JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
11 Apr 2025 04:10 PM IST
| JSWSTEEL 24APR2025 1010 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.73
Theta: -1.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 990.25 | 18.95 | 9.55 | 33.51 | 1,104 | 36 | 267 | |||
| 9 Apr | 945.55 | 9.55 | -3.4 | 37.22 | 240 | 9 | 232 | |||
| 8 Apr | 954.60 | 13.1 | 2.65 | 38.95 | 464 | 54 | 224 | |||
| 7 Apr | 930.30 | 9.7 | -16.2 | 42.39 | 725 | 3 | 168 | |||
| 4 Apr | 1005.75 | 27.2 | -26.65 | 26.84 | 1,953 | 155 | 170 | |||
| 3 Apr | 1044.05 | 53.85 | -5.7 | 31.23 | 3 | 1 | 14 | |||
| 2 Apr | 1055.90 | 59.55 | -6.3 | 25.93 | 11 | 9 | 12 | |||
| 1 Apr | 1056.25 | 65.85 | 0.8 | 28.57 | 1 | 2 | 2 | |||
| 28 Mar | 1063.20 | 65.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 1059.75 | 65.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1056.45 | 65.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1061.70 | 65.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1061.35 | 65.05 | 0 | 0.00 | 0 | -1 | 0 | |||
| 21 Mar | 1058.70 | 65.05 | 20.05 | 18.80 | 1 | 0 | 3 | |||
| 20 Mar | 1050.25 | 45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 1033.35 | 45 | 2.75 | 21.03 | 1 | 0 | 3 | |||
| 18 Mar | 1018.05 | 42.25 | 1.7 | 26.67 | 3 | 2 | 3 | |||
| 17 Mar | 1005.70 | 40.55 | 5.15 | 28.53 | 1 | 0 | 0 | |||
| 13 Mar | 1001.20 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1010.40 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1018.65 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1013.50 | 35.4 | 0 | - | 0 | 0 | 0 | |||
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| 7 Mar | 1011.15 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1011.10 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1002.70 | 35.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 974.10 | 35.4 | 0 | 1.74 | 0 | 0 | 0 | |||
| 3 Mar | 976.05 | 35.4 | 0 | 1.64 | 0 | 0 | 0 | |||
| 28 Feb | 950.70 | 35.4 | 0 | 3.18 | 0 | 0 | 0 | |||
For Jsw Steel Limited - strike price 1010 expiring on 24APR2025
Delta for 1010 CE is 0.43
Historical price for 1010 CE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 18.95, which was 9.55 higher than the previous day. The implied volatity was 33.51, the open interest changed by 36 which increased total open position to 267
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 9.55, which was -3.4 lower than the previous day. The implied volatity was 37.22, the open interest changed by 9 which increased total open position to 232
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 13.1, which was 2.65 higher than the previous day. The implied volatity was 38.95, the open interest changed by 54 which increased total open position to 224
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 9.7, which was -16.2 lower than the previous day. The implied volatity was 42.39, the open interest changed by 3 which increased total open position to 168
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 27.2, which was -26.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 155 which increased total open position to 170
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 53.85, which was -5.7 lower than the previous day. The implied volatity was 31.23, the open interest changed by 1 which increased total open position to 14
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 59.55, which was -6.3 lower than the previous day. The implied volatity was 25.93, the open interest changed by 9 which increased total open position to 12
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 65.85, which was 0.8 higher than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 2
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 65.05, which was 0 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 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 65.05, which was 0 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 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 65.05, which was 0 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 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 65.05, which was 0 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 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 65.05, which was 0 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 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 65.05, which was 20.05 higher than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 3
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 45, which was 0 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 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 45, which was 2.75 higher than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 3
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 42.25, which was 1.7 higher than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 3
On 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 40.55, which was 5.15 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 0
On 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar JSWSTEEL was trading at 1018.65. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar JSWSTEEL was trading at 1013.50. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar JSWSTEEL was trading at 1011.15. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar JSWSTEEL was trading at 1011.10. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar JSWSTEEL was trading at 1002.70. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar JSWSTEEL was trading at 974.10. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 3 Mar JSWSTEEL was trading at 976.05. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 28 Feb JSWSTEEL was trading at 950.70. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 24APR2025 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.74
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 990.25 | 35.65 | -34.3 | 37.57 | 59 | 9 | 90 |
| 9 Apr | 945.55 | 69.95 | 5.25 | 44.52 | 6 | -4 | 83 |
| 8 Apr | 954.60 | 64.7 | -23.85 | 42.18 | 32 | -1 | 86 |
| 7 Apr | 930.30 | 85.95 | 61.45 | 43.99 | 291 | -126 | 88 |
| 4 Apr | 1005.75 | 23.5 | 12.9 | 27.02 | 2,441 | 3 | 220 |
| 3 Apr | 1044.05 | 10.95 | 2.1 | 26.41 | 186 | 22 | 220 |
| 2 Apr | 1055.90 | 9.05 | 0.15 | 27.22 | 179 | 12 | 198 |
| 1 Apr | 1056.25 | 8.8 | -0.85 | 27.07 | 269 | 73 | 186 |
| 28 Mar | 1063.20 | 10.1 | 0.6 | 27.38 | 225 | 47 | 113 |
| 27 Mar | 1059.75 | 9.5 | -3 | 26.50 | 24 | 3 | 65 |
| 26 Mar | 1056.45 | 12.8 | 2.45 | 27.75 | 41 | 10 | 63 |
| 25 Mar | 1061.70 | 10.35 | -2.2 | 26.43 | 10 | -4 | 50 |
| 24 Mar | 1061.35 | 12.55 | 1.4 | 28.91 | 67 | 0 | 53 |
| 21 Mar | 1058.70 | 11.15 | -3.05 | 26.21 | 10 | -2 | 47 |
| 20 Mar | 1050.25 | 14.15 | -5.85 | 26.18 | 18 | 3 | 49 |
| 19 Mar | 1033.35 | 20 | -6 | 26.10 | 57 | 33 | 41 |
| 18 Mar | 1018.05 | 26 | -7.85 | 25.83 | 1 | 0 | 8 |
| 17 Mar | 1005.70 | 33.85 | 0 | 0.00 | 0 | 1 | 0 |
| 13 Mar | 1001.20 | 33.85 | -1.2 | 25.26 | 1 | 0 | 7 |
| 12 Mar | 1010.40 | 33.85 | -0.35 | 29.11 | 6 | 2 | 4 |
| 11 Mar | 1018.65 | 34.2 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1013.50 | 34.2 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 1011.15 | 34.2 | -2.75 | 27.54 | 2 | 1 | 2 |
| 6 Mar | 1011.10 | 36.95 | -22.4 | 28.98 | 1 | 0 | 0 |
| 5 Mar | 1002.70 | 59.35 | 0 | 0.99 | 0 | 0 | 0 |
| 4 Mar | 974.10 | 59.35 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 976.05 | 59.35 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 950.70 | 59.35 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1010 expiring on 24APR2025
Delta for 1010 PE is -0.56
Historical price for 1010 PE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 35.65, which was -34.3 lower than the previous day. The implied volatity was 37.57, the open interest changed by 9 which increased total open position to 90
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 69.95, which was 5.25 higher than the previous day. The implied volatity was 44.52, the open interest changed by -4 which decreased total open position to 83
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 64.7, which was -23.85 lower than the previous day. The implied volatity was 42.18, the open interest changed by -1 which decreased total open position to 86
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 85.95, which was 61.45 higher than the previous day. The implied volatity was 43.99, the open interest changed by -126 which decreased total open position to 88
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 23.5, which was 12.9 higher than the previous day. The implied volatity was 27.02, the open interest changed by 3 which increased total open position to 220
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 10.95, which was 2.1 higher than the previous day. The implied volatity was 26.41, the open interest changed by 22 which increased total open position to 220
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 9.05, which was 0.15 higher than the previous day. The implied volatity was 27.22, the open interest changed by 12 which increased total open position to 198
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 8.8, which was -0.85 lower than the previous day. The implied volatity was 27.07, the open interest changed by 73 which increased total open position to 186
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 10.1, which was 0.6 higher than the previous day. The implied volatity was 27.38, the open interest changed by 47 which increased total open position to 113
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 9.5, which was -3 lower than the previous day. The implied volatity was 26.50, the open interest changed by 3 which increased total open position to 65
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 12.8, which was 2.45 higher than the previous day. The implied volatity was 27.75, the open interest changed by 10 which increased total open position to 63
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 10.35, which was -2.2 lower than the previous day. The implied volatity was 26.43, the open interest changed by -4 which decreased total open position to 50
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 12.55, which was 1.4 higher than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 53
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 11.15, which was -3.05 lower than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 47
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 14.15, which was -5.85 lower than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 49
On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 20, which was -6 lower than the previous day. The implied volatity was 26.10, the open interest changed by 33 which increased total open position to 41
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 26, which was -7.85 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 8
On 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 33.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 33.85, which was -1.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 7
On 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 33.85, which was -0.35 lower than the previous day. The implied volatity was 29.11, the open interest changed by 2 which increased total open position to 4
On 11 Mar JSWSTEEL was trading at 1018.65. The strike last trading price was 34.2, which was 0 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 10 Mar JSWSTEEL was trading at 1013.50. The strike last trading price was 34.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar JSWSTEEL was trading at 1011.15. The strike last trading price was 34.2, which was -2.75 lower than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 2
On 6 Mar JSWSTEEL was trading at 1011.10. The strike last trading price was 36.95, which was -22.4 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 0
On 5 Mar JSWSTEEL was trading at 1002.70. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 4 Mar JSWSTEEL was trading at 974.10. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar JSWSTEEL was trading at 976.05. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb JSWSTEEL was trading at 950.70. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
