JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
12 Dec 2024 01:04 PM IST
| JSWENERGY 26DEC2024 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.21
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 683.50 | 1.85 | 0.25 | 36.75 | 228 | 7 | 293 | |||
| 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 | |||
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| 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 0.08
Historical price for 760 CE is as follows
On 12 Dec JSWENERGY was trading at 683.50. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 36.75, the open interest changed by 7 which increased total open position to 293
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 683.50 | 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 683.50. 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
