`
[--[65.84.65.76]--]
JSWENERGY
Jsw Energy Limited

675.85 -1.75 (-0.26%)

Back to Option Chain


Historical option data for JSWENERGY

12 Dec 2024 11:04 AM IST
JSWENERGY 26DEC2024 760 CE
Delta: 0.06
Vega: 0.16
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 675.60 1.2 -0.40 36.21 173 9 295
11 Dec 677.60 1.6 0.25 36.51 372 27 283
10 Dec 668.00 1.35 -1.10 36.90 297 -61 252
9 Dec 675.20 2.45 -0.30 38.59 451 59 311
6 Dec 674.35 2.75 -0.10 36.88 569 30 252
5 Dec 664.15 2.85 1.60 39.52 741 218 226
4 Dec 648.40 1.25 -0.35 37.34 6 3 9
3 Dec 642.95 1.6 -1.05 39.80 4 0 6
2 Dec 645.65 2.65 42.83 10 7 7


For Jsw Energy Limited - strike price 760 expiring on 26DEC2024

Delta for 760 CE is 0.06

Historical price for 760 CE is as follows

On 12 Dec JSWENERGY was trading at 675.60. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 36.21, the open interest changed by 9 which increased total open position to 295


On 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 36.51, the open interest changed by 27 which increased total open position to 283


On 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 36.90, the open interest changed by -61 which decreased total open position to 252


On 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 38.59, the open interest changed by 59 which increased total open position to 311


On 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 2.75, which was -0.10 lower than the previous day. The implied volatity was 36.88, the open interest changed by 30 which increased total open position to 252


On 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 2.85, which was 1.60 higher than the previous day. The implied volatity was 39.52, the open interest changed by 218 which increased total open position to 226


On 4 Dec JSWENERGY was trading at 648.40. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 37.34, the open interest changed by 3 which increased total open position to 9


On 3 Dec JSWENERGY was trading at 642.95. The strike last trading price was 1.6, which was -1.05 lower than the previous day. The implied volatity was 39.80, the open interest changed by 0 which decreased total open position to 6


On 2 Dec JSWENERGY was trading at 645.65. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was 42.83, the open interest changed by 7 which increased total open position to 7


JSWENERGY 26DEC2024 760 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 675.60 104.1 0.00 - 0 0 0
11 Dec 677.60 104.1 0.00 - 0 0 0
10 Dec 668.00 104.1 0.00 - 0 0 0
9 Dec 675.20 104.1 0.00 - 0 0 0
6 Dec 674.35 104.1 0.00 - 0 0 0
5 Dec 664.15 104.1 0.00 - 0 0 0
4 Dec 648.40 104.1 0.00 - 0 0 0
3 Dec 642.95 104.1 0.00 - 0 0 0
2 Dec 645.65 104.1 - 0 0 0


For Jsw Energy Limited - strike price 760 expiring on 26DEC2024

Delta for 760 PE is -

Historical price for 760 PE is as follows

On 12 Dec JSWENERGY was trading at 675.60. The strike last trading price was 104.1, 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 11 Dec JSWENERGY was trading at 677.60. The strike last trading price was 104.1, 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 10 Dec JSWENERGY was trading at 668.00. The strike last trading price was 104.1, 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 9 Dec JSWENERGY was trading at 675.20. The strike last trading price was 104.1, 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 6 Dec JSWENERGY was trading at 674.35. The strike last trading price was 104.1, 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 5 Dec JSWENERGY was trading at 664.15. The strike last trading price was 104.1, 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 104.1, 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 104.1, 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 104.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0