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

1028.4 -16.10 (-1.54%)

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Historical option data for JSWSTEEL

25 Apr 2025 04:10 PM IST
JSWSTEEL 29MAY2025 1040 CE
Delta: 0.48
Vega: 1.24
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1028.40 32.65 -11.05 29.60 950 92 535
24 Apr 1044.50 44 2.4 28.59 958 121 445
23 Apr 1039.20 39.95 -5.9 28.54 372 42 320
22 Apr 1044.20 45.4 4.45 28.25 811 145 280
21 Apr 1034.00 42 14.5 28.37 242 126 134
17 Apr 1007.20 27.5 -8.35 27.27 1 0 8
16 Apr 1009.40 35.85 3.6 31.66 12 6 8
15 Apr 1008.00 32.25 -7.15 28.56 3 1 1
11 Apr 990.25 39.4 0 2.77 0 0 0
9 Apr 945.55 39.4 0 5.82 0 0 0
8 Apr 954.60 39.4 0 5.14 0 0 0
7 Apr 930.30 39.4 0 7.07 0 0 0
4 Apr 1005.75 39.4 0 1.27 0 0 0
3 Apr 1044.05 39.4 0 - 0 0 0
2 Apr 1055.90 39.4 0 - 0 0 0
1 Apr 1056.25 39.4 0 - 0 0 0
28 Mar 1063.20 39.4 0 - 0 0 0
27 Mar 1059.75 39.4 0 - 0 0 0
26 Mar 1056.45 39.4 0 - 0 0 0
25 Mar 1061.70 39.4 0 - 0 0 0
24 Mar 1061.35 39.4 0 - 0 0 0
21 Mar 1058.70 39.4 0 - 0 0 0
20 Mar 1050.25 0 0 - 0 0 0
19 Mar 1033.35 0 0 - 0 0 0
18 Mar 1018.05 0 0 0.13 0 0 0
17 Mar 1005.70 0 0 0.97 0 0 0
13 Mar 1001.20 0 0 1.16 0 0 0
12 Mar 1010.40 0 0 0.51 0 0 0
11 Mar 1018.65 0 0 - 0 0 0
10 Mar 1013.50 0 0 0.31 0 0 0
7 Mar 1011.15 0 0 0.31 0 0 0
6 Mar 1011.10 0 0 0.34 0 0 0
5 Mar 1002.70 0 0 1.02 0 0 0
4 Mar 974.10 0 0 2.44 0 0 0
3 Mar 976.05 0 0 2.27 0 0 0


For Jsw Steel Limited - strike price 1040 expiring on 29MAY2025

Delta for 1040 CE is 0.48

Historical price for 1040 CE is as follows

On 25 Apr JSWSTEEL was trading at 1028.40. The strike last trading price was 32.65, which was -11.05 lower than the previous day. The implied volatity was 29.60, the open interest changed by 92 which increased total open position to 535


On 24 Apr JSWSTEEL was trading at 1044.50. The strike last trading price was 44, which was 2.4 higher than the previous day. The implied volatity was 28.59, the open interest changed by 121 which increased total open position to 445


On 23 Apr JSWSTEEL was trading at 1039.20. The strike last trading price was 39.95, which was -5.9 lower than the previous day. The implied volatity was 28.54, the open interest changed by 42 which increased total open position to 320


On 22 Apr JSWSTEEL was trading at 1044.20. The strike last trading price was 45.4, which was 4.45 higher than the previous day. The implied volatity was 28.25, the open interest changed by 145 which increased total open position to 280


On 21 Apr JSWSTEEL was trading at 1034.00. The strike last trading price was 42, which was 14.5 higher than the previous day. The implied volatity was 28.37, the open interest changed by 126 which increased total open position to 134


On 17 Apr JSWSTEEL was trading at 1007.20. The strike last trading price was 27.5, which was -8.35 lower than the previous day. The implied volatity was 27.27, the open interest changed by 0 which decreased total open position to 8


On 16 Apr JSWSTEEL was trading at 1009.40. The strike last trading price was 35.85, which was 3.6 higher than the previous day. The implied volatity was 31.66, the open interest changed by 6 which increased total open position to 8


On 15 Apr JSWSTEEL was trading at 1008.00. The strike last trading price was 32.25, which was -7.15 lower than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 1


On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0


On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0


On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0


On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 39.4, 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 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 39.4, 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 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 39.4, 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 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 39.4, 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 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 39.4, 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 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 39.4, 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 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 39.4, 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 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 39.4, 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 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 39.4, 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 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 0, 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 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 0, 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 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, 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 0, which was 0 lower than the previous day. The implied volatity was 0.97, 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 0, which was 0 lower than the previous day. The implied volatity was 1.16, 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 0, which was 0 lower than the previous day. The implied volatity was 0.51, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.31, 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 0, which was 0 lower than the previous day. The implied volatity was 0.31, 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 0, which was 0 lower than the previous day. The implied volatity was 0.34, 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 0, which was 0 lower than the previous day. The implied volatity was 1.02, 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 0, which was 0 lower than the previous day. The implied volatity was 2.44, 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 0, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


JSWSTEEL 29MAY2025 1040 PE
Delta: -0.52
Vega: 1.24
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1028.40 42.95 11 30.68 826 38 374
24 Apr 1044.50 31.75 -6.15 29.91 366 142 337
23 Apr 1039.20 39.45 5.2 32.74 165 57 189
22 Apr 1044.20 34.25 -5.35 31.51 268 95 131
21 Apr 1034.00 38.3 -18.65 31.82 61 28 32
17 Apr 1007.20 56.95 0 0.00 0 0 0
16 Apr 1009.40 56.95 0 0.00 0 4 0
15 Apr 1008.00 56.95 -29 33.22 4 3 3
11 Apr 990.25 85.95 0 - 0 0 0
9 Apr 945.55 85.95 0 - 0 0 0
8 Apr 954.60 85.95 0 - 0 0 0
7 Apr 930.30 85.95 0 - 0 0 0
4 Apr 1005.75 85.95 0 - 0 0 0
3 Apr 1044.05 85.95 0 1.45 0 0 0
2 Apr 1055.90 85.95 0 2.18 0 0 0
1 Apr 1056.25 85.95 0 2.48 0 0 0
28 Mar 1063.20 85.95 0 2.48 0 0 0
27 Mar 1059.75 85.95 0 2.54 0 0 0
26 Mar 1056.45 85.95 0 2.22 0 0 0
25 Mar 1061.70 85.95 0 2.68 0 0 0
24 Mar 1061.35 85.95 0 2.71 0 0 0
21 Mar 1058.70 85.95 0 2.33 0 0 0
20 Mar 1050.25 85.95 0 1.62 0 0 0
19 Mar 1033.35 85.95 0 0.71 0 0 0
18 Mar 1018.05 0 0 - 0 0 0
17 Mar 1005.70 0 0 - 0 0 0
13 Mar 1001.20 0 0 - 0 0 0
12 Mar 1010.40 0 0 - 0 0 0
11 Mar 1018.65 0 0 0.15 0 0 0
10 Mar 1013.50 0 0 - 0 0 0
7 Mar 1011.15 0 0 - 0 0 0
6 Mar 1011.10 0 0 - 0 0 0
5 Mar 1002.70 0 0 - 0 0 0
4 Mar 974.10 0 0 - 0 0 0
3 Mar 976.05 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1040 expiring on 29MAY2025

Delta for 1040 PE is -0.52

Historical price for 1040 PE is as follows

On 25 Apr JSWSTEEL was trading at 1028.40. The strike last trading price was 42.95, which was 11 higher than the previous day. The implied volatity was 30.68, the open interest changed by 38 which increased total open position to 374


On 24 Apr JSWSTEEL was trading at 1044.50. The strike last trading price was 31.75, which was -6.15 lower than the previous day. The implied volatity was 29.91, the open interest changed by 142 which increased total open position to 337


On 23 Apr JSWSTEEL was trading at 1039.20. The strike last trading price was 39.45, which was 5.2 higher than the previous day. The implied volatity was 32.74, the open interest changed by 57 which increased total open position to 189


On 22 Apr JSWSTEEL was trading at 1044.20. The strike last trading price was 34.25, which was -5.35 lower than the previous day. The implied volatity was 31.51, the open interest changed by 95 which increased total open position to 131


On 21 Apr JSWSTEEL was trading at 1034.00. The strike last trading price was 38.3, which was -18.65 lower than the previous day. The implied volatity was 31.82, the open interest changed by 28 which increased total open position to 32


On 17 Apr JSWSTEEL was trading at 1007.20. The strike last trading price was 56.95, 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 16 Apr JSWSTEEL was trading at 1009.40. The strike last trading price was 56.95, which was 0 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 15 Apr JSWSTEEL was trading at 1008.00. The strike last trading price was 56.95, which was -29 lower than the previous day. The implied volatity was 33.22, the open interest changed by 3 which increased total open position to 3


On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 85.95, 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 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 85.95, 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 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 85.95, 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 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 85.95, 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 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 85.95, 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 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 2.48, 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 85.95, which was 0 lower than the previous day. The implied volatity was 2.54, 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 85.95, which was 0 lower than the previous day. The implied volatity was 2.22, 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 85.95, which was 0 lower than the previous day. The implied volatity was 2.68, 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 85.95, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0


On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 85.95, which was 0 lower than the previous day. The implied volatity was 1.62, 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 85.95, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.15, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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