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[--[65.84.65.76]--]
JSWENERGY
Jsw Energy Limited

677.1 -0.50 (-0.07%)

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Historical option data for JSWENERGY

12 Dec 2024 10:54 AM IST
JSWENERGY 26DEC2024 620 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 677.05 50.9 0.00 0.00 0 0 0
11 Dec 677.60 50.9 0.00 0.00 0 0 0
10 Dec 668.00 50.9 0.00 0.00 0 0 0
9 Dec 675.20 50.9 0.00 0.00 0 0 0
6 Dec 674.35 50.9 0.00 0.00 0 -1 0
5 Dec 664.15 50.9 13.15 23.42 2 -1 1
4 Dec 648.40 37.75 -27.75 26.59 5 2 2
3 Dec 642.95 65.5 0.00 - 0 0 0
2 Dec 645.65 65.5 0.00 - 0 0 0
29 Nov 654.65 65.5 - 0 0 0


For Jsw Energy Limited - strike price 620 expiring on 26DEC2024

Delta for 620 CE is 0.00

Historical price for 620 CE is as follows

On 12 Dec JSWENERGY was trading at 677.05. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 50.9, which was 13.15 higher than the previous day. The implied volatity was 23.42, the open interest changed by -1 which decreased total open position to 1


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 37.75, which was -27.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 2


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 65.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 65.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 65.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


JSWENERGY 26DEC2024 620 PE
Delta: -0.07
Vega: 0.18
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 677.05 1.45 -0.50 32.81 29 -13 106
11 Dec 677.60 1.95 -2.75 34.73 83 -24 120
10 Dec 668.00 4.7 0.40 40.04 54 -8 142
9 Dec 675.20 4.3 0.50 40.49 147 56 151
6 Dec 674.35 3.8 -3.15 35.64 99 35 94
5 Dec 664.15 6.95 -2.25 39.16 95 18 57
4 Dec 648.40 9.2 -2.35 35.14 40 14 40
3 Dec 642.95 11.55 -2.45 35.92 81 21 25
2 Dec 645.65 14 -5.35 40.72 11 3 3
29 Nov 654.65 19.35 6.64 0 0 0


For Jsw Energy Limited - strike price 620 expiring on 26DEC2024

Delta for 620 PE is -0.07

Historical price for 620 PE is as follows

On 12 Dec JSWENERGY was trading at 677.05. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 32.81, the open interest changed by -13 which decreased total open position to 106


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 1.95, which was -2.75 lower than the previous day. The implied volatity was 34.73, the open interest changed by -24 which decreased total open position to 120


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 4.7, which was 0.40 higher than the previous day. The implied volatity was 40.04, the open interest changed by -8 which decreased total open position to 142


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 4.3, which was 0.50 higher than the previous day. The implied volatity was 40.49, the open interest changed by 56 which increased total open position to 151


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 3.8, which was -3.15 lower than the previous day. The implied volatity was 35.64, the open interest changed by 35 which increased total open position to 94


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 6.95, which was -2.25 lower than the previous day. The implied volatity was 39.16, the open interest changed by 18 which increased total open position to 57


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 9.2, which was -2.35 lower than the previous day. The implied volatity was 35.14, the open interest changed by 14 which increased total open position to 40


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 11.55, which was -2.45 lower than the previous day. The implied volatity was 35.92, the open interest changed by 21 which increased total open position to 25


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 14, which was -5.35 lower than the previous day. The implied volatity was 40.72, the open interest changed by 3 which increased total open position to 3


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0