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Related Pages for JSWENERGY
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JSWENERGY
Jsw Energy Limited
682.9 5.30 (0.78%)

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Historical option data for JSWENERGY

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JSWENERGY 26DEC2024 690 CE
Delta: 0.47
Vega: 0.53
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.20 15.3 0.85 32.28 234 -26 298
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 683.20. The strike last trading price was 15.3, which was 0.85 higher than the previous day. The implied volatity was 32.28, the open interest changed by -26 which decreased total open position to 298


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
Delta: -0.51
Vega: 0.54
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 683.20 24.95 -2.85 42.39 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 -0.51

Historical price for 690 PE is as follows

On 12 Dec JSWENERGY was trading at 683.20. The strike last trading price was 24.95, which was -2.85 lower than the previous day. The implied volatity was 42.39, 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