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

939.05 3.10 (0.33%)

Back to Option Chain


Historical option data for JSWSTEEL

14 Nov 2024 04:10 PM IST
JSWSTEEL 28NOV2024 1060 CE
Delta: 0.04
Vega: 0.16
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 0.95 -0.30 33.19 75 -5 354
13 Nov 935.95 1.25 -0.55 34.49 429 36 367
12 Nov 957.25 1.8 -1.80 30.98 555 -38 346
11 Nov 979.00 3.6 -3.25 28.43 624 61 384
8 Nov 996.40 6.85 0.00 27.82 617 53 327
7 Nov 989.80 6.85 -2.50 28.27 788 14 274
6 Nov 1008.65 9.35 -1.20 25.89 1,044 18 263
5 Nov 999.50 10.55 6.85 29.63 856 175 246
4 Nov 954.90 3.7 -1.70 30.93 84 31 73
1 Nov 968.30 5.4 0.35 28.94 10 2 41
31 Oct 963.65 5.05 -0.05 - 44 29 41
30 Oct 957.30 5.1 -2.00 - 3 1 10
29 Oct 958.80 7.1 0.00 - 0 -4 0
28 Oct 967.25 7.1 -6.25 - 16 -3 10
25 Oct 943.85 13.35 0.00 - 1 0 13
24 Oct 958.10 13.35 0.00 - 0 0 0
23 Oct 954.45 13.35 0.00 - 0 0 0
22 Oct 963.65 13.35 0.00 - 0 0 0
21 Oct 981.45 13.35 0.00 - 0 0 0
18 Oct 992.60 13.35 0.00 - 0 0 0
17 Oct 979.50 13.35 0.00 - 0 1 0
16 Oct 989.35 13.35 -5.85 - 2 0 12
15 Oct 1000.85 19.2 -3.70 - 1 0 12
14 Oct 1012.50 22.9 0.00 - 0 0 0
11 Oct 1012.05 22.9 0.00 - 0 0 0
9 Oct 994.50 22.9 0.00 - 0 1 0
8 Oct 998.20 22.9 -20.45 - 1 0 11
7 Oct 1018.75 43.35 0.00 - 0 10 0
4 Oct 1033.75 43.35 -2.50 - 19 7 8
3 Oct 1039.10 45.85 18.75 - 2 1 1
26 Sept 1005.55 27.1 0.00 - 0 0 0
25 Sept 982.65 27.1 0.00 - 0 0 0
24 Sept 989.70 27.1 0.00 - 0 0 0
23 Sept 982.10 27.1 0.00 - 0 0 0
20 Sept 981.55 27.1 27.10 - 0 0 0
17 Sept 964.25 0 0.00 - 0 0 0
16 Sept 971.00 0 - 0 0 0


For Jsw Steel Limited - strike price 1060 expiring on 28NOV2024

Delta for 1060 CE is 0.04

Historical price for 1060 CE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 33.19, the open interest changed by -5 which decreased total open position to 354


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 34.49, the open interest changed by 36 which increased total open position to 367


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 1.8, which was -1.80 lower than the previous day. The implied volatity was 30.98, the open interest changed by -38 which decreased total open position to 346


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 3.6, which was -3.25 lower than the previous day. The implied volatity was 28.43, the open interest changed by 61 which increased total open position to 384


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 53 which increased total open position to 327


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 6.85, which was -2.50 lower than the previous day. The implied volatity was 28.27, the open interest changed by 14 which increased total open position to 274


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 9.35, which was -1.20 lower than the previous day. The implied volatity was 25.89, the open interest changed by 18 which increased total open position to 263


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 10.55, which was 6.85 higher than the previous day. The implied volatity was 29.63, the open interest changed by 175 which increased total open position to 246


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 3.7, which was -1.70 lower than the previous day. The implied volatity was 30.93, the open interest changed by 31 which increased total open position to 73


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 41


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 5.05, which was -0.05 lower 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 5.1, which was -2.00 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 7.1, 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 7.1, which was -6.25 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 13.35, 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 13.35, 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 13.35, 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 13.35, 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 13.35, 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 13.35, 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 13.35, 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 13.35, which was -5.85 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 19.2, 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 14 Oct JSWSTEEL was trading at 1012.50. The strike last trading price was 22.9, 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 22.9, 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 22.9, 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 22.9, which was -20.45 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 43.35, 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 43.35, which was -2.50 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 45.85, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept JSWSTEEL was trading at 1005.55. The strike last trading price was 27.1, 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 Sept JSWSTEEL was trading at 982.65. The strike last trading price was 27.1, 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 Sept JSWSTEEL was trading at 989.70. The strike last trading price was 27.1, 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 Sept JSWSTEEL was trading at 982.10. The strike last trading price was 27.1, 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 20 Sept JSWSTEEL was trading at 981.55. The strike last trading price was 27.1, which was 27.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept JSWSTEEL was trading at 964.25. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 971.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JSWSTEEL 28NOV2024 1060 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 120.4 0.00 0.00 0 -5 0
13 Nov 935.95 120.4 41.05 36.45 5 -4 29
12 Nov 957.25 79.35 0.00 0.00 0 1 0
11 Nov 979.00 79.35 12.55 32.00 3 0 32
8 Nov 996.40 66.8 -4.50 28.95 3 1 33
7 Nov 989.80 71.3 14.75 30.49 23 6 31
6 Nov 1008.65 56.55 -13.65 27.54 10 1 24
5 Nov 999.50 70.2 -29.30 35.44 9 1 23
4 Nov 954.90 99.5 5.55 - 4 0 18
1 Nov 968.30 93.95 0.00 0.00 0 18 0
31 Oct 963.65 93.95 -34.35 - 22 18 18
30 Oct 957.30 128.3 0.00 - 0 0 0
29 Oct 958.80 128.3 0.00 - 0 0 0
28 Oct 967.25 128.3 0.00 - 0 0 0
25 Oct 943.85 128.3 0.00 - 0 0 0
24 Oct 958.10 128.3 0.00 - 0 0 0
23 Oct 954.45 128.3 0.00 - 0 0 0
22 Oct 963.65 128.3 0.00 - 0 0 0
21 Oct 981.45 128.3 0.00 - 0 0 0
18 Oct 992.60 128.3 0.00 - 0 0 0
17 Oct 979.50 128.3 0.00 - 0 0 0
16 Oct 989.35 128.3 0.00 - 0 0 0
15 Oct 1000.85 128.3 0.00 - 0 0 0
14 Oct 1012.50 128.3 0.00 - 0 0 0
11 Oct 1012.05 128.3 0.00 - 0 0 0
9 Oct 994.50 128.3 0.00 - 0 0 0
8 Oct 998.20 128.3 0.00 - 0 0 0
7 Oct 1018.75 128.3 0.00 - 0 0 0
4 Oct 1033.75 128.3 0.00 - 0 0 0
3 Oct 1039.10 128.3 128.30 - 0 0 0
26 Sept 1005.55 0 0.00 - 0 0 0
25 Sept 982.65 0 0.00 - 0 0 0
24 Sept 989.70 0 0.00 - 0 0 0
23 Sept 982.10 0 0.00 - 0 0 0
20 Sept 981.55 0 0.00 - 0 0 0
17 Sept 964.25 0 0.00 - 0 0 0
16 Sept 971.00 0 - 0 0 0


For Jsw Steel Limited - strike price 1060 expiring on 28NOV2024

Delta for 1060 PE is 0.00

Historical price for 1060 PE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 120.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 120.4, which was 41.05 higher than the previous day. The implied volatity was 36.45, the open interest changed by -4 which decreased total open position to 29


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 79.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 79.35, which was 12.55 higher than the previous day. The implied volatity was 32.00, the open interest changed by 0 which decreased total open position to 32


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 66.8, which was -4.50 lower than the previous day. The implied volatity was 28.95, the open interest changed by 1 which increased total open position to 33


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 71.3, which was 14.75 higher than the previous day. The implied volatity was 30.49, the open interest changed by 6 which increased total open position to 31


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 56.55, which was -13.65 lower than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 24


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 70.2, which was -29.30 lower than the previous day. The implied volatity was 35.44, the open interest changed by 1 which increased total open position to 23


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 99.5, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 93.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 93.95, which was -34.35 lower 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, 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 128.3, which was 128.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept JSWSTEEL was trading at 1005.55. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 982.65. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 989.70. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 982.10. The strike last trading price was 0, 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 20 Sept JSWSTEEL was trading at 981.55. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 964.25. The strike last trading price was 0, 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 Sept JSWSTEEL was trading at 971.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to