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JSWENERGY
Jsw Energy Limited
677.7 0.10 (0.01%)

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Historical option data for JSWENERGY

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JSWENERGY 26DEC2024 700 CE
Delta: 0.34
Vega: 0.49
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 677.80 9.2 -1.65 31.79 268 22 825
11 Dec 677.60 10.85 1.55 33.99 1,446 35 804
10 Dec 668.00 9.3 -4.00 35.01 740 47 770
9 Dec 675.20 13.3 -0.95 37.35 2,060 153 725
6 Dec 674.35 14.25 2.40 36.41 3,305 -173 578
5 Dec 664.15 11.85 5.25 36.74 4,283 429 750
4 Dec 648.40 6.6 0.70 34.55 696 65 322
3 Dec 642.95 5.9 -3.05 34.69 414 30 258
2 Dec 645.65 8.95 -1.80 39.05 462 204 225
29 Nov 654.65 10.75 35.55 52 22 22

For Jsw Energy Limited - strike price 700 expiring on 26DEC2024

Delta for 700 CE is 0.34

Historical price for 700 CE is as follows

On 12 Dec JSWENERGY was trading at 677.80. The strike last trading price was 9.2, which was -1.65 lower than the previous day. The implied volatity was 31.79, the open interest changed by 22 which increased total open position to 825


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 10.85, which was 1.55 higher than the previous day. The implied volatity was 33.99, the open interest changed by 35 which increased total open position to 804


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 9.3, which was -4.00 lower than the previous day. The implied volatity was 35.01, the open interest changed by 47 which increased total open position to 770


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 13.3, which was -0.95 lower than the previous day. The implied volatity was 37.35, the open interest changed by 153 which increased total open position to 725


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 14.25, which was 2.40 higher than the previous day. The implied volatity was 36.41, the open interest changed by -173 which decreased total open position to 578


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 11.85, which was 5.25 higher than the previous day. The implied volatity was 36.74, the open interest changed by 429 which increased total open position to 750


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 6.6, which was 0.70 higher than the previous day. The implied volatity was 34.55, the open interest changed by 65 which increased total open position to 322


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 5.9, which was -3.05 lower than the previous day. The implied volatity was 34.69, the open interest changed by 30 which increased total open position to 258


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 8.95, which was -1.80 lower than the previous day. The implied volatity was 39.05, the open interest changed by 204 which increased total open position to 225


On 29 Nov JSWENERGY was trading at 654.65. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was 35.55, the open interest changed by 22 which increased total open position to 22


JSWENERGY 26DEC2024 700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 677.80 40.6 0.00 0.00 0 0 0
11 Dec 677.60 40.6 0.00 0.00 0 -1 0
10 Dec 668.00 40.6 4.10 43.41 11 0 17
9 Dec 675.20 36.5 1.70 42.13 17 4 16
6 Dec 674.35 34.8 -11.25 35.45 17 8 11
5 Dec 664.15 46.05 -13.25 43.85 7 3 3
4 Dec 648.40 59.3 0.00 - 0 0 0
3 Dec 642.95 59.3 0.00 - 0 0 0
2 Dec 645.65 59.3 0.00 - 0 0 0
29 Nov 654.65 59.3 - 0 0 0

For Jsw Energy Limited - strike price 700 expiring on 26DEC2024

Delta for 700 PE is 0.00

Historical price for 700 PE is as follows

On 12 Dec JSWENERGY was trading at 677.80. The strike last trading price was 40.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 40.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 40.6, which was 4.10 higher than the previous day. The implied volatity was 43.41, the open interest changed by 0 which decreased total open position to 17


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 36.5, which was 1.70 higher than the previous day. The implied volatity was 42.13, the open interest changed by 4 which increased total open position to 16


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 34.8, which was -11.25 lower than the previous day. The implied volatity was 35.45, the open interest changed by 8 which increased total open position to 11


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 46.05, which was -13.25 lower than the previous day. The implied volatity was 43.85, 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 59.3, 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 59.3, 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 59.3, 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 59.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0