JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 01:04 PM IST
| JSWENERGY 26DEC2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.53
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 683.50 | 20.5 | 1.65 | 32.15 | 527 | 29 | 606 | |||
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| 11 Dec | 677.60 | 18.85 | 2.55 | 33.68 | 1,325 | -24 | 579 | |||
| 10 Dec | 668.00 | 16.3 | -4.95 | 34.95 | 727 | 56 | 600 | |||
| 9 Dec | 675.20 | 21.25 | -1.20 | 37.04 | 2,096 | 310 | 550 | |||
| 6 Dec | 674.35 | 22.45 | 4.25 | 36.56 | 1,272 | 40 | 239 | |||
| 5 Dec | 664.15 | 18.2 | 7.10 | 35.70 | 750 | 147 | 199 | |||
| 4 Dec | 648.40 | 11.1 | 0.85 | 33.90 | 71 | 12 | 48 | |||
| 3 Dec | 642.95 | 10.25 | -3.35 | 34.62 | 62 | 0 | 35 | |||
| 2 Dec | 645.65 | 13.6 | -4.45 | 38.21 | 50 | 12 | 35 | |||
| 29 Nov | 654.65 | 18.05 | 37.37 | 34 | 23 | 23 | ||||
For Jsw Energy Limited - strike price 680 expiring on 26DEC2024
Delta for 680 CE is 0.57
Historical price for 680 CE is as follows
On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 20.5, which was 1.65 higher than the previous day. The implied volatity was 32.15, the open interest changed by 29 which increased total open position to 606
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 18.85, which was 2.55 higher than the previous day. The implied volatity was 33.68, the open interest changed by -24 which decreased total open position to 579
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 16.3, which was -4.95 lower than the previous day. The implied volatity was 34.95, the open interest changed by 56 which increased total open position to 600
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 21.25, which was -1.20 lower than the previous day. The implied volatity was 37.04, the open interest changed by 310 which increased total open position to 550
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 22.45, which was 4.25 higher than the previous day. The implied volatity was 36.56, the open interest changed by 40 which increased total open position to 239
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 18.2, which was 7.10 higher than the previous day. The implied volatity was 35.70, the open interest changed by 147 which increased total open position to 199
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 11.1, which was 0.85 higher than the previous day. The implied volatity was 33.90, the open interest changed by 12 which increased total open position to 48
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 10.25, which was -3.35 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 35
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 13.6, which was -4.45 lower than the previous day. The implied volatity was 38.21, the open interest changed by 12 which increased total open position to 35
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was 37.37, the open interest changed by 23 which increased total open position to 23
| JSWENERGY 26DEC2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.53
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 683.50 | 16.45 | -3.45 | 36.37 | 68 | 16 | 98 |
| 11 Dec | 677.60 | 19.9 | -7.40 | 37.04 | 147 | 30 | 82 |
| 10 Dec | 668.00 | 27.3 | 2.85 | 41.91 | 32 | -2 | 52 |
| 9 Dec | 675.20 | 24.45 | 1.35 | 41.44 | 137 | 44 | 53 |
| 6 Dec | 674.35 | 23.1 | -7.80 | 35.63 | 10 | 5 | 9 |
| 5 Dec | 664.15 | 30.9 | -16.05 | 39.74 | 9 | 3 | 3 |
| 4 Dec | 648.40 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 642.95 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 645.65 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 654.65 | 46.95 | - | 0 | 0 | 0 | |
For Jsw Energy Limited - strike price 680 expiring on 26DEC2024
Delta for 680 PE is -0.44
Historical price for 680 PE is as follows
On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 16.45, which was -3.45 lower than the previous day. The implied volatity was 36.37, the open interest changed by 16 which increased total open position to 98
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 19.9, which was -7.40 lower than the previous day. The implied volatity was 37.04, the open interest changed by 30 which increased total open position to 82
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 27.3, which was 2.85 higher than the previous day. The implied volatity was 41.91, the open interest changed by -2 which decreased total open position to 52
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 24.45, which was 1.35 higher than the previous day. The implied volatity was 41.44, the open interest changed by 44 which increased total open position to 53
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 23.1, which was -7.80 lower than the previous day. The implied volatity was 35.63, the open interest changed by 5 which increased total open position to 9
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 30.9, which was -16.05 lower than the previous day. The implied volatity was 39.74, the open interest changed by 3 which increased total open position to 3
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 46.95, 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 46.95, 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 46.95, 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 46.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
