JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 11:04 AM IST
| JSWENERGY 26DEC2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.37
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 675.60 | 32 | -4.40 | 26.03 | 13 | 0 | 235 | |||
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| 11 Dec | 677.60 | 36.4 | 4.30 | 31.36 | 77 | 0 | 235 | |||
| 10 Dec | 668.00 | 32.1 | -6.05 | 33.74 | 60 | -4 | 235 | |||
| 9 Dec | 675.20 | 38.15 | -1.35 | 35.62 | 98 | -11 | 240 | |||
| 6 Dec | 674.35 | 39.5 | 6.10 | 36.23 | 453 | -46 | 251 | |||
| 5 Dec | 664.15 | 33.4 | 10.50 | 35.35 | 1,852 | -33 | 300 | |||
| 4 Dec | 648.40 | 22.9 | 1.70 | 33.78 | 948 | 147 | 325 | |||
| 3 Dec | 642.95 | 21.2 | -4.15 | 34.73 | 650 | -4 | 178 | |||
| 2 Dec | 645.65 | 25.35 | -7.55 | 38.38 | 527 | 179 | 181 | |||
| 29 Nov | 654.65 | 32.9 | 39.99 | 4 | 1 | 1 | ||||
For Jsw Energy Limited - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.80
Historical price for 650 CE is as follows
On 12 Dec JSWENERGY was trading at 675.60. The strike last trading price was 32, which was -4.40 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 235
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 36.4, which was 4.30 higher than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 235
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 32.1, which was -6.05 lower than the previous day. The implied volatity was 33.74, the open interest changed by -4 which decreased total open position to 235
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 38.15, which was -1.35 lower than the previous day. The implied volatity was 35.62, the open interest changed by -11 which decreased total open position to 240
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 39.5, which was 6.10 higher than the previous day. The implied volatity was 36.23, the open interest changed by -46 which decreased total open position to 251
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 33.4, which was 10.50 higher than the previous day. The implied volatity was 35.35, the open interest changed by -33 which decreased total open position to 300
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 22.9, which was 1.70 higher than the previous day. The implied volatity was 33.78, the open interest changed by 147 which increased total open position to 325
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 21.2, which was -4.15 lower than the previous day. The implied volatity was 34.73, the open interest changed by -4 which decreased total open position to 178
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 25.35, which was -7.55 lower than the previous day. The implied volatity was 38.38, the open interest changed by 179 which increased total open position to 181
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 32.9, which was lower than the previous day. The implied volatity was 39.99, the open interest changed by 1 which increased total open position to 1
| JSWENERGY 26DEC2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.42
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 675.60 | 6.75 | -0.65 | 33.25 | 43 | -29 | 193 |
| 11 Dec | 677.60 | 7.4 | -5.55 | 35.29 | 87 | -3 | 222 |
| 10 Dec | 668.00 | 12.95 | 1.40 | 40.96 | 80 | -2 | 226 |
| 9 Dec | 675.20 | 11.55 | 1.15 | 40.93 | 201 | -5 | 229 |
| 6 Dec | 674.35 | 10.4 | -5.45 | 35.31 | 400 | 47 | 236 |
| 5 Dec | 664.15 | 15.85 | -5.25 | 38.94 | 342 | 15 | 189 |
| 4 Dec | 648.40 | 21.1 | -3.35 | 35.52 | 149 | 43 | 170 |
| 3 Dec | 642.95 | 24.45 | -1.65 | 35.94 | 255 | 42 | 125 |
| 2 Dec | 645.65 | 26.1 | 5.00 | 39.53 | 261 | 51 | 82 |
| 29 Nov | 654.65 | 21.1 | 36.33 | 79 | 31 | 31 | |
For Jsw Energy Limited - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.25
Historical price for 650 PE is as follows
On 12 Dec JSWENERGY was trading at 675.60. The strike last trading price was 6.75, which was -0.65 lower than the previous day. The implied volatity was 33.25, the open interest changed by -29 which decreased total open position to 193
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 7.4, which was -5.55 lower than the previous day. The implied volatity was 35.29, the open interest changed by -3 which decreased total open position to 222
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 12.95, which was 1.40 higher than the previous day. The implied volatity was 40.96, the open interest changed by -2 which decreased total open position to 226
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 11.55, which was 1.15 higher than the previous day. The implied volatity was 40.93, the open interest changed by -5 which decreased total open position to 229
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 10.4, which was -5.45 lower than the previous day. The implied volatity was 35.31, the open interest changed by 47 which increased total open position to 236
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 15.85, which was -5.25 lower than the previous day. The implied volatity was 38.94, the open interest changed by 15 which increased total open position to 189
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 21.1, which was -3.35 lower than the previous day. The implied volatity was 35.52, the open interest changed by 43 which increased total open position to 170
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 24.45, which was -1.65 lower than the previous day. The implied volatity was 35.94, the open interest changed by 42 which increased total open position to 125
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 26.1, which was 5.00 higher than the previous day. The implied volatity was 39.53, the open interest changed by 51 which increased total open position to 82
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 21.1, which was lower than the previous day. The implied volatity was 36.33, the open interest changed by 31 which increased total open position to 31
