JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
09 Dec 2025 04:10 PM IST
| JSWSTEEL 30-DEC-2025 1070 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.80
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1107.80 | 49.3 | -42.2 | 22.12 | 11 | 6 | 17 | |||||||||
| 8 Dec | 1119.10 | 91.5 | -13.5 | - | 0 | 0 | 11 | |||||||||
| 5 Dec | 1162.20 | 91.5 | -13.5 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1150.60 | 91.5 | -13.5 | - | 0 | 6 | 0 | |||||||||
| 3 Dec | 1143.60 | 91.5 | -13.5 | 30.94 | 9 | 5 | 10 | |||||||||
| 2 Dec | 1162.00 | 105 | 9.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1168.40 | 105 | 9.05 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 1160.30 | 105 | 9.05 | 20.97 | 3 | 1 | 5 | |||||||||
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| 27 Nov | 1160.60 | 95.95 | 31.7 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1154.40 | 95.95 | 31.7 | 20.79 | 7 | -1 | 3 | |||||||||
| 25 Nov | 1112.00 | 64.25 | -74.2 | 25.95 | 4 | 0 | 0 | |||||||||
| 24 Nov | 1106.00 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1140.30 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1170.00 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1164.90 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1163.00 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1181.80 | 138.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1070 expiring on 30DEC2025
Delta for 1070 CE is 0.77
Historical price for 1070 CE is as follows
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 49.3, which was -42.2 lower than the previous day. The implied volatity was 22.12, the open interest changed by 6 which increased total open position to 17
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 91.5, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 91.5, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 91.5, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 91.5, which was -13.5 lower than the previous day. The implied volatity was 30.94, the open interest changed by 5 which increased total open position to 10
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 105, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 105, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 105, which was 9.05 higher than the previous day. The implied volatity was 20.97, the open interest changed by 1 which increased total open position to 5
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 95.95, which was 31.7 higher 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 95.95, which was 31.7 higher than the previous day. The implied volatity was 20.79, the open interest changed by -1 which decreased total open position to 3
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 64.25, which was -74.2 lower than the previous day. The implied volatity was 25.95, 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 138.45, 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 138.45, 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 138.45, 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 138.45, 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 138.45, 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 12 Nov JSWSTEEL was trading at 1181.80. The strike last trading price was 138.45, 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
| JSWSTEEL 30DEC2025 1070 PE | |||||||
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Delta: -0.25
Vega: 0.85
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1107.80 | 10.2 | 2.15 | 24.83 | 497 | -2 | 487 |
| 8 Dec | 1119.10 | 8.5 | 5.85 | 26.12 | 353 | -36 | 488 |
| 5 Dec | 1162.20 | 2.4 | -1.8 | 24.52 | 227 | -48 | 528 |
| 4 Dec | 1150.60 | 4.3 | -1.45 | 25.06 | 486 | 207 | 577 |
| 3 Dec | 1143.60 | 6.05 | 2.15 | 26.23 | 1,032 | 117 | 370 |
| 2 Dec | 1162.00 | 3.9 | 0.25 | 25.40 | 75 | 6 | 251 |
| 1 Dec | 1168.40 | 3.9 | -0.55 | 25.89 | 266 | -11 | 244 |
| 28 Nov | 1160.30 | 4.2 | -0.4 | 25.09 | 319 | 42 | 254 |
| 27 Nov | 1160.60 | 4.75 | -1.05 | 24.68 | 242 | 77 | 211 |
| 26 Nov | 1154.40 | 5.55 | -5.2 | 24.70 | 282 | 1 | 135 |
| 25 Nov | 1112.00 | 10.75 | -2.75 | 21.45 | 193 | 32 | 134 |
| 24 Nov | 1106.00 | 13.4 | 5.65 | 24.76 | 216 | 77 | 101 |
| 21 Nov | 1140.30 | 8.6 | 3.05 | 23.93 | 40 | 9 | 24 |
| 20 Nov | 1170.00 | 5.55 | -0.05 | - | 0 | 4 | 0 |
| 19 Nov | 1164.90 | 5.55 | -0.05 | 25.21 | 10 | 3 | 14 |
| 18 Nov | 1163.00 | 5.6 | 0.6 | 24.44 | 10 | 6 | 9 |
| 12 Nov | 1181.80 | 5 | 0.5 | 25.09 | 2 | 1 | 2 |
For Jsw Steel Limited - strike price 1070 expiring on 30DEC2025
Delta for 1070 PE is -0.25
Historical price for 1070 PE is as follows
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 10.2, which was 2.15 higher than the previous day. The implied volatity was 24.83, the open interest changed by -2 which decreased total open position to 487
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 8.5, which was 5.85 higher than the previous day. The implied volatity was 26.12, the open interest changed by -36 which decreased total open position to 488
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 2.4, which was -1.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by -48 which decreased total open position to 528
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 4.3, which was -1.45 lower than the previous day. The implied volatity was 25.06, the open interest changed by 207 which increased total open position to 577
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 6.05, which was 2.15 higher than the previous day. The implied volatity was 26.23, the open interest changed by 117 which increased total open position to 370
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 251
On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 25.89, the open interest changed by -11 which decreased total open position to 244
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 4.2, which was -0.4 lower than the previous day. The implied volatity was 25.09, the open interest changed by 42 which increased total open position to 254
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 4.75, which was -1.05 lower than the previous day. The implied volatity was 24.68, the open interest changed by 77 which increased total open position to 211
On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 5.55, which was -5.2 lower than the previous day. The implied volatity was 24.70, the open interest changed by 1 which increased total open position to 135
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 10.75, which was -2.75 lower than the previous day. The implied volatity was 21.45, the open interest changed by 32 which increased total open position to 134
On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 13.4, which was 5.65 higher than the previous day. The implied volatity was 24.76, the open interest changed by 77 which increased total open position to 101
On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 8.6, which was 3.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by 9 which increased total open position to 24
On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 5.55, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 5.55, which was -0.05 lower than the previous day. The implied volatity was 25.21, the open interest changed by 3 which increased total open position to 14
On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 5.6, which was 0.6 higher than the previous day. The implied volatity was 24.44, the open interest changed by 6 which increased total open position to 9
On 12 Nov JSWSTEEL was trading at 1181.80. The strike last trading price was 5, which was 0.5 higher than the previous day. The implied volatity was 25.09, the open interest changed by 1 which increased total open position to 2































































































































































































































