JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
11 Apr 2025 04:10 PM IST
| JSWSTEEL 24APR2025 1060 CE | ||||||||||
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Delta: 0.17
Vega: 0.48
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 990.25 | 5.65 | 2.45 | 33.63 | 1,457 | 409 | 1,073 | |||
| 9 Apr | 945.55 | 3.1 | -1.55 | 38.23 | 409 | -17 | 663 | |||
| 8 Apr | 954.60 | 4.65 | 0.7 | 39.32 | 640 | 38 | 681 | |||
| 7 Apr | 930.30 | 3.55 | -4.45 | 42.62 | 1,632 | 76 | 644 | |||
| 4 Apr | 1005.75 | 8.65 | -10.8 | 26.20 | 2,138 | -3 | 570 | |||
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| 3 Apr | 1044.05 | 18.95 | -8 | 23.92 | 1,205 | 41 | 575 | |||
| 2 Apr | 1055.90 | 26.45 | -1.55 | 24.75 | 1,347 | 144 | 534 | |||
| 1 Apr | 1056.25 | 28.4 | -2.6 | 23.56 | 1,265 | 78 | 383 | |||
| 28 Mar | 1063.20 | 31.35 | -2.25 | 22.35 | 954 | 13 | 305 | |||
| 27 Mar | 1059.75 | 34.1 | 1.5 | 25.15 | 674 | 9 | 292 | |||
| 26 Mar | 1056.45 | 32.7 | -4.2 | 27.05 | 496 | 78 | 285 | |||
| 25 Mar | 1061.70 | 36.2 | -0.4 | 26.33 | 505 | 45 | 207 | |||
| 24 Mar | 1061.35 | 36.5 | 2.9 | 25.22 | 411 | 2 | 163 | |||
| 21 Mar | 1058.70 | 34.25 | 5.05 | 22.43 | 574 | 35 | 161 | |||
| 20 Mar | 1050.25 | 29.9 | 5.95 | 23.37 | 534 | -19 | 124 | |||
| 19 Mar | 1033.35 | 23.3 | 2 | 25.76 | 165 | 106 | 143 | |||
| 18 Mar | 1018.05 | 21.3 | 5.3 | 26.92 | 17 | 4 | 37 | |||
| 17 Mar | 1005.70 | 16 | -1 | 24.88 | 32 | 18 | 31 | |||
| 13 Mar | 1001.20 | 17 | -6.8 | 25.98 | 15 | 0 | 16 | |||
| 12 Mar | 1010.40 | 23.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1018.65 | 23.8 | -2.35 | 25.38 | 1 | 0 | 16 | |||
| 10 Mar | 1013.50 | 26.15 | 2.25 | 29.01 | 16 | 1 | 1 | |||
| 24 Feb | 966.80 | 23.9 | 0 | 4.60 | 0 | 0 | 0 | |||
| 21 Feb | 981.90 | 23.9 | 0 | 3.76 | 0 | 0 | 0 | |||
| 20 Feb | 981.15 | 23.9 | 0 | 3.86 | 0 | 0 | 0 | |||
| 19 Feb | 977.35 | 23.9 | 0 | 3.82 | 0 | 0 | 0 | |||
| 18 Feb | 978.80 | 23.9 | 0 | 4.62 | 0 | 0 | 0 | |||
| 17 Feb | 973.55 | 23.9 | 0 | 4.87 | 0 | 0 | 0 | |||
| 14 Feb | 964.60 | 23.9 | 0 | 4.69 | 0 | 0 | 0 | |||
| 13 Feb | 969.80 | 23.9 | 0 | 4.44 | 0 | 0 | 0 | |||
| 7 Feb | 980.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Jsw Steel Limited - strike price 1060 expiring on 24APR2025
Delta for 1060 CE is 0.17
Historical price for 1060 CE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 5.65, which was 2.45 higher than the previous day. The implied volatity was 33.63, the open interest changed by 409 which increased total open position to 1073
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 38.23, the open interest changed by -17 which decreased total open position to 663
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 4.65, which was 0.7 higher than the previous day. The implied volatity was 39.32, the open interest changed by 38 which increased total open position to 681
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 3.55, which was -4.45 lower than the previous day. The implied volatity was 42.62, the open interest changed by 76 which increased total open position to 644
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 8.65, which was -10.8 lower than the previous day. The implied volatity was 26.20, the open interest changed by -3 which decreased total open position to 570
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 18.95, which was -8 lower than the previous day. The implied volatity was 23.92, the open interest changed by 41 which increased total open position to 575
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 26.45, which was -1.55 lower than the previous day. The implied volatity was 24.75, the open interest changed by 144 which increased total open position to 534
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 28.4, which was -2.6 lower than the previous day. The implied volatity was 23.56, the open interest changed by 78 which increased total open position to 383
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 31.35, which was -2.25 lower than the previous day. The implied volatity was 22.35, the open interest changed by 13 which increased total open position to 305
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 34.1, which was 1.5 higher than the previous day. The implied volatity was 25.15, the open interest changed by 9 which increased total open position to 292
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 32.7, which was -4.2 lower than the previous day. The implied volatity was 27.05, the open interest changed by 78 which increased total open position to 285
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 36.2, which was -0.4 lower than the previous day. The implied volatity was 26.33, the open interest changed by 45 which increased total open position to 207
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 36.5, which was 2.9 higher than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 163
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 34.25, which was 5.05 higher than the previous day. The implied volatity was 22.43, the open interest changed by 35 which increased total open position to 161
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 29.9, which was 5.95 higher than the previous day. The implied volatity was 23.37, the open interest changed by -19 which decreased total open position to 124
On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 23.3, which was 2 higher than the previous day. The implied volatity was 25.76, the open interest changed by 106 which increased total open position to 143
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 21.3, which was 5.3 higher than the previous day. The implied volatity was 26.92, the open interest changed by 4 which increased total open position to 37
On 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 24.88, the open interest changed by 18 which increased total open position to 31
On 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 17, which was -6.8 lower than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 16
On 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 23.8, 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 11 Mar JSWSTEEL was trading at 1018.65. The strike last trading price was 23.8, which was -2.35 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 16
On 10 Mar JSWSTEEL was trading at 1013.50. The strike last trading price was 26.15, which was 2.25 higher than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 1
On 24 Feb JSWSTEEL was trading at 966.80. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
On 21 Feb JSWSTEEL was trading at 981.90. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 20 Feb JSWSTEEL was trading at 981.15. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 19 Feb JSWSTEEL was trading at 977.35. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 18 Feb JSWSTEEL was trading at 978.80. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 17 Feb JSWSTEEL was trading at 973.55. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 14 Feb JSWSTEEL was trading at 964.60. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 13 Feb JSWSTEEL was trading at 969.80. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 7 Feb JSWSTEEL was trading at 980.75. The strike last trading price was 0, 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
| JSWSTEEL 24APR2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.50
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 990.25 | 70.05 | -50.8 | 35.41 | 31 | -15 | 202 |
| 9 Apr | 945.55 | 120.85 | 0 | 0.00 | 0 | -3 | 0 |
| 8 Apr | 954.60 | 120.85 | -9.25 | 69.57 | 15 | -3 | 217 |
| 7 Apr | 930.30 | 128 | 72.2 | 40.65 | 122 | -45 | 220 |
| 4 Apr | 1005.75 | 53.65 | 23.45 | 25.02 | 597 | -143 | 265 |
| 3 Apr | 1044.05 | 31.25 | 6.35 | 25.37 | 842 | -48 | 409 |
| 2 Apr | 1055.90 | 26 | 1 | 26.03 | 895 | -42 | 459 |
| 1 Apr | 1056.25 | 24.6 | -0.5 | 26.28 | 1,622 | 99 | 495 |
| 28 Mar | 1063.20 | 26 | 0.75 | 27.08 | 1,241 | 29 | 396 |
| 27 Mar | 1059.75 | 24.8 | -5.4 | 24.94 | 794 | -7 | 372 |
| 26 Mar | 1056.45 | 30.5 | 0.05 | 26.36 | 1,404 | -406 | 380 |
| 25 Mar | 1061.70 | 31.05 | 3.15 | 29.10 | 1,438 | 656 | 784 |
| 24 Mar | 1061.35 | 27.7 | -0.2 | 26.62 | 257 | 48 | 128 |
| 21 Mar | 1058.70 | 27.55 | -11.85 | 25.25 | 95 | 74 | 80 |
| 20 Mar | 1050.25 | 39.4 | -76 | 29.51 | 6 | 0 | 0 |
| 19 Mar | 1033.35 | 115.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1018.05 | 115.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1005.70 | 115.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1001.20 | 115.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1010.40 | 115.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1018.65 | 115.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1013.50 | 115.4 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 966.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 981.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 981.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 977.35 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 978.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 973.55 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 964.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 969.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 980.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1060 expiring on 24APR2025
Delta for 1060 PE is -0.81
Historical price for 1060 PE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 70.05, which was -50.8 lower than the previous day. The implied volatity was 35.41, the open interest changed by -15 which decreased total open position to 202
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 120.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 120.85, which was -9.25 lower than the previous day. The implied volatity was 69.57, the open interest changed by -3 which decreased total open position to 217
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 128, which was 72.2 higher than the previous day. The implied volatity was 40.65, the open interest changed by -45 which decreased total open position to 220
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 53.65, which was 23.45 higher than the previous day. The implied volatity was 25.02, the open interest changed by -143 which decreased total open position to 265
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 31.25, which was 6.35 higher than the previous day. The implied volatity was 25.37, the open interest changed by -48 which decreased total open position to 409
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 26, which was 1 higher than the previous day. The implied volatity was 26.03, the open interest changed by -42 which decreased total open position to 459
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 24.6, which was -0.5 lower than the previous day. The implied volatity was 26.28, the open interest changed by 99 which increased total open position to 495
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 26, which was 0.75 higher than the previous day. The implied volatity was 27.08, the open interest changed by 29 which increased total open position to 396
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 24.8, which was -5.4 lower than the previous day. The implied volatity was 24.94, the open interest changed by -7 which decreased total open position to 372
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 30.5, which was 0.05 higher than the previous day. The implied volatity was 26.36, the open interest changed by -406 which decreased total open position to 380
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 31.05, which was 3.15 higher than the previous day. The implied volatity was 29.10, the open interest changed by 656 which increased total open position to 784
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 27.7, which was -0.2 lower than the previous day. The implied volatity was 26.62, the open interest changed by 48 which increased total open position to 128
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 27.55, which was -11.85 lower than the previous day. The implied volatity was 25.25, the open interest changed by 74 which increased total open position to 80
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 39.4, which was -76 lower than the previous day. The implied volatity was 29.51, 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 115.4, 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 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 115.4, 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 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 115.4, 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 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 115.4, 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 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 115.4, 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 11 Mar JSWSTEEL was trading at 1018.65. The strike last trading price was 115.4, 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 10 Mar JSWSTEEL was trading at 1013.50. The strike last trading price was 115.4, 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 Feb JSWSTEEL was trading at 966.80. 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 21 Feb JSWSTEEL was trading at 981.90. 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
On 20 Feb JSWSTEEL was trading at 981.15. 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 19 Feb JSWSTEEL was trading at 977.35. 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 Feb JSWSTEEL was trading at 978.80. 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 17 Feb JSWSTEEL was trading at 973.55. 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 Feb JSWSTEEL was trading at 964.60. 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 Feb JSWSTEEL was trading at 969.80. 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 7 Feb JSWSTEEL was trading at 980.75. The strike last trading price was 0, 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
