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Historical option data for JSWENERGY

26 May 2026 04:10 PM IST
JSWENERGY 30-Jun-2026 (34d) 550 CE
Delta: 0.74
Vega: 0.01
Theta: -0.26
Gamma: 0.0064
Date Close Ltp Change IV Volume OI Chg OI
26 May 576.00 38 13.15 (52.92%) 28.09 905 14 479
25 May 557.05 25.35 3.6 (16.55%) 27.84 490 -15 470
22 May 551.25 21.25 -0.55 (-2.52%) 26.51 420 64 486
21 May 548.45 21.35 5.25 (32.61%) 28.57 553 94 420
20 May 537.10 15.75 -0.3 (-1.87%) 27.88 433 216 325
19 May 533.15 15.6 -0.35 (-2.19%) 30.38 87 -9 112
18 May 529.05 16.85 4.2 (33.20%) 32.7 185 14 121
15 May 515.05 12.4 0.35 (2.90%) 33.36 47 1 108
14 May 512.80 11.85 -0.25 (-2.07%) 32.97 78 31 107
13 May 509.20 12.4 -2.05 (-14.19%) 35 56 11 76
12 May 517.95 14.45 -24.55 (-62.95%) 0 129 64 65
11 May 556.65 38.75 21.9 (129.97%) 40.67 5 1 1
8 May 571.20 0 0 - 0 0 0
7 May 575.90 0 0 - 0 0 0
6 May 567.90 0 0 - 0 0 0
5 May 561.95 0 0 - 0 0 0
4 May 562.30 0 0 - 0 0 0
30 Apr 561.15 0 0 - 0 0 0
15 Apr 528.20 - - - 0 0 0
13 Apr 509.60 0 0 - 0 0 0
10 Apr 492.10 - - - 0 0 0
9 Apr 489.15 0 0 (0.00%) 3.69 0 0 0
8 Apr 502.05 0 0 (0.00%) 4.06 0 0 0


For Jsw Energy Limited - strike price 550 expiring on 30JUN2026

Delta for 550 CE is 0.74

Historical price for 550 CE is as follows

On 26 May JSWENERGY was trading at 576.00. The strike last trading price was 38, which was 13.15 higher than the previous day. The implied volatity was 28.09, the open interest changed by 14 which increased total open position to 479


On 25 May JSWENERGY was trading at 557.05. The strike last trading price was 25.35, which was 3.6 higher than the previous day. The implied volatity was 27.84, the open interest changed by -15 which decreased total open position to 470


On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 21.25, which was -0.55 lower than the previous day. The implied volatity was 26.51, the open interest changed by 64 which increased total open position to 486


On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 21.35, which was 5.25 higher than the previous day. The implied volatity was 28.57, the open interest changed by 94 which increased total open position to 420


On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 15.75, which was -0.3 lower than the previous day. The implied volatity was 27.88, the open interest changed by 216 which increased total open position to 325


On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 15.6, which was -0.35 lower than the previous day. The implied volatity was 30.38, the open interest changed by -9 which decreased total open position to 112


On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 16.85, which was 4.2 higher than the previous day. The implied volatity was 32.7, the open interest changed by 14 which increased total open position to 121


On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 12.4, which was 0.35 higher than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 108


On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 11.85, which was -0.25 lower than the previous day. The implied volatity was 32.97, the open interest changed by 31 which increased total open position to 107


On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 12.4, which was -2.05 lower than the previous day. The implied volatity was 35, the open interest changed by 11 which increased total open position to 76


On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 14.45, which was -24.55 lower than the previous day. The implied volatity was 0, the open interest changed by 64 which increased total open position to 65


On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 38.75, which was 21.9 higher than the previous day. The implied volatity was 40.67, the open interest changed by 1 which increased total open position to 1


On 8 May JSWENERGY was trading at 571.20. 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 7 May JSWENERGY was trading at 575.90. 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 6 May JSWENERGY was trading at 567.90. 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 5 May JSWENERGY was trading at 561.95. 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 4 May JSWENERGY was trading at 562.30. 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 30 Apr JSWENERGY was trading at 561.15. 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 -, which was - 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 492.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr JSWENERGY was trading at 489.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 8 Apr JSWENERGY was trading at 502.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0


JSWENERGY 30-Jun-2026 (34d) 550 PE
Delta: -0.28
Vega: 0.01
Theta: -0.2
Gamma: 0.00614
Date Close Ltp Change IV Volume OI Chg OI
26 May 576.00 10 -7 (-41.18%) 30.33 589 -4 285
25 May 557.05 16 -3 (-15.79%) 29.96 318 63 290
22 May 551.25 20 -1 (-4.76%) 30.56 185 74 226
21 May 548.45 22.05 -6.95 (-23.97%) 31.24 123 72 149
20 May 537.10 28.75 -2.25 (-7.26%) 32.26 75 39 78
19 May 533.15 30.6 -17.4 (-36.25%) 33.99 6 -2 40
18 May 529.05 48.2 48.2 (0.00%) - 0 0 42
15 May 515.05 48.2 0 (0.00%) 39.23 0 0 42
14 May 512.80 48.2 2.8 (6.17%) 39.23 6 0 47
13 May 509.20 45.4 2.25 (5.21%) 0 1 0 47
12 May 517.95 43.15 21.7 (101.17%) 36.6 47 46 46
11 May 556.65 21.45 0 (0.00%) 0 0 0 0
8 May 571.20 21.45 21.45 - 0 0 0
7 May 575.90 21.45 21.45 (-24.60%) 36.91 0 0 0
6 May 567.90 21.45 -7 (-24.60%) 36.91 1 0 1
5 May 561.95 28.45 0 (0.00%) - 0 0 1
4 May 562.30 28.45 0 (0.00%) - 0 0 1
30 Apr 561.15 28.45 0 (0.00%) 38.31 0 0 1
15 Apr 528.20 - - - 0 0 0
13 Apr 509.60 0 0 - 0 0 0
10 Apr 492.10 - - - 0 0 0
9 Apr 489.15 0 0 (0.00%) - 0 0 0
8 Apr 502.05 0 0 (0.00%) - 0 0 0


For Jsw Energy Limited - strike price 550 expiring on 30JUN2026

Delta for 550 PE is -0.28

Historical price for 550 PE is as follows

On 26 May JSWENERGY was trading at 576.00. The strike last trading price was 10, which was -7 lower than the previous day. The implied volatity was 30.33, the open interest changed by -4 which decreased total open position to 285


On 25 May JSWENERGY was trading at 557.05. The strike last trading price was 16, which was -3 lower than the previous day. The implied volatity was 29.96, the open interest changed by 63 which increased total open position to 290


On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 20, which was -1 lower than the previous day. The implied volatity was 30.56, the open interest changed by 74 which increased total open position to 226


On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 22.05, which was -6.95 lower than the previous day. The implied volatity was 31.24, the open interest changed by 72 which increased total open position to 149


On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 28.75, which was -2.25 lower than the previous day. The implied volatity was 32.26, the open interest changed by 39 which increased total open position to 78


On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 30.6, which was -17.4 lower than the previous day. The implied volatity was 33.99, the open interest changed by -2 which decreased total open position to 40


On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 48.2, which was 48.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42


On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 39.23, the open interest changed by 0 which decreased total open position to 42


On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 48.2, which was 2.8 higher than the previous day. The implied volatity was 39.23, the open interest changed by 0 which decreased total open position to 47


On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 45.4, which was 2.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 47


On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 43.15, which was 21.7 higher than the previous day. The implied volatity was 36.6, the open interest changed by 46 which increased total open position to 46


On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May JSWENERGY was trading at 571.20. The strike last trading price was 21.45, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May JSWENERGY was trading at 575.90. The strike last trading price was 21.45, which was 21.45 higher than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 0


On 6 May JSWENERGY was trading at 567.90. The strike last trading price was 21.45, which was -7 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 1


On 5 May JSWENERGY was trading at 561.95. The strike last trading price was 28.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May JSWENERGY was trading at 562.30. The strike last trading price was 28.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr JSWENERGY was trading at 561.15. The strike last trading price was 28.45, which was 0 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 1


On 15 Apr JSWENERGY was trading at 528.20. The strike last trading price was -, which was - 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 492.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr JSWENERGY was trading at 489.15. 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 8 Apr JSWENERGY was trading at 502.05. 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