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

683.8 6.20 (0.91%)

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Historical option data for JSWENERGY

12 Dec 2024 01:04 PM IST
JSWENERGY 26DEC2024 630 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.50 47.75 0.00 0.00 0 0 0
11 Dec 677.60 47.75 0.00 0.00 0 0 0
10 Dec 668.00 47.75 0.00 0.00 0 51 0
9 Dec 675.20 47.75 8.95 - 56 52 55
6 Dec 674.35 38.8 0.00 0.00 0 0 0
5 Dec 664.15 38.8 5.50 - 3 0 3
4 Dec 648.40 33.3 -7.40 31.82 1 0 2
3 Dec 642.95 40.7 0.00 0.00 0 2 0
2 Dec 645.65 40.7 -18.45 45.71 2 1 1
29 Nov 654.65 59.15 - 0 0 0


For Jsw Energy Limited - strike price 630 expiring on 26DEC2024

Delta for 630 CE is 0.00

Historical price for 630 CE is as follows

On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 47.75, 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 47.75, 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 47.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 47.75, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 55


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 38.8, 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 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 38.8, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 33.3, which was -7.40 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 2


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 40.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 40.7, which was -18.45 lower than the previous day. The implied volatity was 45.71, the open interest changed by 1 which increased total open position to 1


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 59.15, 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 630 PE
Delta: -0.09
Vega: 0.22
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.50 1.9 -1.15 33.19 29 6 130
11 Dec 677.60 3.05 -5.45 34.41 144 72 122
10 Dec 668.00 8.5 2.50 44.42 29 -21 50
9 Dec 675.20 6 0.25 40.21 38 22 70
6 Dec 674.35 5.75 -3.05 36.22 86 5 47
5 Dec 664.15 8.8 -4.00 37.97 18 3 42
4 Dec 648.40 12.8 -1.35 35.84 28 5 40
3 Dec 642.95 14.15 -6.85 34.24 49 24 35
2 Dec 645.65 21 -1.95 45.99 19 11 11
29 Nov 654.65 22.95 5.04 0 0 0


For Jsw Energy Limited - strike price 630 expiring on 26DEC2024

Delta for 630 PE is -0.09

Historical price for 630 PE is as follows

On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 1.9, which was -1.15 lower than the previous day. The implied volatity was 33.19, the open interest changed by 6 which increased total open position to 130


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 3.05, which was -5.45 lower than the previous day. The implied volatity was 34.41, the open interest changed by 72 which increased total open position to 122


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 8.5, which was 2.50 higher than the previous day. The implied volatity was 44.42, the open interest changed by -21 which decreased total open position to 50


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 40.21, the open interest changed by 22 which increased total open position to 70


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 5.75, which was -3.05 lower than the previous day. The implied volatity was 36.22, the open interest changed by 5 which increased total open position to 47


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 8.8, which was -4.00 lower than the previous day. The implied volatity was 37.97, the open interest changed by 3 which increased total open position to 42


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 12.8, which was -1.35 lower than the previous day. The implied volatity was 35.84, the open interest changed by 5 which increased total open position to 40


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 14.15, which was -6.85 lower than the previous day. The implied volatity was 34.24, the open interest changed by 24 which increased total open position to 35


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 21, which was -1.95 lower than the previous day. The implied volatity was 45.99, the open interest changed by 11 which increased total open position to 11


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 22.95, which was lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0