[--[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 1070 CE
Delta: 0.77
Vega: 0.80
Theta: -0.64
Gamma: 0.01
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
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
Delta: -0.25
Vega: 0.85
Theta: -0.42
Gamma: 0.00
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