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[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

913.3 -1.15 (-0.13%)

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Historical option data for JSWSTEEL

27 Dec 2024 04:10 PM IST
JSWSTEEL 30JAN2025 1030 CE
Delta: 0.08
Vega: 0.41
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 2.35 -0.70 24.76 89 38 63
26 Dec 914.45 3.05 -4.05 25.85 35 12 25
24 Dec 921.85 7.1 0.00 0.00 0 4 0
23 Dec 937.05 7.1 0.35 25.98 7 4 13
20 Dec 917.35 6.75 0.00 26.02 1 0 9
19 Dec 925.95 6.75 -7.40 27.19 7 0 3
18 Dec 946.85 14.15 0.00 0.00 0 1 0
17 Dec 966.85 14.15 -18.85 25.44 1 0 2
16 Dec 990.35 33 0.00 0.00 0 0 0
13 Dec 999.85 33 0.00 0.00 0 0 0
12 Dec 1005.80 33 0.00 0.00 0 0 0
10 Dec 1012.95 33 0.00 0.00 0 2 0
9 Dec 1011.90 33 6.10 22.73 2 1 1
6 Dec 1003.80 26.9 0.00 0.78 0 0 0
2 Dec 989.80 26.9 1.63 0 0 0


For Jsw Steel Limited - strike price 1030 expiring on 30JAN2025

Delta for 1030 CE is 0.08

Historical price for 1030 CE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 2.35, which was -0.70 lower than the previous day. The implied volatity was 24.76, the open interest changed by 38 which increased total open position to 63


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 3.05, which was -4.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 12 which increased total open position to 25


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 7.1, 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 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 7.1, which was 0.35 higher than the previous day. The implied volatity was 25.98, the open interest changed by 4 which increased total open position to 13


On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 9


On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 6.75, which was -7.40 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 3


On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 14.15, which was 0.00 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 14.15, which was -18.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 2


On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 33, 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 33, 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 33, 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 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 33, 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 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 33, which was 6.10 higher than the previous day. The implied volatity was 22.73, the open interest changed by 1 which increased total open position to 1


On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 26.9, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 26.9, which was lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


JSWSTEEL 30JAN2025 1030 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 89.85 0.00 - 0 0 0
26 Dec 914.45 89.85 0.00 - 0 0 0
24 Dec 921.85 89.85 0.00 - 0 0 0
23 Dec 937.05 89.85 0.00 - 0 0 0
20 Dec 917.35 89.85 0.00 - 0 0 0
19 Dec 925.95 89.85 0.00 - 0 0 0
18 Dec 946.85 89.85 0.00 - 0 0 0
17 Dec 966.85 89.85 0.00 - 0 0 0
16 Dec 990.35 89.85 0.00 - 0 0 0
13 Dec 999.85 89.85 0.00 - 0 0 0
12 Dec 1005.80 89.85 0.00 - 0 0 0
10 Dec 1012.95 89.85 0.00 - 0 0 0
9 Dec 1011.90 89.85 0.00 - 0 0 0
6 Dec 1003.80 89.85 0.00 - 0 0 0
2 Dec 989.80 89.85 - 0 0 0


For Jsw Steel Limited - strike price 1030 expiring on 30JAN2025

Delta for 1030 PE is -

Historical price for 1030 PE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 89.85, 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 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 89.85, 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 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 89.85, 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 89.85, 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 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 89.85, 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 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 89.85, 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 JSWSTEEL was trading at 1012.95. The strike last trading price was 89.85, 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 89.85, 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 89.85, 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 89.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0