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JSWENERGY
Jsw Energy Limited
682.8 5.20 (0.77%)

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Historical option data for JSWENERGY

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JSWENERGY 26DEC2024 640 CE
Delta: 0.91
Vega: 0.21
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.20 47 1.70 26.28 22 1 53
11 Dec 677.60 45.3 -1.70 34.27 4 -2 52
10 Dec 668.00 47 0.00 0.00 0 -2 0
9 Dec 675.20 47 -0.30 39.13 5 -1 55
6 Dec 674.35 47.3 7.30 37.72 31 -1 37
5 Dec 664.15 40 11.90 35.49 236 -24 38
4 Dec 648.40 28.1 1.50 33.47 231 -3 63
3 Dec 642.95 26.6 -4.50 35.40 93 52 62
2 Dec 645.65 31.1 -22.10 39.41 34 9 9
29 Nov 654.65 53.2 - 0 0 0

For Jsw Energy Limited - strike price 640 expiring on 26DEC2024

Delta for 640 CE is 0.91

Historical price for 640 CE is as follows

On 12 Dec JSWENERGY was trading at 683.20. The strike last trading price was 47, which was 1.70 higher than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 53


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 45.3, which was -1.70 lower than the previous day. The implied volatity was 34.27, the open interest changed by -2 which decreased total open position to 52


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 47, which was -0.30 lower than the previous day. The implied volatity was 39.13, the open interest changed by -1 which decreased total open position to 55


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 47.3, which was 7.30 higher than the previous day. The implied volatity was 37.72, the open interest changed by -1 which decreased total open position to 37


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 40, which was 11.90 higher than the previous day. The implied volatity was 35.49, the open interest changed by -24 which decreased total open position to 38


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 28.1, which was 1.50 higher than the previous day. The implied volatity was 33.47, the open interest changed by -3 which decreased total open position to 63


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 26.6, which was -4.50 lower than the previous day. The implied volatity was 35.40, the open interest changed by 52 which increased total open position to 62


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 31.1, which was -22.10 lower than the previous day. The implied volatity was 39.41, the open interest changed by 9 which increased total open position to 9


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 53.2, 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 640 PE
Delta: -0.14
Vega: 0.30
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.20 3.25 -1.65 33.35 43 -5 141
11 Dec 677.60 4.9 -4.35 34.90 51 -6 146
10 Dec 668.00 9.25 0.75 39.97 49 -1 152
9 Dec 675.20 8.5 0.90 40.65 155 -37 154
6 Dec 674.35 7.6 -4.60 35.33 108 50 191
5 Dec 664.15 12.2 -4.10 38.83 209 64 139
4 Dec 648.40 16.3 -3.75 35.18 114 25 76
3 Dec 642.95 20.05 -1.25 36.85 73 15 52
2 Dec 645.65 21.3 4.30 39.64 146 33 36
29 Nov 654.65 17 36.57 5 3 3

For Jsw Energy Limited - strike price 640 expiring on 26DEC2024

Delta for 640 PE is -0.14

Historical price for 640 PE is as follows

On 12 Dec JSWENERGY was trading at 683.20. The strike last trading price was 3.25, which was -1.65 lower than the previous day. The implied volatity was 33.35, the open interest changed by -5 which decreased total open position to 141


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 4.9, which was -4.35 lower than the previous day. The implied volatity was 34.90, the open interest changed by -6 which decreased total open position to 146


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 9.25, which was 0.75 higher than the previous day. The implied volatity was 39.97, the open interest changed by -1 which decreased total open position to 152


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 8.5, which was 0.90 higher than the previous day. The implied volatity was 40.65, the open interest changed by -37 which decreased total open position to 154


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 7.6, which was -4.60 lower than the previous day. The implied volatity was 35.33, the open interest changed by 50 which increased total open position to 191


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 12.2, which was -4.10 lower than the previous day. The implied volatity was 38.83, the open interest changed by 64 which increased total open position to 139


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 16.3, which was -3.75 lower than the previous day. The implied volatity was 35.18, the open interest changed by 25 which increased total open position to 76


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 20.05, which was -1.25 lower than the previous day. The implied volatity was 36.85, the open interest changed by 15 which increased total open position to 52


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 21.3, which was 4.30 higher than the previous day. The implied volatity was 39.64, the open interest changed by 33 which increased total open position to 36


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 17, which was lower than the previous day. The implied volatity was 36.57, the open interest changed by 3 which increased total open position to 3