JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
14 Nov 2024 04:10 PM IST
JSWSTEEL 28NOV2024 1050 CE | ||||||||||
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Delta: 0.04
Vega: 0.17
Theta: -0.21
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 939.05 | 1.05 | -0.35 | 31.59 | 435 | 21 | 642 | |||
13 Nov | 935.95 | 1.4 | -0.85 | 33.04 | 936 | -79 | 627 | |||
12 Nov | 957.25 | 2.25 | -2.15 | 30.23 | 1,220 | 45 | 849 | |||
11 Nov | 979.00 | 4.4 | -4.20 | 27.50 | 1,892 | 110 | 806 | |||
8 Nov | 996.40 | 8.6 | 0.25 | 27.51 | 1,634 | -63 | 695 | |||
7 Nov | 989.80 | 8.35 | -2.75 | 27.71 | 1,375 | -43 | 761 | |||
6 Nov | 1008.65 | 11.1 | -1.55 | 24.97 | 2,381 | 23 | 805 | |||
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5 Nov | 999.50 | 12.65 | 8.05 | 28.40 | 2,473 | 427 | 780 | |||
4 Nov | 954.90 | 4.6 | -1.95 | 30.70 | 472 | 147 | 352 | |||
1 Nov | 968.30 | 6.55 | 0.20 | 28.58 | 59 | 6 | 207 | |||
31 Oct | 963.65 | 6.35 | 0.50 | - | 209 | 45 | 205 | |||
30 Oct | 957.30 | 5.85 | -0.90 | - | 147 | 48 | 161 | |||
29 Oct | 958.80 | 6.75 | -1.00 | - | 151 | 27 | 113 | |||
28 Oct | 967.25 | 7.75 | 0.15 | - | 202 | 35 | 86 | |||
25 Oct | 943.85 | 7.6 | -0.45 | - | 21 | 2 | 51 | |||
24 Oct | 958.10 | 8.05 | -1.60 | - | 20 | 14 | 49 | |||
23 Oct | 954.45 | 9.65 | -1.35 | - | 48 | -16 | 35 | |||
22 Oct | 963.65 | 11 | -2.75 | - | 61 | 16 | 51 | |||
21 Oct | 981.45 | 13.75 | -3.70 | - | 8 | -4 | 34 | |||
18 Oct | 992.60 | 17.45 | 1.45 | - | 5 | 2 | 37 | |||
17 Oct | 979.50 | 16 | 0.00 | - | 0 | 1 | 0 | |||
16 Oct | 989.35 | 16 | -5.00 | - | 29 | 1 | 35 | |||
15 Oct | 1000.85 | 21 | -9.70 | - | 2 | 0 | 32 | |||
14 Oct | 1012.50 | 30.7 | 2.40 | - | 21 | 20 | 33 | |||
11 Oct | 1012.05 | 28.3 | 3.35 | - | 2 | 1 | 13 | |||
10 Oct | 1007.40 | 24.95 | 1.45 | - | 2 | 1 | 11 | |||
9 Oct | 994.50 | 23.5 | -15.35 | - | 1 | 0 | 9 | |||
8 Oct | 998.20 | 38.85 | 0.00 | - | 0 | 1 | 0 | |||
7 Oct | 1018.75 | 38.85 | -1.40 | - | 3 | 1 | 9 | |||
4 Oct | 1033.75 | 40.25 | -0.55 | - | 17 | 8 | 8 | |||
3 Oct | 1039.10 | 40.8 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1050 expiring on 28NOV2024
Delta for 1050 CE is 0.04
Historical price for 1050 CE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 31.59, the open interest changed by 21 which increased total open position to 642
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 33.04, the open interest changed by -79 which decreased total open position to 627
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 2.25, which was -2.15 lower than the previous day. The implied volatity was 30.23, the open interest changed by 45 which increased total open position to 849
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 4.4, which was -4.20 lower than the previous day. The implied volatity was 27.50, the open interest changed by 110 which increased total open position to 806
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 8.6, which was 0.25 higher than the previous day. The implied volatity was 27.51, the open interest changed by -63 which decreased total open position to 695
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 8.35, which was -2.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by -43 which decreased total open position to 761
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 11.1, which was -1.55 lower than the previous day. The implied volatity was 24.97, the open interest changed by 23 which increased total open position to 805
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 12.65, which was 8.05 higher than the previous day. The implied volatity was 28.40, the open interest changed by 427 which increased total open position to 780
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 4.6, which was -1.95 lower than the previous day. The implied volatity was 30.70, the open interest changed by 147 which increased total open position to 352
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 6.55, which was 0.20 higher than the previous day. The implied volatity was 28.58, the open interest changed by 6 which increased total open position to 207
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 6.35, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 5.85, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 6.75, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 7.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 8.05, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 9.65, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 11, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 13.75, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 17.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct JSWSTEEL was trading at 979.50. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 16, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct JSWSTEEL was trading at 1000.85. The strike last trading price was 21, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct JSWSTEEL was trading at 1012.50. The strike last trading price was 30.7, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct JSWSTEEL was trading at 1012.05. The strike last trading price was 28.3, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct JSWSTEEL was trading at 1007.40. The strike last trading price was 24.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct JSWSTEEL was trading at 994.50. The strike last trading price was 23.5, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 38.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct JSWSTEEL was trading at 1018.75. The strike last trading price was 38.85, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct JSWSTEEL was trading at 1033.75. The strike last trading price was 40.25, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct JSWSTEEL was trading at 1039.10. The strike last trading price was 40.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
JSWSTEEL 28NOV2024 1050 PE | |||||||
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Delta: -0.96
Vega: 0.17
Theta: 0.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 939.05 | 107 | -8.00 | 31.41 | 1 | 0 | 71 |
13 Nov | 935.95 | 115 | 25.90 | 47.93 | 1 | 0 | 72 |
12 Nov | 957.25 | 89.1 | 11.60 | - | 1 | 0 | 73 |
11 Nov | 979.00 | 77.5 | 19.00 | 42.35 | 2 | 0 | 73 |
8 Nov | 996.40 | 58.5 | -4.30 | 28.39 | 100 | 53 | 77 |
7 Nov | 989.80 | 62.8 | 13.65 | 29.66 | 27 | -4 | 24 |
6 Nov | 1008.65 | 49.15 | -11.95 | 27.41 | 17 | 10 | 29 |
5 Nov | 999.50 | 61.1 | -41.70 | 33.31 | 22 | 1 | 19 |
4 Nov | 954.90 | 102.8 | 15.10 | 40.38 | 6 | 3 | 15 |
1 Nov | 968.30 | 87.7 | 0.00 | 0.00 | 0 | 12 | 0 |
31 Oct | 963.65 | 87.7 | 15.60 | - | 15 | 12 | 12 |
30 Oct | 957.30 | 72.1 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 958.80 | 72.1 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 967.25 | 72.1 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 943.85 | 72.1 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 958.10 | 72.1 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 954.45 | 72.1 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 963.65 | 72.1 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 981.45 | 72.1 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 992.60 | 72.1 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 979.50 | 72.1 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 989.35 | 72.1 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 1000.85 | 72.1 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 1012.50 | 72.1 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 1012.05 | 72.1 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 1007.40 | 72.1 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 994.50 | 72.1 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 998.20 | 72.1 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 1018.75 | 72.1 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 1033.75 | 72.1 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 1039.10 | 72.1 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1050 expiring on 28NOV2024
Delta for 1050 PE is -0.96
Historical price for 1050 PE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 107, which was -8.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 71
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 115, which was 25.90 higher than the previous day. The implied volatity was 47.93, the open interest changed by 0 which decreased total open position to 72
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 89.1, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 77.5, which was 19.00 higher than the previous day. The implied volatity was 42.35, the open interest changed by 0 which decreased total open position to 73
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 58.5, which was -4.30 lower than the previous day. The implied volatity was 28.39, the open interest changed by 53 which increased total open position to 77
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 62.8, which was 13.65 higher than the previous day. The implied volatity was 29.66, the open interest changed by -4 which decreased total open position to 24
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 49.15, which was -11.95 lower than the previous day. The implied volatity was 27.41, the open interest changed by 10 which increased total open position to 29
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 61.1, which was -41.70 lower than the previous day. The implied volatity was 33.31, the open interest changed by 1 which increased total open position to 19
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 102.8, which was 15.10 higher than the previous day. The implied volatity was 40.38, the open interest changed by 3 which increased total open position to 15
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 87.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 87.7, which was 15.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct JSWSTEEL was trading at 979.50. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct JSWSTEEL was trading at 1000.85. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct JSWSTEEL was trading at 1012.50. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct JSWSTEEL was trading at 1012.05. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct JSWSTEEL was trading at 1007.40. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct JSWSTEEL was trading at 994.50. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct JSWSTEEL was trading at 1018.75. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct JSWSTEEL was trading at 1033.75. The strike last trading price was 72.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct JSWSTEEL was trading at 1039.10. The strike last trading price was 72.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to