JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
15 Apr 2025 04:10 PM IST
| JSWSTEEL 24APR2025 1030 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.59
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1008.00 | 9.4 | -2.35 | 25.99 | 1,357 | 201 | 666 | |||
| 11 Apr | 990.25 | 12 | 5.95 | 33.36 | 1,352 | 121 | 465 | |||
| 9 Apr | 945.55 | 6.25 | -2.45 | 37.73 | 435 | -5 | 340 | |||
| 8 Apr | 954.60 | 8.8 | 2.1 | 39.04 | 1,062 | -62 | 346 | |||
| 7 Apr | 930.30 | 6.5 | -9.95 | 42.27 | 1,705 | 12 | 281 | |||
| 4 Apr | 1005.75 | 18.1 | -17.4 | 26.67 | 2,235 | 248 | 278 | |||
| 3 Apr | 1044.05 | 35.25 | -10.25 | 24.89 | 84 | 3 | 29 | |||
| 2 Apr | 1055.90 | 45.5 | -2.9 | 26.32 | 24 | 9 | 26 | |||
| 1 Apr | 1056.25 | 48.4 | -4.4 | 25.15 | 3 | 17 | 17 | |||
| 28 Mar | 1063.20 | 52.65 | -0.15 | 0.00 | 0 | 3 | 0 | |||
| 27 Mar | 1059.75 | 52.65 | 0.65 | 26.08 | 5 | 3 | 15 | |||
| 26 Mar | 1056.45 | 52 | -8.1 | 28.06 | 2 | 0 | 12 | |||
| 25 Mar | 1061.70 | 60.1 | 5.2 | 31.91 | 5 | 0 | 12 | |||
| 24 Mar | 1061.35 | 54.9 | 9.25 | 25.33 | 4 | 1 | 12 | |||
| 21 Mar | 1058.70 | 45.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Mar | 1050.25 | 45.65 | 7.85 | 22.28 | 13 | 1 | 11 | |||
| 19 Mar | 1033.35 | 38 | 7 | 25.02 | 21 | 9 | 11 | |||
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| 18 Mar | 1018.05 | 31 | 0.5 | 25.74 | 1 | 0 | 1 | |||
| 17 Mar | 1005.70 | 30.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1001.20 | 30.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 1010.40 | 30.5 | 2.3 | 24.31 | 1 | 0 | 0 | |||
| 11 Mar | 1018.65 | 28.2 | 0 | 0.14 | 0 | 0 | 0 | |||
| 10 Mar | 1013.50 | 28.2 | 0 | 0.60 | 0 | 0 | 0 | |||
| 7 Mar | 1011.15 | 28.2 | 0 | 0.65 | 0 | 0 | 0 | |||
| 6 Mar | 1011.10 | 28.2 | 0 | 0.64 | 0 | 0 | 0 | |||
| 5 Mar | 1002.70 | 28.2 | 0 | 0.84 | 0 | 0 | 0 | |||
| 4 Mar | 974.10 | 28.2 | 0 | 3.10 | 0 | 0 | 0 | |||
| 3 Mar | 976.05 | 28.2 | 0 | 3.04 | 0 | 0 | 0 | |||
| 28 Feb | 950.70 | 28.2 | 0 | 4.53 | 0 | 0 | 0 | |||
For Jsw Steel Limited - strike price 1030 expiring on 24APR2025
Delta for 1030 CE is 0.35
Historical price for 1030 CE is as follows
On 15 Apr JSWSTEEL was trading at 1008.00. The strike last trading price was 9.4, which was -2.35 lower than the previous day. The implied volatity was 25.99, the open interest changed by 201 which increased total open position to 666
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 12, which was 5.95 higher than the previous day. The implied volatity was 33.36, the open interest changed by 121 which increased total open position to 465
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 6.25, which was -2.45 lower than the previous day. The implied volatity was 37.73, the open interest changed by -5 which decreased total open position to 340
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 8.8, which was 2.1 higher than the previous day. The implied volatity was 39.04, the open interest changed by -62 which decreased total open position to 346
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 6.5, which was -9.95 lower than the previous day. The implied volatity was 42.27, the open interest changed by 12 which increased total open position to 281
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 18.1, which was -17.4 lower than the previous day. The implied volatity was 26.67, the open interest changed by 248 which increased total open position to 278
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 35.25, which was -10.25 lower than the previous day. The implied volatity was 24.89, the open interest changed by 3 which increased total open position to 29
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 45.5, which was -2.9 lower than the previous day. The implied volatity was 26.32, the open interest changed by 9 which increased total open position to 26
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 48.4, which was -4.4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 17 which increased total open position to 17
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 52.65, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 52.65, which was 0.65 higher than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 15
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 52, which was -8.1 lower than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 12
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 60.1, which was 5.2 higher than the previous day. The implied volatity was 31.91, the open interest changed by 0 which decreased total open position to 12
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 54.9, which was 9.25 higher than the previous day. The implied volatity was 25.33, the open interest changed by 1 which increased total open position to 12
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 45.65, 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 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 45.65, which was 7.85 higher than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 11
On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 38, which was 7 higher than the previous day. The implied volatity was 25.02, the open interest changed by 9 which increased total open position to 11
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 31, which was 0.5 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 1
On 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 30.5, 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 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 30.5, 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 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 30.5, which was 2.3 higher than the previous day. The implied volatity was 24.31, 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 28.2, which was 0 lower than the previous day. The implied volatity was 0.14, 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 28.2, which was 0 lower than the previous day. The implied volatity was 0.60, 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 28.2, which was 0 lower than the previous day. The implied volatity was 0.65, 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 28.2, which was 0 lower than the previous day. The implied volatity was 0.64, 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 28.2, which was 0 lower than the previous day. The implied volatity was 0.84, 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 28.2, which was 0 lower than the previous day. The implied volatity was 3.10, 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 28.2, which was 0 lower than the previous day. The implied volatity was 3.04, 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 28.2, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 24APR2025 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.60
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1008.00 | 29.95 | -18 | 31.68 | 31 | 18 | 150 |
| 11 Apr | 990.25 | 48.4 | -32.7 | 37.48 | 110 | -14 | 132 |
| 9 Apr | 945.55 | 81.1 | 0.95 | 35.76 | 17 | -1 | 143 |
| 8 Apr | 954.60 | 80.15 | -22 | 42.52 | 8 | -1 | 142 |
| 7 Apr | 930.30 | 103 | 67.8 | 44.90 | 168 | -10 | 144 |
| 4 Apr | 1005.75 | 33.75 | 17.3 | 26.26 | 1,103 | -38 | 152 |
| 3 Apr | 1044.05 | 17.05 | 3.5 | 25.70 | 662 | -36 | 190 |
| 2 Apr | 1055.90 | 14.1 | 0.4 | 26.53 | 460 | -29 | 226 |
| 1 Apr | 1056.25 | 13.9 | -0.3 | 27.33 | 751 | -10 | 254 |
| 28 Mar | 1063.20 | 14.95 | 0.15 | 26.64 | 748 | 193 | 264 |
| 27 Mar | 1059.75 | 15.15 | -2.95 | 26.72 | 89 | 27 | 71 |
| 26 Mar | 1056.45 | 18 | -1 | 26.69 | 57 | -7 | 44 |
| 25 Mar | 1061.70 | 19.3 | 2.35 | 29.55 | 86 | 30 | 51 |
| 24 Mar | 1061.35 | 16.95 | -0.05 | 27.50 | 13 | 3 | 20 |
| 21 Mar | 1058.70 | 17.2 | -1.8 | 26.56 | 23 | -1 | 17 |
| 20 Mar | 1050.25 | 19 | -8.45 | 24.72 | 19 | 14 | 18 |
| 19 Mar | 1033.35 | 27.45 | -44.5 | 25.46 | 9 | 5 | 5 |
| 18 Mar | 1018.05 | 71.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1005.70 | 71.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1001.20 | 71.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1010.40 | 71.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1018.65 | 71.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1013.50 | 71.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1011.15 | 71.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1011.10 | 71.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1002.70 | 71.95 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 974.10 | 71.95 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 976.05 | 71.95 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 950.70 | 71.95 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1030 expiring on 24APR2025
Delta for 1030 PE is -0.62
Historical price for 1030 PE is as follows
On 15 Apr JSWSTEEL was trading at 1008.00. The strike last trading price was 29.95, which was -18 lower than the previous day. The implied volatity was 31.68, the open interest changed by 18 which increased total open position to 150
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 48.4, which was -32.7 lower than the previous day. The implied volatity was 37.48, the open interest changed by -14 which decreased total open position to 132
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 81.1, which was 0.95 higher than the previous day. The implied volatity was 35.76, the open interest changed by -1 which decreased total open position to 143
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 80.15, which was -22 lower than the previous day. The implied volatity was 42.52, the open interest changed by -1 which decreased total open position to 142
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 103, which was 67.8 higher than the previous day. The implied volatity was 44.90, the open interest changed by -10 which decreased total open position to 144
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 33.75, which was 17.3 higher than the previous day. The implied volatity was 26.26, the open interest changed by -38 which decreased total open position to 152
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 17.05, which was 3.5 higher than the previous day. The implied volatity was 25.70, the open interest changed by -36 which decreased total open position to 190
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 14.1, which was 0.4 higher than the previous day. The implied volatity was 26.53, the open interest changed by -29 which decreased total open position to 226
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 13.9, which was -0.3 lower than the previous day. The implied volatity was 27.33, the open interest changed by -10 which decreased total open position to 254
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 14.95, which was 0.15 higher than the previous day. The implied volatity was 26.64, the open interest changed by 193 which increased total open position to 264
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 15.15, which was -2.95 lower than the previous day. The implied volatity was 26.72, the open interest changed by 27 which increased total open position to 71
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was 26.69, the open interest changed by -7 which decreased total open position to 44
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 19.3, which was 2.35 higher than the previous day. The implied volatity was 29.55, the open interest changed by 30 which increased total open position to 51
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 16.95, which was -0.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 20
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 17.2, which was -1.8 lower than the previous day. The implied volatity was 26.56, the open interest changed by -1 which decreased total open position to 17
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 19, which was -8.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 14 which increased total open position to 18
On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 27.45, which was -44.5 lower than the previous day. The implied volatity was 25.46, the open interest changed by 5 which increased total open position to 5
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 71.95, 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 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 71.95, 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 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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
