JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 11:04 AM IST
| JSWENERGY 26DEC2024 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.48
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 675.60 | 9.05 | -1.80 | 33.04 | 256 | 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 | |||
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| 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 0.33
Historical price for 700 CE is as follows
On 12 Dec JSWENERGY was trading at 675.60. The strike last trading price was 9.05, which was -1.80 lower than the previous day. The implied volatity was 33.04, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 675.60 | 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 675.60. 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 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
