JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 01:04 PM IST
| JSWENERGY 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.49
Theta: -0.67
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 683.50 | 26 | 2.25 | 31.48 | 217 | -1 | 210 | |||
| 11 Dec | 677.60 | 23.75 | 3.20 | 32.85 | 981 | -57 | 211 | |||
| 10 Dec | 668.00 | 20.55 | -5.75 | 34.22 | 396 | 29 | 269 | |||
|
|
||||||||||
| 9 Dec | 675.20 | 26.3 | -1.10 | 36.89 | 821 | -38 | 248 | |||
| 6 Dec | 674.35 | 27.4 | 4.65 | 36.38 | 2,111 | -39 | 283 | |||
| 5 Dec | 664.15 | 22.75 | 8.30 | 35.87 | 1,796 | 170 | 330 | |||
| 4 Dec | 648.40 | 14.45 | 1.65 | 34.02 | 330 | 83 | 160 | |||
| 3 Dec | 642.95 | 12.8 | -4.60 | 33.89 | 180 | 41 | 76 | |||
| 2 Dec | 645.65 | 17.4 | -3.40 | 38.99 | 150 | 29 | 35 | |||
| 29 Nov | 654.65 | 20.8 | 35.77 | 10 | 5 | 5 | ||||
For Jsw Energy Limited - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.66
Historical price for 670 CE is as follows
On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 26, which was 2.25 higher than the previous day. The implied volatity was 31.48, the open interest changed by -1 which decreased total open position to 210
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 23.75, which was 3.20 higher than the previous day. The implied volatity was 32.85, the open interest changed by -57 which decreased total open position to 211
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 20.55, which was -5.75 lower than the previous day. The implied volatity was 34.22, the open interest changed by 29 which increased total open position to 269
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 26.3, which was -1.10 lower than the previous day. The implied volatity was 36.89, the open interest changed by -38 which decreased total open position to 248
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 27.4, which was 4.65 higher than the previous day. The implied volatity was 36.38, the open interest changed by -39 which decreased total open position to 283
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 22.75, which was 8.30 higher than the previous day. The implied volatity was 35.87, the open interest changed by 170 which increased total open position to 330
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 14.45, which was 1.65 higher than the previous day. The implied volatity was 34.02, the open interest changed by 83 which increased total open position to 160
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 12.8, which was -4.60 lower than the previous day. The implied volatity was 33.89, the open interest changed by 41 which increased total open position to 76
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 17.4, which was -3.40 lower than the previous day. The implied volatity was 38.99, the open interest changed by 29 which increased total open position to 35
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 20.8, which was lower than the previous day. The implied volatity was 35.77, the open interest changed by 5 which increased total open position to 5
| JSWENERGY 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.50
Theta: -0.53
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 683.50 | 10.95 | -3.90 | 33.78 | 63 | 15 | 127 |
| 11 Dec | 677.60 | 14.85 | -6.10 | 36.33 | 183 | 20 | 112 |
| 10 Dec | 668.00 | 20.95 | 1.65 | 40.02 | 88 | 15 | 93 |
| 9 Dec | 675.20 | 19.3 | 0.95 | 40.95 | 163 | 19 | 76 |
| 6 Dec | 674.35 | 18.35 | -5.50 | 35.83 | 169 | 51 | 56 |
| 5 Dec | 664.15 | 23.85 | -17.50 | 37.27 | 17 | 4 | 4 |
| 4 Dec | 648.40 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 642.95 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 645.65 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 654.65 | 41.35 | - | 0 | 0 | 0 | |
For Jsw Energy Limited - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -0.35
Historical price for 670 PE is as follows
On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 10.95, which was -3.90 lower than the previous day. The implied volatity was 33.78, the open interest changed by 15 which increased total open position to 127
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 14.85, which was -6.10 lower than the previous day. The implied volatity was 36.33, the open interest changed by 20 which increased total open position to 112
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 20.95, which was 1.65 higher than the previous day. The implied volatity was 40.02, the open interest changed by 15 which increased total open position to 93
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 19.3, which was 0.95 higher than the previous day. The implied volatity was 40.95, the open interest changed by 19 which increased total open position to 76
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 18.35, which was -5.50 lower than the previous day. The implied volatity was 35.83, the open interest changed by 51 which increased total open position to 56
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 23.85, which was -17.50 lower than the previous day. The implied volatity was 37.27, the open interest changed by 4 which increased total open position to 4
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 41.35, 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 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 41.35, 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 41.35, 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 41.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
