JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 1050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.31
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 1.6 | -0.55 | 25.77 | 327 | 21 | 248 | |||
| 26 Dec | 914.45 | 2.15 | -1.10 | 26.89 | 256 | 61 | 227 | |||
| 24 Dec | 921.85 | 3.25 | -1.60 | 26.93 | 83 | 24 | 162 | |||
| 23 Dec | 937.05 | 4.85 | -0.15 | 26.45 | 85 | 24 | 139 | |||
| 20 Dec | 917.35 | 5 | -0.05 | 27.01 | 252 | 19 | 115 | |||
| 19 Dec | 925.95 | 5.05 | -1.45 | 27.96 | 65 | 20 | 97 | |||
| 18 Dec | 946.85 | 6.5 | -3.75 | 24.79 | 43 | 21 | 78 | |||
| 17 Dec | 966.85 | 10.25 | -5.20 | 25.87 | 58 | 22 | 67 | |||
| 16 Dec | 990.35 | 15.45 | -6.55 | 23.71 | 27 | 15 | 44 | |||
| 13 Dec | 999.85 | 22 | -3.00 | 26.15 | 17 | 4 | 29 | |||
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| 12 Dec | 1005.80 | 25 | -1.00 | 26.56 | 1 | 0 | 24 | |||
| 10 Dec | 1012.95 | 26 | 0.00 | 0.00 | 0 | 21 | 0 | |||
| 9 Dec | 1011.90 | 26 | 5.50 | 23.63 | 21 | 2 | 5 | |||
| 6 Dec | 1003.80 | 20.5 | 21.02 | 3 | 2 | 2 | ||||
For Jsw Steel Limited - strike price 1050 expiring on 30JAN2025
Delta for 1050 CE is 0.05
Historical price for 1050 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by 21 which increased total open position to 248
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 2.15, which was -1.10 lower than the previous day. The implied volatity was 26.89, the open interest changed by 61 which increased total open position to 227
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 3.25, which was -1.60 lower than the previous day. The implied volatity was 26.93, the open interest changed by 24 which increased total open position to 162
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by 24 which increased total open position to 139
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 5, which was -0.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by 19 which increased total open position to 115
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 5.05, which was -1.45 lower than the previous day. The implied volatity was 27.96, the open interest changed by 20 which increased total open position to 97
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 6.5, which was -3.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by 21 which increased total open position to 78
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 10.25, which was -5.20 lower than the previous day. The implied volatity was 25.87, the open interest changed by 22 which increased total open position to 67
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 15.45, which was -6.55 lower than the previous day. The implied volatity was 23.71, the open interest changed by 15 which increased total open position to 44
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 22, which was -3.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by 4 which increased total open position to 29
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 25, which was -1.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 24
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 26, which was 5.50 higher than the previous day. The implied volatity was 23.63, the open interest changed by 2 which increased total open position to 5
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was 21.02, the open interest changed by 2 which increased total open position to 2
| JSWSTEEL 30JAN2025 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 914.45 | 118 | 0.00 | 0.00 | 0 | 5 | 0 |
| 24 Dec | 921.85 | 118 | 18.00 | 25.02 | 5 | 4 | 6 |
| 23 Dec | 937.05 | 100 | -4.35 | - | 4 | 1 | 1 |
| 20 Dec | 917.35 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 925.95 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 946.85 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 966.85 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 990.35 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 999.85 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1005.80 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1011.90 | 104.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1003.80 | 104.35 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 1050 expiring on 30JAN2025
Delta for 1050 PE is 0.00
Historical price for 1050 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 118, 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 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 118, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 118, which was 18.00 higher than the previous day. The implied volatity was 25.02, the open interest changed by 4 which increased total open position to 6
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 100, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, 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 104.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
