JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 12:54 PM IST
JSWENERGY 26DEC2024 690 CE | ||||||||||
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Delta: 0.47
Vega: 0.53
Theta: -0.70
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 682.30 | 15.05 | 0.60 | 32.46 | 213 | -19 | 305 | |||
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11 Dec | 677.60 | 14.45 | 1.50 | 33.84 | 559 | -101 | 325 | |||
10 Dec | 668.00 | 12.95 | -4.10 | 35.94 | 341 | -23 | 427 | |||
9 Dec | 675.20 | 17.05 | -1.00 | 37.41 | 1,655 | 285 | 450 | |||
6 Dec | 674.35 | 18.05 | 3.30 | 36.53 | 535 | 47 | 159 | |||
5 Dec | 664.15 | 14.75 | 6.15 | 36.25 | 247 | 92 | 112 | |||
4 Dec | 648.40 | 8.6 | -0.40 | 34.22 | 12 | 2 | 19 | |||
3 Dec | 642.95 | 9 | -0.75 | 36.91 | 25 | 6 | 21 | |||
2 Dec | 645.65 | 9.75 | -5.00 | 36.29 | 15 | 1 | 3 | |||
29 Nov | 654.65 | 14.75 | 37.44 | 4 | 1 | 1 |
For Jsw Energy Limited - strike price 690 expiring on 26DEC2024
Delta for 690 CE is 0.47
Historical price for 690 CE is as follows
On 12 Dec JSWENERGY was trading at 682.30. The strike last trading price was 15.05, which was 0.60 higher than the previous day. The implied volatity was 32.46, the open interest changed by -19 which decreased total open position to 305
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 14.45, which was 1.50 higher than the previous day. The implied volatity was 33.84, the open interest changed by -101 which decreased total open position to 325
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 12.95, which was -4.10 lower than the previous day. The implied volatity was 35.94, the open interest changed by -23 which decreased total open position to 427
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 17.05, which was -1.00 lower than the previous day. The implied volatity was 37.41, the open interest changed by 285 which increased total open position to 450
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 18.05, which was 3.30 higher than the previous day. The implied volatity was 36.53, the open interest changed by 47 which increased total open position to 159
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 14.75, which was 6.15 higher than the previous day. The implied volatity was 36.25, the open interest changed by 92 which increased total open position to 112
On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 8.6, which was -0.40 lower than the previous day. The implied volatity was 34.22, the open interest changed by 2 which increased total open position to 19
On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 9, which was -0.75 lower than the previous day. The implied volatity was 36.91, the open interest changed by 6 which increased total open position to 21
On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 9.75, which was -5.00 lower than the previous day. The implied volatity was 36.29, the open interest changed by 1 which increased total open position to 3
On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was 37.44, the open interest changed by 1 which increased total open position to 1
JSWENERGY 26DEC2024 690 PE | |||||||
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Delta: -0.52
Vega: 0.53
Theta: -0.69
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 682.30 | 24.95 | -2.85 | 41.65 | 3 | 0 | 7 |
11 Dec | 677.60 | 27.8 | -5.90 | 41.54 | 4 | 1 | 8 |
10 Dec | 668.00 | 33.7 | 2.90 | 42.73 | 3 | -1 | 8 |
9 Dec | 675.20 | 30.8 | 2.30 | 42.88 | 26 | 8 | 10 |
6 Dec | 674.35 | 28.5 | -24.45 | 35.36 | 3 | 1 | 1 |
5 Dec | 664.15 | 52.95 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 648.40 | 52.95 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 642.95 | 52.95 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 645.65 | 52.95 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 654.65 | 52.95 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -0.52
Historical price for 690 PE is as follows
On 12 Dec JSWENERGY was trading at 682.30. The strike last trading price was 24.95, which was -2.85 lower than the previous day. The implied volatity was 41.65, the open interest changed by 0 which decreased total open position to 7
On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 27.8, which was -5.90 lower than the previous day. The implied volatity was 41.54, the open interest changed by 1 which increased total open position to 8
On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 33.7, which was 2.90 higher than the previous day. The implied volatity was 42.73, the open interest changed by -1 which decreased total open position to 8
On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 30.8, which was 2.30 higher than the previous day. The implied volatity was 42.88, the open interest changed by 8 which increased total open position to 10
On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 28.5, which was -24.45 lower than the previous day. The implied volatity was 35.36, the open interest changed by 1 which increased total open position to 1
On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 52.95, 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 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 52.95, 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 52.95, 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 52.95, 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 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0