JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 1010 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.54
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 3.65 | -0.90 | 24.01 | 138 | 36 | 93 | |||
| 26 Dec | 914.45 | 4.55 | -1.60 | 25.06 | 58 | 16 | 58 | |||
| 24 Dec | 921.85 | 6.15 | -2.65 | 24.59 | 29 | 11 | 41 | |||
| 23 Dec | 937.05 | 8.8 | -1.80 | 23.88 | 30 | 16 | 31 | |||
| 20 Dec | 917.35 | 10.6 | -3.90 | 26.54 | 10 | 2 | 16 | |||
| 19 Dec | 925.95 | 14.5 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 18 Dec | 946.85 | 14.5 | -10.50 | 24.95 | 16 | 6 | 11 | |||
| 17 Dec | 966.85 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 25 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 999.85 | 25 | -11.20 | 16.95 | 4 | 0 | 1 | |||
| 12 Dec | 1005.80 | 36.2 | -5.45 | 22.16 | 1 | 0 | 1 | |||
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| 11 Dec | 1000.20 | 41.65 | 8.45 | 27.67 | 1 | 0 | 0 | |||
| 10 Dec | 1012.95 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1011.90 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 989.80 | 33.2 | 0.00 | 0.28 | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 33.2 | 1.83 | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 1010 expiring on 30JAN2025
Delta for 1010 CE is 0.12
Historical price for 1010 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 3.65, which was -0.90 lower than the previous day. The implied volatity was 24.01, the open interest changed by 36 which increased total open position to 93
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 4.55, which was -1.60 lower than the previous day. The implied volatity was 25.06, the open interest changed by 16 which increased total open position to 58
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 6.15, which was -2.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 11 which increased total open position to 41
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 8.8, which was -1.80 lower than the previous day. The implied volatity was 23.88, the open interest changed by 16 which increased total open position to 31
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 10.6, which was -3.90 lower than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 16
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 14.5, which was -10.50 lower than the previous day. The implied volatity was 24.95, the open interest changed by 6 which increased total open position to 11
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 25, 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 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 25, which was -11.20 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 1
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 36.2, which was -5.45 lower than the previous day. The implied volatity was 22.16, the open interest changed by 0 which decreased total open position to 1
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 41.65, which was 8.45 higher than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 0
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 33.2, 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 JSWSTEEL was trading at 1011.90. The strike last trading price was 33.2, 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 JSWSTEEL was trading at 1003.80. The strike last trading price was 33.2, 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 JSWSTEEL was trading at 989.80. The strike last trading price was 33.2, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 33.2, which was lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30JAN2025 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1.00
Vega: 0.02
Theta: 0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 86.65 | 49.85 | 10.19 | 13 | 7 | 10 |
| 26 Dec | 914.45 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 921.85 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 937.05 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 917.35 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 925.95 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 946.85 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 966.85 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 990.35 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 999.85 | 36.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1005.80 | 36.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 1000.20 | 36.8 | 1.85 | 25.59 | 3 | 1 | 2 |
| 10 Dec | 1012.95 | 34.95 | -41.45 | 28.70 | 1 | 0 | 0 |
| 9 Dec | 1011.90 | 76.4 | 0.00 | 1.40 | 0 | 0 | 0 |
| 6 Dec | 1003.80 | 76.4 | 0.00 | 0.77 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 76.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 966.00 | 76.4 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 1010 expiring on 30JAN2025
Delta for 1010 PE is -1.00
Historical price for 1010 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 86.65, which was 49.85 higher than the previous day. The implied volatity was 10.19, the open interest changed by 7 which increased total open position to 10
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 36.8, 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 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 36.8, 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 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 36.8, 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 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 36.8, 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 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 36.8, 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 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 36.8, 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 36.8, 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 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 36.8, 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 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 36.8, 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 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 36.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 36.8, which was 1.85 higher than the previous day. The implied volatity was 25.59, the open interest changed by 1 which increased total open position to 2
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 34.95, which was -41.45 lower than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 0
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 76.4, which was 0.00 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 76.4, 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 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 76.4, 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 JSWSTEEL was trading at 966.00. The strike last trading price was 76.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
