Historical option data for JSWENERGY
27 May 2026 04:10 PM IST
| JSWENERGY 30-Jun-2026 (33d) 570 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.01
Theta: -0.26
Gamma: 0.00562
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 602.05 | 44 | 18.45 (72.21%) | 29.03 | 482 | -22 | 290 | |||||||||
| 26 May | 576.00 | 26.3 | 11.45 (77.10%) | 28.68 | 2,411 | 119 | 311 | |||||||||
| 25 May | 557.05 | 15.8 | 2.65 (20.15%) | 28.16 | 190 | 91 | 192 | |||||||||
| 22 May | 551.25 | 12.4 | -1.3 (-9.49%) | 26.26 | 87 | 7 | 100 | |||||||||
| 21 May | 548.45 | 12.95 | 3.35 (34.90%) | 28.55 | 149 | 26 | 91 | |||||||||
| 20 May | 537.10 | 9.6 | -0.1 (-1.03%) | 28.88 | 15 | 3 | 64 | |||||||||
| 19 May | 533.15 | 9.5 | -0.6 (-5.94%) | 31.05 | 57 | 19 | 60 | |||||||||
| 18 May | 529.05 | 10.25 | 2.25 (28.13%) | 32.03 | 12 | 1 | 40 | |||||||||
| 15 May | 515.05 | 7.5 | -0.35 (-4.46%) | 32.85 | 53 | 12 | 38 | |||||||||
| 14 May | 512.80 | 7.85 | 0.25 (3.29%) | 34.19 | 22 | 9 | 26 | |||||||||
| 13 May | 509.20 | 7.6 | -5.7 (-42.86%) | 0 | 15 | 6 | 16 | |||||||||
| 12 May | 517.95 | 13.3 | -15.7 (-54.14%) | 0 | 16 | 3 | 9 | |||||||||
| 11 May | 556.65 | 28.7 | -7.7 (-21.15%) | 0 | 7 | 3 | 6 | |||||||||
| 8 May | 571.20 | 36.4 | 1.9 (5.51%) | 36.99 | 1 | 0 | 2 | |||||||||
| 7 May | 575.90 | 34.5 | -4.5 (-11.54%) | 38.79 | 0 | 0 | 2 | |||||||||
| 6 May | 567.90 | 34.5 | 21.65 (168.48%) | 38.79 | 2 | 1 | 1 | |||||||||
For Jsw Energy Limited - strike price 570 expiring on 30JUN2026
Delta for 570 CE is 0.77
Historical price for 570 CE is as follows
On 27 May JSWENERGY was trading at 602.05. The strike last trading price was 44, which was 18.45 higher than the previous day. The implied volatity was 29.03, the open interest changed by -22 which decreased total open position to 290
On 26 May JSWENERGY was trading at 576.00. The strike last trading price was 26.3, which was 11.45 higher than the previous day. The implied volatity was 28.68, the open interest changed by 119 which increased total open position to 311
On 25 May JSWENERGY was trading at 557.05. The strike last trading price was 15.8, which was 2.65 higher than the previous day. The implied volatity was 28.16, the open interest changed by 91 which increased total open position to 192
On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 12.4, which was -1.3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 7 which increased total open position to 100
On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 12.95, which was 3.35 higher than the previous day. The implied volatity was 28.55, the open interest changed by 26 which increased total open position to 91
On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 9.6, which was -0.1 lower than the previous day. The implied volatity was 28.88, the open interest changed by 3 which increased total open position to 64
On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 9.5, which was -0.6 lower than the previous day. The implied volatity was 31.05, the open interest changed by 19 which increased total open position to 60
On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 10.25, which was 2.25 higher than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 40
On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 7.5, which was -0.35 lower than the previous day. The implied volatity was 32.85, the open interest changed by 12 which increased total open position to 38
On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 7.85, which was 0.25 higher than the previous day. The implied volatity was 34.19, the open interest changed by 9 which increased total open position to 26
On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 7.6, which was -5.7 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 16
On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 13.3, which was -15.7 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 9
On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 28.7, which was -7.7 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 6
On 8 May JSWENERGY was trading at 571.20. The strike last trading price was 36.4, which was 1.9 higher than the previous day. The implied volatity was 36.99, the open interest changed by 0 which decreased total open position to 2
On 7 May JSWENERGY was trading at 575.90. The strike last trading price was 34.5, which was -4.5 lower than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 2
On 6 May JSWENERGY was trading at 567.90. The strike last trading price was 34.5, which was 21.65 higher than the previous day. The implied volatity was 38.79, the open interest changed by 1 which increased total open position to 1
| JSWENERGY 30-Jun-2026 (33d) 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.01
Theta: -0.18
Gamma: 0.00546
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 602.05 | 7 | -10 (-58.82%) | 29.52 | 893 | 173 | 337 |
| 26 May | 576.00 | 16 | -48 (-75.00%) | 29.61 | 437 | 154 | 165 |
| 25 May | 557.05 | 64 | 64 | - | 0 | 0 | 11 |
| 22 May | 551.25 | 64 | 64 | - | 0 | 0 | 11 |
| 21 May | 548.45 | 63.5 | 63.5 | - | 0 | 0 | 11 |
| 20 May | 537.10 | 63.5 | 63.5 | - | 0 | 0 | 11 |
| 19 May | 533.15 | 63.5 | 63.5 | - | 0 | 0 | 11 |
| 18 May | 529.05 | 63.5 | 63.5 (0.00%) | - | 0 | 0 | 11 |
| 15 May | 515.05 | 63.5 | 0 (0.00%) | - | 0 | 0 | 11 |
| 14 May | 512.80 | 63.5 | 4.85 (8.27%) | 0 | 1 | -1 | 11 |
| 13 May | 509.20 | 58.65 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 12 May | 517.95 | 58.65 | 22.5 (62.24%) | 0 | 12 | 11 | 12 |
| 11 May | 556.65 | 36.15 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 571.20 | 36.15 | -64.9 (-64.23%) | 46.9 | 1 | 0 | 0 |
| 7 May | 575.90 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 567.90 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 570 expiring on 30JUN2026
Delta for 570 PE is -0.22
Historical price for 570 PE is as follows
On 27 May JSWENERGY was trading at 602.05. The strike last trading price was 7, which was -10 lower than the previous day. The implied volatity was 29.52, the open interest changed by 173 which increased total open position to 337
On 26 May JSWENERGY was trading at 576.00. The strike last trading price was 16, which was -48 lower than the previous day. The implied volatity was 29.61, the open interest changed by 154 which increased total open position to 165
On 25 May JSWENERGY was trading at 557.05. The strike last trading price was 64, which was 64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 22 May JSWENERGY was trading at 551.25. The strike last trading price was 64, which was 64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 May JSWENERGY was trading at 548.45. The strike last trading price was 63.5, which was 63.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 May JSWENERGY was trading at 537.10. The strike last trading price was 63.5, which was 63.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 May JSWENERGY was trading at 533.15. The strike last trading price was 63.5, which was 63.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 May JSWENERGY was trading at 529.05. The strike last trading price was 63.5, which was 63.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 May JSWENERGY was trading at 515.05. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 14 May JSWENERGY was trading at 512.80. The strike last trading price was 63.5, which was 4.85 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 11
On 13 May JSWENERGY was trading at 509.20. The strike last trading price was 58.65, 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 12
On 12 May JSWENERGY was trading at 517.95. The strike last trading price was 58.65, which was 22.5 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 12
On 11 May JSWENERGY was trading at 556.65. The strike last trading price was 36.15, 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 1
On 8 May JSWENERGY was trading at 571.20. The strike last trading price was 36.15, which was -64.9 lower than the previous day. The implied volatity was 46.9, 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
