[--[65.84.65.76]--]

JSWSTEEL

Jsw Steel Limited
1107.8 -11.30 (-1.01%)
L: 1099.3 H: 1120.6

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Historical option data for JSWSTEEL

09 Dec 2025 04:10 PM IST
JSWSTEEL 30-DEC-2025 1060 CE
Delta: 0.83
Vega: 0.68
Theta: -0.59
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1107.80 56.95 -12.55 21.69 10 1 154
8 Dec 1119.10 67.3 -32.7 17.83 13 -4 153
5 Dec 1162.20 100 -0.6 - 0 151 0
4 Dec 1150.60 100 -0.6 23.96 189 151 157
3 Dec 1143.60 100.6 -12.3 32.31 7 2 5
2 Dec 1162.00 112.9 1.9 - 0 1 0
1 Dec 1168.40 112.9 1.9 - 1 0 2
28 Nov 1160.30 111 37 - 2 0 1
27 Nov 1160.60 74 -51.45 - 0 0 0
26 Nov 1154.40 74 -51.45 - 0 1 0
25 Nov 1112.00 74 -51.45 28.40 1 0 0
24 Nov 1106.00 125.45 0 - 0 0 0
21 Nov 1140.30 125.45 0 - 0 0 0
20 Nov 1170.00 125.45 0 - 0 0 0
19 Nov 1164.90 125.45 0 - 0 0 0
18 Nov 1163.00 125.45 0 - 0 0 0
24 Oct 1141.40 0 0 - 0 0 0
23 Oct 1138.20 0 0 - 0 0 0
21 Oct 1152.50 0 0 - 0 0 0
14 Oct 1147.80 0 0 - 0 0 0
8 Oct 1145.20 0 0 - 0 0 0
7 Oct 1156.80 0 0 - 0 0 0
6 Oct 1159.90 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1060 expiring on 30DEC2025

Delta for 1060 CE is 0.83

Historical price for 1060 CE is as follows

On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 56.95, which was -12.55 lower than the previous day. The implied volatity was 21.69, the open interest changed by 1 which increased total open position to 154


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 67.3, which was -32.7 lower than the previous day. The implied volatity was 17.83, the open interest changed by -4 which decreased total open position to 153


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 100, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 0


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 100, which was -0.6 lower than the previous day. The implied volatity was 23.96, the open interest changed by 151 which increased total open position to 157


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 100.6, which was -12.3 lower than the previous day. The implied volatity was 32.31, the open interest changed by 2 which increased total open position to 5


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 112.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 112.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 111, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 74, which was -51.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 74, which was -51.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 74, which was -51.45 lower than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 0


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 125.45, 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 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 125.45, 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 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 125.45, 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 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 125.45, 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 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 125.45, 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 Oct JSWSTEEL was trading at 1141.40. 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 23 Oct JSWSTEEL was trading at 1138.20. 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 21 Oct JSWSTEEL was trading at 1152.50. 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 14 Oct JSWSTEEL was trading at 1147.80. 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 8 Oct JSWSTEEL was trading at 1145.20. 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 7 Oct JSWSTEEL was trading at 1156.80. 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 Oct JSWSTEEL was trading at 1159.90. 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


JSWSTEEL 30DEC2025 1060 PE
Delta: -0.20
Vega: 0.75
Theta: -0.38
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1107.80 7.7 1.65 24.81 691 111 500
8 Dec 1119.10 6.5 4.5 26.13 472 193 388
5 Dec 1162.20 1.85 -1.35 24.94 233 -32 195
4 Dec 1150.60 3.4 -1.45 25.48 196 -78 225
3 Dec 1143.60 4.7 1.65 26.33 1,320 153 300
2 Dec 1162.00 3.1 0.25 25.79 72 9 147
1 Dec 1168.40 2.95 -0.55 25.91 211 8 137
28 Nov 1160.30 3.25 -0.5 25.20 180 19 130
27 Nov 1160.60 3.95 -0.75 25.24 128 -1 110
26 Nov 1154.40 4.65 -4.3 25.27 186 40 111
25 Nov 1112.00 9.1 -1.9 22.19 103 12 70
24 Nov 1106.00 10.9 3.95 24.79 90 47 48
21 Nov 1140.30 6.95 -19.75 24.07 1 0 0
20 Nov 1170.00 26.7 0 8.54 0 0 0
19 Nov 1164.90 26.7 0 8.49 0 0 0
18 Nov 1163.00 26.7 0 8.04 0 0 0
24 Oct 1141.40 26.7 0 - 0 0 0
23 Oct 1138.20 26.7 0 5.57 0 0 0
21 Oct 1152.50 26.7 0 - 0 0 0
14 Oct 1147.80 26.7 0 - 0 0 0
8 Oct 1145.20 26.7 0 - 0 0 0
7 Oct 1156.80 0 0 - 0 0 0
6 Oct 1159.90 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1060 expiring on 30DEC2025

Delta for 1060 PE is -0.20

Historical price for 1060 PE is as follows

On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 7.7, which was 1.65 higher than the previous day. The implied volatity was 24.81, the open interest changed by 111 which increased total open position to 500


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 6.5, which was 4.5 higher than the previous day. The implied volatity was 26.13, the open interest changed by 193 which increased total open position to 388


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 1.85, which was -1.35 lower than the previous day. The implied volatity was 24.94, the open interest changed by -32 which decreased total open position to 195


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 3.4, which was -1.45 lower than the previous day. The implied volatity was 25.48, the open interest changed by -78 which decreased total open position to 225


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 4.7, which was 1.65 higher than the previous day. The implied volatity was 26.33, the open interest changed by 153 which increased total open position to 300


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 25.79, the open interest changed by 9 which increased total open position to 147


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 25.91, the open interest changed by 8 which increased total open position to 137


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 25.20, the open interest changed by 19 which increased total open position to 130


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 3.95, which was -0.75 lower than the previous day. The implied volatity was 25.24, the open interest changed by -1 which decreased total open position to 110


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 4.65, which was -4.3 lower than the previous day. The implied volatity was 25.27, the open interest changed by 40 which increased total open position to 111


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 9.1, which was -1.9 lower than the previous day. The implied volatity was 22.19, the open interest changed by 12 which increased total open position to 70


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 10.9, which was 3.95 higher than the previous day. The implied volatity was 24.79, the open interest changed by 47 which increased total open position to 48


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 6.95, which was -19.75 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 0


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 8.54, the open interest changed by 0 which decreased total open position to 0


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0


On 24 Oct JSWSTEEL was trading at 1141.40. The strike last trading price was 26.7, 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 23 Oct JSWSTEEL was trading at 1138.20. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 21 Oct JSWSTEEL was trading at 1152.50. The strike last trading price was 26.7, 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 14 Oct JSWSTEEL was trading at 1147.80. The strike last trading price was 26.7, 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 Oct JSWSTEEL was trading at 1145.20. The strike last trading price was 26.7, 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 Oct JSWSTEEL was trading at 1156.80. 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 Oct JSWSTEEL was trading at 1159.90. 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