JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 1000 CE | ||||||||||
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Delta: 0.14
Vega: 0.62
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 4.5 | -1.10 | 23.56 | 1,004 | 173 | 1,023 | |||
| 26 Dec | 914.45 | 5.6 | -1.85 | 24.73 | 613 | 134 | 847 | |||
| 24 Dec | 921.85 | 7.45 | -5.20 | 24.22 | 706 | 227 | 712 | |||
| 23 Dec | 937.05 | 12.65 | 1.10 | 25.59 | 1,039 | 35 | 479 | |||
| 20 Dec | 917.35 | 11.55 | 1.15 | 25.33 | 461 | 51 | 448 | |||
| 19 Dec | 925.95 | 10.4 | -5.65 | 25.39 | 469 | 188 | 395 | |||
| 18 Dec | 946.85 | 16.05 | -6.80 | 23.87 | 248 | 123 | 207 | |||
| 17 Dec | 966.85 | 22.85 | -12.25 | 25.10 | 83 | 21 | 85 | |||
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| 16 Dec | 990.35 | 35.1 | -2.90 | 24.22 | 77 | 18 | 64 | |||
| 13 Dec | 999.85 | 38 | -5.70 | 22.75 | 63 | 13 | 46 | |||
| 12 Dec | 1005.80 | 43.7 | 1.65 | 24.27 | 19 | 4 | 33 | |||
| 11 Dec | 1000.20 | 42.05 | -9.45 | 24.55 | 4 | 1 | 29 | |||
| 10 Dec | 1012.95 | 51.5 | 1.20 | 24.45 | 4 | 0 | 29 | |||
| 9 Dec | 1011.90 | 50.3 | 2.00 | 23.75 | 26 | 5 | 28 | |||
| 6 Dec | 1003.80 | 48.3 | 1.05 | 24.89 | 5 | 0 | 22 | |||
| 5 Dec | 999.20 | 47.25 | 8.80 | 26.39 | 2 | 0 | 22 | |||
| 4 Dec | 994.85 | 38.45 | -4.15 | 21.13 | 5 | 2 | 23 | |||
| 3 Dec | 998.80 | 42.6 | 6.60 | 23.35 | 5 | 4 | 20 | |||
| 2 Dec | 989.80 | 36 | -16.90 | 20.65 | 16 | 0 | 0 | |||
| 29 Nov | 966.00 | 52.9 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 52.9 | 0.00 | 2.11 | 0 | 0 | 0 | |||
| 27 Nov | 968.85 | 52.9 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 26 Nov | 963.60 | 52.9 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 52.9 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 22 Nov | 977.35 | 52.9 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 52.9 | 0.00 | 2.50 | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 52.9 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 19 Nov | 947.30 | 52.9 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 52.9 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 52.9 | 0.00 | 2.46 | 0 | 0 | 0 | |||
| 13 Nov | 935.95 | 52.9 | 0.00 | 3.02 | 0 | 0 | 0 | |||
| 12 Nov | 957.25 | 52.9 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 11 Nov | 979.00 | 52.9 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 8 Nov | 996.40 | 52.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 989.80 | 52.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1008.65 | 52.9 | 52.90 | - | 0 | 0 | 0 | |||
| 5 Nov | 999.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 0 | 1.40 | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 1000 expiring on 30JAN2025
Delta for 1000 CE is 0.14
Historical price for 1000 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 4.5, which was -1.10 lower than the previous day. The implied volatity was 23.56, the open interest changed by 173 which increased total open position to 1023
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 5.6, which was -1.85 lower than the previous day. The implied volatity was 24.73, the open interest changed by 134 which increased total open position to 847
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 7.45, which was -5.20 lower than the previous day. The implied volatity was 24.22, the open interest changed by 227 which increased total open position to 712
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 12.65, which was 1.10 higher than the previous day. The implied volatity was 25.59, the open interest changed by 35 which increased total open position to 479
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 11.55, which was 1.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by 51 which increased total open position to 448
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 10.4, which was -5.65 lower than the previous day. The implied volatity was 25.39, the open interest changed by 188 which increased total open position to 395
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 16.05, which was -6.80 lower than the previous day. The implied volatity was 23.87, the open interest changed by 123 which increased total open position to 207
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 22.85, which was -12.25 lower than the previous day. The implied volatity was 25.10, the open interest changed by 21 which increased total open position to 85
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 35.1, which was -2.90 lower than the previous day. The implied volatity was 24.22, the open interest changed by 18 which increased total open position to 64
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 38, which was -5.70 lower than the previous day. The implied volatity was 22.75, the open interest changed by 13 which increased total open position to 46
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 43.7, which was 1.65 higher than the previous day. The implied volatity was 24.27, the open interest changed by 4 which increased total open position to 33
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 42.05, which was -9.45 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 29
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 51.5, which was 1.20 higher than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 29
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 50.3, which was 2.00 higher than the previous day. The implied volatity was 23.75, the open interest changed by 5 which increased total open position to 28
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 48.3, which was 1.05 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 22
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 47.25, which was 8.80 higher than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 22
On 4 Dec JSWSTEEL was trading at 994.85. The strike last trading price was 38.45, which was -4.15 lower than the previous day. The implied volatity was 21.13, the open interest changed by 2 which increased total open position to 23
On 3 Dec JSWSTEEL was trading at 998.80. The strike last trading price was 42.6, which was 6.60 higher than the previous day. The implied volatity was 23.35, the open interest changed by 4 which increased total open position to 20
On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 36, which was -16.90 lower than the previous day. The implied volatity was 20.65, the open interest changed by 0 which decreased total open position to 0
On 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 52.9, 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 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 52.9, 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 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 52.9, which was 52.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 0, 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 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30JAN2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.61
Theta: 0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 81 | -1.00 | 23.18 | 101 | 45 | 323 |
| 26 Dec | 914.45 | 82 | 6.55 | 25.37 | 77 | 29 | 274 |
| 24 Dec | 921.85 | 75.45 | 7.45 | 26.46 | 150 | 114 | 245 |
| 23 Dec | 937.05 | 68 | -8.85 | 30.10 | 73 | 33 | 133 |
| 20 Dec | 917.35 | 76.85 | 0.85 | 32.81 | 51 | 34 | 100 |
| 19 Dec | 925.95 | 76 | 17.30 | 27.47 | 8 | -6 | 65 |
| 18 Dec | 946.85 | 58.7 | 10.00 | 27.31 | 18 | 6 | 71 |
| 17 Dec | 966.85 | 48.7 | 16.25 | 25.74 | 41 | 1 | 66 |
| 16 Dec | 990.35 | 32.45 | 2.65 | 24.51 | 30 | 12 | 55 |
| 13 Dec | 999.85 | 29.8 | 3.15 | 24.16 | 17 | -1 | 44 |
| 12 Dec | 1005.80 | 26.65 | -4.25 | 23.35 | 21 | 9 | 45 |
| 11 Dec | 1000.20 | 30.9 | 6.40 | 24.86 | 12 | 4 | 36 |
| 10 Dec | 1012.95 | 24.5 | -2.30 | 24.43 | 16 | 13 | 32 |
| 9 Dec | 1011.90 | 26.8 | -5.20 | 25.59 | 18 | 7 | 16 |
| 6 Dec | 1003.80 | 32 | -4.00 | 26.38 | 8 | 2 | 6 |
| 5 Dec | 999.20 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 994.85 | 36 | 1.00 | 26.63 | 1 | 0 | 4 |
| 3 Dec | 998.80 | 35 | -36.25 | 26.20 | 4 | 1 | 1 |
| 2 Dec | 989.80 | 71.25 | 0.00 | 0.55 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 954.15 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 968.85 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 963.60 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 953.30 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 977.35 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 944.15 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 947.30 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 947.30 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 949.85 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 939.05 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 935.95 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 957.25 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 979.00 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 996.40 | 71.25 | 0.00 | 1.15 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 71.25 | 0.00 | 0.77 | 0 | 0 | 0 |
| 6 Nov | 1008.65 | 71.25 | 0.00 | 1.85 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 71.25 | 71.25 | 1.21 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 1000 expiring on 30JAN2025
Delta for 1000 PE is -0.87
Historical price for 1000 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 81, which was -1.00 lower than the previous day. The implied volatity was 23.18, the open interest changed by 45 which increased total open position to 323
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 82, which was 6.55 higher than the previous day. The implied volatity was 25.37, the open interest changed by 29 which increased total open position to 274
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 75.45, which was 7.45 higher than the previous day. The implied volatity was 26.46, the open interest changed by 114 which increased total open position to 245
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 68, which was -8.85 lower than the previous day. The implied volatity was 30.10, the open interest changed by 33 which increased total open position to 133
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 76.85, which was 0.85 higher than the previous day. The implied volatity was 32.81, the open interest changed by 34 which increased total open position to 100
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 76, which was 17.30 higher than the previous day. The implied volatity was 27.47, the open interest changed by -6 which decreased total open position to 65
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 58.7, which was 10.00 higher than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 71
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 48.7, which was 16.25 higher than the previous day. The implied volatity was 25.74, the open interest changed by 1 which increased total open position to 66
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 32.45, which was 2.65 higher than the previous day. The implied volatity was 24.51, the open interest changed by 12 which increased total open position to 55
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 29.8, which was 3.15 higher than the previous day. The implied volatity was 24.16, the open interest changed by -1 which decreased total open position to 44
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 26.65, which was -4.25 lower than the previous day. The implied volatity was 23.35, the open interest changed by 9 which increased total open position to 45
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 30.9, which was 6.40 higher than the previous day. The implied volatity was 24.86, the open interest changed by 4 which increased total open position to 36
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 24.5, which was -2.30 lower than the previous day. The implied volatity was 24.43, the open interest changed by 13 which increased total open position to 32
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 26.8, which was -5.20 lower than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 16
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 32, which was -4.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 2 which increased total open position to 6
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 36, 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 4 Dec JSWSTEEL was trading at 994.85. The strike last trading price was 36, which was 1.00 higher than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 4
On 3 Dec JSWSTEEL was trading at 998.80. The strike last trading price was 35, which was -36.25 lower than the previous day. The implied volatity was 26.20, the open interest changed by 1 which increased total open position to 1
On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 71.25, 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 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 71.25, 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 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 71.25, 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 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 71.25, 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 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 71.25, 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 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 71.25, 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 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 71.25, 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 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 71.25, 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 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 71.25, 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 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 71.25, 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 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 71.25, 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 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 71.25, 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 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 71.25, 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 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 71.25, 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 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 71.25, which was 71.25 higher than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
