JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 10:44 AM IST
| JSWENERGY 26DEC2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 676.55 | 81 | 0.00 | 0.00 | 0 | -17 | 0 | |||
| 11 Dec | 677.60 | 81 | 9.00 | 33.61 | 23 | -16 | 14 | |||
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| 10 Dec | 668.00 | 72 | -1.10 | - | 12 | 2 | 29 | |||
| 9 Dec | 675.20 | 73.1 | -6.80 | - | 19 | 0 | 27 | |||
| 6 Dec | 674.35 | 79.9 | 7.45 | 35.35 | 25 | 9 | 23 | |||
| 5 Dec | 664.15 | 72.45 | 20.95 | 37.60 | 26 | -17 | 14 | |||
| 4 Dec | 648.40 | 51.5 | -5.35 | - | 9 | 5 | 27 | |||
| 3 Dec | 642.95 | 56.85 | 0.35 | 43.38 | 3 | 1 | 21 | |||
| 2 Dec | 645.65 | 56.5 | -7.10 | 37.62 | 19 | 18 | 19 | |||
| 29 Nov | 654.65 | 63.6 | 34.76 | 2 | 1 | 1 | ||||
For Jsw Energy Limited - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.00
Historical price for 600 CE is as follows
On 12 Dec JSWENERGY was trading at 676.55. The strike last trading price was 81, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 81, which was 9.00 higher than the previous day. The implied volatity was 33.61, the open interest changed by -16 which decreased total open position to 14
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 72, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 29
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 73.1, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 79.9, which was 7.45 higher than the previous day. The implied volatity was 35.35, the open interest changed by 9 which increased total open position to 23
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 72.45, which was 20.95 higher than the previous day. The implied volatity was 37.60, the open interest changed by -17 which decreased total open position to 14
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 51.5, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 27
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 56.85, which was 0.35 higher than the previous day. The implied volatity was 43.38, the open interest changed by 1 which increased total open position to 21
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 56.5, which was -7.10 lower than the previous day. The implied volatity was 37.62, the open interest changed by 18 which increased total open position to 19
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 63.6, which was lower than the previous day. The implied volatity was 34.76, the open interest changed by 1 which increased total open position to 1
| JSWENERGY 26DEC2024 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.09
Theta: -0.10
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 676.55 | 0.55 | -0.25 | 34.15 | 34 | -1 | 373 |
| 11 Dec | 677.60 | 0.8 | -1.55 | 36.12 | 201 | 6 | 382 |
| 10 Dec | 668.00 | 2.35 | 0.20 | 41.26 | 154 | 14 | 376 |
| 9 Dec | 675.20 | 2.15 | 0.25 | 41.52 | 213 | -24 | 362 |
| 6 Dec | 674.35 | 1.9 | -1.65 | 36.95 | 676 | 41 | 386 |
| 5 Dec | 664.15 | 3.55 | -1.35 | 39.27 | 688 | 57 | 343 |
| 4 Dec | 648.40 | 4.9 | -1.15 | 35.81 | 470 | 163 | 288 |
| 3 Dec | 642.95 | 6.05 | -1.95 | 35.60 | 251 | 21 | 121 |
| 2 Dec | 645.65 | 8 | 2.10 | 40.19 | 594 | 89 | 101 |
| 29 Nov | 654.65 | 5.9 | 37.15 | 39 | 12 | 12 | |
For Jsw Energy Limited - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.03
Historical price for 600 PE is as follows
On 12 Dec JSWENERGY was trading at 676.55. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by -1 which decreased total open position to 373
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 0.8, which was -1.55 lower than the previous day. The implied volatity was 36.12, the open interest changed by 6 which increased total open position to 382
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 2.35, which was 0.20 higher than the previous day. The implied volatity was 41.26, the open interest changed by 14 which increased total open position to 376
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 41.52, the open interest changed by -24 which decreased total open position to 362
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 1.9, which was -1.65 lower than the previous day. The implied volatity was 36.95, the open interest changed by 41 which increased total open position to 386
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 3.55, which was -1.35 lower than the previous day. The implied volatity was 39.27, the open interest changed by 57 which increased total open position to 343
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 4.9, which was -1.15 lower than the previous day. The implied volatity was 35.81, the open interest changed by 163 which increased total open position to 288
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 6.05, which was -1.95 lower than the previous day. The implied volatity was 35.60, the open interest changed by 21 which increased total open position to 121
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 8, which was 2.10 higher than the previous day. The implied volatity was 40.19, the open interest changed by 89 which increased total open position to 101
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was 37.15, the open interest changed by 12 which increased total open position to 12
