr | 538.05 | 23.4 | 1.4 (6.36%) | 35.3 | 2 | 1 | 2 | |||||||||
| 16 Apr | 535.95 | 22 | 12 (120.00%) | 34.65 | 3 | 0 | 0 | |||||||||
| 15 Apr | 528.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 509.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 488.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 545 expiring on 26MAY2026
Delta for 545 CE is 0.75
Historical price for 545 CE is as follows
On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 582
On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 7.5, which was 3.5 higher than the previous day. The implied volatity was 21.55, the open interest changed by -12 which decreased total open position to 581
On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 24.69, the open interest changed by 20 which increased total open position to 594
On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by 458 which increased total open position to 575
On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 32.94, the open interest changed by -60 which decreased total open position to 118
On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 33.81, the open interest changed by 47 which increased total open position to 179
On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 3.1, which was -0.9 lower than the previous day. The implied volatity was 34.2, the open interest changed by -19 which decreased total open position to 131
On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 0, the open interest changed by -26 which decreased total open position to 152
On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 5.5, which was -19.5 lower than the previous day. The implied volatity was 0, the open interest changed by 130 which increased total open position to 177
On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 25.85, which was -13.15 lower than the previous day. The implied volatity was 39.58, the open interest changed by 10 which increased total open position to 46
On 8 May JSWENERGY was trading at 571.20. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 36
On 7 May JSWENERGY was trading at 575.90. The strike last trading price was 38.7, which was 8.75 higher than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 35
On 6 May JSWENERGY was trading at 567.90. The strike last trading price was 29.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 5 May JSWENERGY was trading at 561.95. The strike last trading price was 29.95, which was 0 lower than the previous day. The implied volatity was 40.65, the open interest changed by 0 which decreased total open position to 33
On 4 May JSWENERGY was trading at 562.30. The strike last trading price was 29.95, which was -4.65 lower than the previous day. The implied volatity was 40.65, the open interest changed by 5 which increased total open position to 32
On 30 Apr JSWENERGY was trading at 561.15. The strike last trading price was 34.6, which was -0.95 lower than the previous day. The implied volatity was 39.24, the open interest changed by 0 which decreased total open position to 27
On 29 Apr JSWENERGY was trading at 560.40. The strike last trading price was 34.6, which was -9.05 lower than the previous day. The implied volatity was 39.24, the open interest changed by -1 which decreased total open position to 26
On 28 Apr JSWENERGY was trading at 580.90. The strike last trading price was 43.65, which was -1.75 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 27
On 27 Apr JSWENERGY was trading at 573.80. The strike last trading price was 43.65, which was 15.9 higher than the previous day. The implied volatity was 40.94, the open interest changed by 19 which increased total open position to 27
On 24 Apr JSWENERGY was trading at 544.95. The strike last trading price was 27.75, which was -6.25 lower than the previous day. The implied volatity was 40.9, the open interest changed by -1 which decreased total open position to 6
On 23 Apr JSWENERGY was trading at 561.40. The strike last trading price was 34, which was -4.8 lower than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 7
On 22 Apr JSWENERGY was trading at 560.55. The strike last trading price was 34, which was 4.3 higher than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 10
On 21 Apr JSWENERGY was trading at 546.65. The strike last trading price was 29.7, which was 6 higher than the previous day. The implied volatity was 34.5, the open interest changed by 3 which increased total open position to 11
On 20 Apr JSWENERGY was trading at 543.05. The strike last trading price was 23.7, which was 1.05 higher than the previous day. The implied volatity was 35.76, the open interest changed by 7 which increased total open position to 9
On 17 Apr JSWENERGY was trading at 538.05. The strike last trading price was 23.4, which was 1.4 higher than the previous day. The implied volatity was 35.3, the open interest changed by 1 which increased total open position to 2
On 16 Apr JSWENERGY was trading at 535.95. The strike last trading price was 22, which was 12 higher than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 0
On 15 Apr JSWENERGY was trading at 528.20. 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 13 Apr JSWENERGY was trading at 509.60. 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 10 Apr JSWENERGY was trading at 488.85. 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 26-May-2026 (3d) 545 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0
Theta: -0.48
Gamma: 0.02677
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 551.25 | 2.65 | -1.85 (-41.11%) | 21.94 | 768 | 143 | 304 |
| 21 May | 548.45 | 4.8 | -7.5 (-60.98%) | 24.03 | 1,094 | 34 | 167 |
| 20 May | 537.10 | 12.7 | -3.3 (-20.63%) | 28.12 | 396 | 14 | 133 |
| 19 May | 533.15 | 16.55 | -2.15 (-11.50%) | 25.6 | 344 | 44 | 120 |
| 18 May | 529.05 | 18.1 | -12.5 (-40.85%) | 28.51 | 96 | -7 | 75 |
| 15 May | 515.05 | 30 | -3.3 (-9.91%) | 35.63 | 45 | -5 | 84 |
| 14 May | 512.80 | 33.05 | 3.6 (12.22%) | 28.6 | 6 | 2 | 88 |
| 13 May | 509.20 | 29.45 | -3.2 (-9.80%) | 0 | 11 | -2 | 87 |
| 12 May | 517.95 | 32.65 | 17.45 (114.80%) | 44.34 | 140 | -26 | 90 |
| 11 May | 556.65 | 15.95 | 6.65 (71.51%) | 49.66 | 455 | 24 | 114 |
| 8 May | 571.20 | 9.25 | 1.5 (19.35%) | 40.96 | 40 | 13 | 90 |
| 7 May | 575.90 | 7.75 | -2.6 (-25.12%) | 39.58 | 112 | 16 | 77 |
| 6 May | 567.90 | 10.3 | -1.85 (-15.23%) | 38.78 | 92 | 10 | 62 |
| 5 May | 561.95 | 12.15 | -2.45 (-16.78%) | 37.85 | 1 | 0 | 53 |
| 4 May | 562.30 | 14.6 | 0.15 (1.04%) | 39.11 | 2 | -5 | 54 |
| 30 Apr | 561.15 | 14.4 | -2.65 (-15.54%) | 37.4 | 84 | -4 | 55 |
| 29 Apr | 560.40 | 16.85 | 6.15 (57.48%) | 39.46 | 91 | 10 | 56 |
| 28 Apr | 580.90 | 10.45 | -3.35 (-24.28%) | 39.78 | 41 | 16 | 46 |
| 27 Apr | 573.80 | 13.85 | -63.55 (-82.11%) | 42.5 | 56 | 28 | 28 |
| 24 Apr | 544.95 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 561.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 560.55 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 546.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 543.05 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 538.05 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 535.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 528.20 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 509.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 488.85 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 545 expiring on 26MAY2026
Delta for 545 PE is -0.31
Historical price for 545 PE is as follows
On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 2.65, which was -1.85 lower than the previous day. The implied volatity was 21.94, the open interest changed by 143 which increased total open position to 304
On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 4.8, which was -7.5 lower than the previous day. The implied volatity was 24.03, the open interest changed by 34 which increased total open position to 167
On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 12.7, which was -3.3 lower than the previous day. The implied volatity was 28.12, the open interest changed by 14 which increased total open position to 133
On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 16.55, which was -2.15 lower than the previous day. The implied volatity was 25.6, the open interest changed by 44 which increased total open position to 120
On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 18.1, which was -12.5 lower than the previous day. The implied volatity was 28.51, the open interest changed by -7 which decreased total open position to 75
On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 30, which was -3.3 lower than the previous day. The implied volatity was 35.63, the open interest changed by -5 which decreased total open position to 84
On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 33.05, which was 3.6 higher than the previous day. The implied volatity was 28.6, the open interest changed by 2 which increased total open position to 88
On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 29.45, which was -3.2 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 87
On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 32.65, which was 17.45 higher than the previous day. The implied volatity was 44.34, the open interest changed by -26 which decreased total open position to 90
On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 15.95, which was 6.65 higher than the previous day. The implied volatity was 49.66, the open interest changed by 24 which increased total open position to 114
On 8 May JSWENERGY was trading at 571.20. The strike last trading price was 9.25, which was 1.5 higher than the previous day. The implied volatity was 40.96, the open interest changed by 13 which increased total open position to 90
On 7 May JSWENERGY was trading at 575.90. The strike last trading price was 7.75, which was -2.6 lower than the previous day. The implied volatity was 39.58, the open interest changed by 16 which increased total open position to 77
On 6 May JSWENERGY was trading at 567.90. The strike last trading price was 10.3, which was -1.85 lower than the previous day. The implied volatity was 38.78, the open interest changed by 10 which increased total open position to 62
On 5 May JSWENERGY was trading at 561.95. The strike last trading price was 12.15, which was -2.45 lower than the previous day. The implied volatity was 37.85, the open interest changed by 0 which decreased total open position to 53
On 4 May JSWENERGY was trading at 562.30. The strike last trading price was 14.6, which was 0.15 higher than the previous day. The implied volatity was 39.11, the open interest changed by -5 which decreased total open position to 54
On 30 Apr JSWENERGY was trading at 561.15. The strike last trading price was 14.4, which was -2.65 lower than the previous day. The implied volatity was 37.4, the open interest changed by -4 which decreased total open position to 55
On 29 Apr JSWENERGY was trading at 560.40. The strike last trading price was 16.85, which was 6.15 higher than the previous day. The implied volatity was 39.46, the open interest changed by 10 which increased total open position to 56
On 28 Apr JSWENERGY was trading at 580.90. The strike last trading price was 10.45, which was -3.35 lower than the previous day. The implied volatity was 39.78, the open interest changed by 16 which increased total open position to 46
On 27 Apr JSWENERGY was trading at 573.80. The strike last trading price was 13.85, which was -63.55 lower than the previous day. The implied volatity was 42.5, the open interest changed by 28 which increased total open position to 28
On 24 Apr JSWENERGY was trading at 544.95. 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 23 Apr JSWENERGY was trading at 561.40. 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 22 Apr JSWENERGY was trading at 560.55. 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 Apr JSWENERGY was trading at 546.65. 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 20 Apr JSWENERGY was trading at 543.05. 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 Apr JSWENERGY was trading at 538.05. 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 16 Apr JSWENERGY was trading at 535.95. 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 15 Apr JSWENERGY was trading at 528.20. 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 13 Apr JSWENERGY was trading at 509.60. 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 10 Apr JSWENERGY was trading at 488.85. 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
