JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 12:54 PM IST
| JSWENERGY 26DEC2024 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.42
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 682.30 | 30.25 | 0.25 | 27.67 | 59 | 0 | 379 | |||
| 11 Dec | 677.60 | 30 | 4.05 | 32.90 | 192 | -49 | 379 | |||
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| 10 Dec | 668.00 | 25.95 | -6.05 | 34.06 | 296 | 0 | 429 | |||
| 9 Dec | 675.20 | 32 | -0.55 | 36.56 | 475 | -19 | 429 | |||
| 6 Dec | 674.35 | 32.55 | 5.00 | 35.36 | 3,242 | -127 | 450 | |||
| 5 Dec | 664.15 | 27.55 | 9.70 | 35.33 | 6,469 | 237 | 582 | |||
| 4 Dec | 648.40 | 17.85 | 0.65 | 33.15 | 745 | 66 | 346 | |||
| 3 Dec | 642.95 | 17.2 | -3.80 | 35.16 | 1,203 | 149 | 279 | |||
| 2 Dec | 645.65 | 21 | -4.50 | 38.56 | 474 | 104 | 129 | |||
| 29 Nov | 654.65 | 25.5 | 36.13 | 68 | 24 | 24 | ||||
For Jsw Energy Limited - strike price 660 expiring on 26DEC2024
Delta for 660 CE is 0.76
Historical price for 660 CE is as follows
On 12 Dec JSWENERGY was trading at 682.30. The strike last trading price was 30.25, which was 0.25 higher than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 379
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 30, which was 4.05 higher than the previous day. The implied volatity was 32.90, the open interest changed by -49 which decreased total open position to 379
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 25.95, which was -6.05 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 429
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 32, which was -0.55 lower than the previous day. The implied volatity was 36.56, the open interest changed by -19 which decreased total open position to 429
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 32.55, which was 5.00 higher than the previous day. The implied volatity was 35.36, the open interest changed by -127 which decreased total open position to 450
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 27.55, which was 9.70 higher than the previous day. The implied volatity was 35.33, the open interest changed by 237 which increased total open position to 582
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 17.85, which was 0.65 higher than the previous day. The implied volatity was 33.15, the open interest changed by 66 which increased total open position to 346
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 17.2, which was -3.80 lower than the previous day. The implied volatity was 35.16, the open interest changed by 149 which increased total open position to 279
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 21, which was -4.50 lower than the previous day. The implied volatity was 38.56, the open interest changed by 104 which increased total open position to 129
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 25.5, which was lower than the previous day. The implied volatity was 36.13, the open interest changed by 24 which increased total open position to 24
| JSWENERGY 26DEC2024 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.45
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 682.30 | 8.35 | -2.45 | 34.55 | 10 | -2 | 147 |
| 11 Dec | 677.60 | 10.8 | -6.15 | 35.98 | 109 | 5 | 146 |
| 10 Dec | 668.00 | 16.95 | 2.25 | 41.11 | 79 | 5 | 140 |
| 9 Dec | 675.20 | 14.7 | 0.85 | 40.20 | 168 | -23 | 135 |
| 6 Dec | 674.35 | 13.85 | -5.15 | 35.28 | 316 | 34 | 158 |
| 5 Dec | 664.15 | 19 | -7.45 | 37.24 | 356 | 49 | 122 |
| 4 Dec | 648.40 | 26.45 | -3.60 | 35.63 | 26 | 2 | 73 |
| 3 Dec | 642.95 | 30.05 | -2.30 | 35.87 | 107 | 61 | 72 |
| 2 Dec | 645.65 | 32.35 | 7.85 | 40.73 | 34 | 0 | 12 |
| 29 Nov | 654.65 | 24.5 | 34.25 | 15 | 10 | 10 | |
For Jsw Energy Limited - strike price 660 expiring on 26DEC2024
Delta for 660 PE is -0.28
Historical price for 660 PE is as follows
On 12 Dec JSWENERGY was trading at 682.30. The strike last trading price was 8.35, which was -2.45 lower than the previous day. The implied volatity was 34.55, the open interest changed by -2 which decreased total open position to 147
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 10.8, which was -6.15 lower than the previous day. The implied volatity was 35.98, the open interest changed by 5 which increased total open position to 146
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 16.95, which was 2.25 higher than the previous day. The implied volatity was 41.11, the open interest changed by 5 which increased total open position to 140
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 14.7, which was 0.85 higher than the previous day. The implied volatity was 40.20, the open interest changed by -23 which decreased total open position to 135
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 13.85, which was -5.15 lower than the previous day. The implied volatity was 35.28, the open interest changed by 34 which increased total open position to 158
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 19, which was -7.45 lower than the previous day. The implied volatity was 37.24, the open interest changed by 49 which increased total open position to 122
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 26.45, which was -3.60 lower than the previous day. The implied volatity was 35.63, the open interest changed by 2 which increased total open position to 73
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 30.05, which was -2.30 lower than the previous day. The implied volatity was 35.87, the open interest changed by 61 which increased total open position to 72
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 32.35, which was 7.85 higher than the previous day. The implied volatity was 40.73, the open interest changed by 0 which decreased total open position to 12
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 24.5, which was lower than the previous day. The implied volatity was 34.25, the open interest changed by 10 which increased total open position to 10
