Historical option data for JSWENERGY
29 Jun 2026 10:50 AM IST
| JSWENERGY 28-Jul-2026 (25d) 575 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.01
Theta: -0.42
Gamma: 0.00688
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 575.60 | 24.45 | -4.95 (-16.84%) | 35.24 | 4 | 1 | 25 | |||||||||
| 25 Jun | 573.50 | 29.4 | 5.9 (25.11%) | 34.38 | 4 | 0 | 24 | |||||||||
| 24 Jun | 574.40 | 23.1 | 1.65 (7.69%) | 31.88 | 35 | 12 | 25 | |||||||||
| 23 Jun | 568.90 | 21.45 | -4.55 (-17.50%) | 33.19 | 18 | 11 | 12 | |||||||||
| 22 Jun | 582.05 | 26 | -18 (-40.91%) | 29.36 | 1 | 1 | 1 | |||||||||
For Jsw Energy Limited - strike price 575 expiring on 28JUL2026
Delta for 575 CE is 0.54
Historical price for 575 CE is as follows
On 29 Jun JSWENERGY was trading at 575.60. The strike last trading price was 24.45, which was -4.95 lower than the previous day. The implied volatity was 35.24, the open interest changed by 1 which increased total open position to 25
On 25 Jun JSWENERGY was trading at 573.50. The strike last trading price was 29.4, which was 5.9 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 24
On 24 Jun JSWENERGY was trading at 574.40. The strike last trading price was 23.1, which was 1.65 higher than the previous day. The implied volatity was 31.88, the open interest changed by 12 which increased total open position to 25
On 23 Jun JSWENERGY was trading at 568.90. The strike last trading price was 21.45, which was -4.55 lower than the previous day. The implied volatity was 33.19, the open interest changed by 11 which increased total open position to 12
On 22 Jun JSWENERGY was trading at 582.05. The strike last trading price was 26, which was -18 lower than the previous day. The implied volatity was 29.36, the open interest changed by 1 which increased total open position to 1
| JSWENERGY 28-Jul-2026 (25d) 575 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 575.60 | 22 | 22 | - | 1 | 0 | 1 |
| 25 Jun | 573.50 | 22 | 22 | - | 1 | 0 | 1 |
| 24 Jun | 574.40 | 22 | 22 (-39.76%) | 28.58 | 1 | 0 | 1 |
| 23 Jun | 568.90 | 22.5 | -14.85 (-39.76%) | 28.58 | 1 | 1 | 1 |
| 22 Jun | 582.05 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 575 expiring on 28JUL2026
Delta for 575 PE is -
Historical price for 575 PE is as follows
On 29 Jun JSWENERGY was trading at 575.60. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Jun JSWENERGY was trading at 573.50. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Jun JSWENERGY was trading at 574.40. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 1
On 23 Jun JSWENERGY was trading at 568.90. The strike last trading price was 22.5, which was -14.85 lower than the previous day. The implied volatity was 28.58, the open interest changed by 1 which increased total open position to 1
On 22 Jun JSWENERGY was trading at 582.05. 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
