JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
11 Apr 2025 04:10 PM IST
| JSWSTEEL 24APR2025 1070 CE | ||||||||||
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Delta: 0.14
Vega: 0.42
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 990.25 | 4.55 | 2 | 34.33 | 710 | 71 | 455 | |||
| 9 Apr | 945.55 | 2.6 | -1.2 | 39.02 | 145 | 9 | 384 | |||
| 8 Apr | 954.60 | 3.75 | 0.45 | 39.52 | 391 | 16 | 376 | |||
| 7 Apr | 930.30 | 3.2 | -2.8 | 43.82 | 983 | -77 | 361 | |||
| 4 Apr | 1005.75 | 6.65 | -8.85 | 26.22 | 1,790 | 4 | 440 | |||
| 3 Apr | 1044.05 | 15.1 | -7.25 | 23.90 | 695 | -13 | 437 | |||
| 2 Apr | 1055.90 | 21.8 | -1.35 | 24.75 | 691 | 5 | 451 | |||
| 1 Apr | 1056.25 | 23.7 | -2.25 | 23.81 | 1,820 | 96 | 449 | |||
| 28 Mar | 1063.20 | 26.25 | -2.15 | 23.71 | 1,434 | 63 | 353 | |||
| 27 Mar | 1059.75 | 28.8 | 1.1 | 24.93 | 850 | 20 | 292 | |||
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| 26 Mar | 1056.45 | 27.35 | -4.65 | 26.44 | 423 | 68 | 271 | |||
| 25 Mar | 1061.70 | 30.6 | -0.65 | 25.82 | 564 | 105 | 208 | |||
| 24 Mar | 1061.35 | 31.2 | 3 | 25.05 | 191 | 58 | 103 | |||
| 21 Mar | 1058.70 | 28 | 2.85 | 21.35 | 52 | 36 | 45 | |||
| 20 Mar | 1050.25 | 25 | 5 | 22.85 | 16 | 2 | 8 | |||
| 19 Mar | 1033.35 | 20 | 4.95 | 24.65 | 3 | 1 | 5 | |||
| 18 Mar | 1018.05 | 15.05 | -9.6 | 24.26 | 3 | 2 | 3 | |||
| 17 Mar | 1005.70 | 24.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1001.20 | 24.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1010.40 | 24.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1013.50 | 24.65 | 7.35 | 30.41 | 1 | 0 | 0 | |||
For Jsw Steel Limited - strike price 1070 expiring on 24APR2025
Delta for 1070 CE is 0.14
Historical price for 1070 CE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 4.55, which was 2 higher than the previous day. The implied volatity was 34.33, the open interest changed by 71 which increased total open position to 455
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 2.6, which was -1.2 lower than the previous day. The implied volatity was 39.02, the open interest changed by 9 which increased total open position to 384
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 39.52, the open interest changed by 16 which increased total open position to 376
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 3.2, which was -2.8 lower than the previous day. The implied volatity was 43.82, the open interest changed by -77 which decreased total open position to 361
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 6.65, which was -8.85 lower than the previous day. The implied volatity was 26.22, the open interest changed by 4 which increased total open position to 440
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 15.1, which was -7.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by -13 which decreased total open position to 437
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 21.8, which was -1.35 lower than the previous day. The implied volatity was 24.75, the open interest changed by 5 which increased total open position to 451
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 23.7, which was -2.25 lower than the previous day. The implied volatity was 23.81, the open interest changed by 96 which increased total open position to 449
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 26.25, which was -2.15 lower than the previous day. The implied volatity was 23.71, the open interest changed by 63 which increased total open position to 353
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 28.8, which was 1.1 higher than the previous day. The implied volatity was 24.93, the open interest changed by 20 which increased total open position to 292
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 27.35, which was -4.65 lower than the previous day. The implied volatity was 26.44, the open interest changed by 68 which increased total open position to 271
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 30.6, which was -0.65 lower than the previous day. The implied volatity was 25.82, the open interest changed by 105 which increased total open position to 208
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 31.2, which was 3 higher than the previous day. The implied volatity was 25.05, the open interest changed by 58 which increased total open position to 103
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 28, which was 2.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by 36 which increased total open position to 45
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 22.85, the open interest changed by 2 which increased total open position to 8
On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 20, which was 4.95 higher than the previous day. The implied volatity was 24.65, the open interest changed by 1 which increased total open position to 5
On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 15.05, which was -9.6 lower than the previous day. The implied volatity was 24.26, the open interest changed by 2 which increased total open position to 3
On 17 Mar JSWSTEEL was trading at 1005.70. The strike last trading price was 24.65, 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 13 Mar JSWSTEEL was trading at 1001.20. The strike last trading price was 24.65, 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 12 Mar JSWSTEEL was trading at 1010.40. The strike last trading price was 24.65, 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 10 Mar JSWSTEEL was trading at 1013.50. The strike last trading price was 24.65, which was 7.35 higher than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 24APR2025 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.58
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 990.25 | 85.95 | -39.85 | 49.79 | 12 | 0 | 193 |
| 9 Apr | 945.55 | 125.8 | 9.35 | 57.80 | 12 | -1 | 193 |
| 8 Apr | 954.60 | 116.45 | -28.55 | 48.06 | 10 | -1 | 193 |
| 7 Apr | 930.30 | 145 | 80.8 | 60.36 | 13 | -2 | 195 |
| 4 Apr | 1005.75 | 62.6 | 26.05 | 26.44 | 291 | -81 | 197 |
| 3 Apr | 1044.05 | 37.6 | 7.65 | 25.67 | 320 | 26 | 279 |
| 2 Apr | 1055.90 | 30.85 | 1.05 | 25.60 | 358 | -23 | 253 |
| 1 Apr | 1056.25 | 29.6 | -0.4 | 26.28 | 1,462 | 50 | 275 |
| 28 Mar | 1063.20 | 30.95 | 1.1 | 25.96 | 818 | 76 | 225 |
| 27 Mar | 1059.75 | 29.75 | -5.45 | 25.00 | 250 | 49 | 150 |
| 26 Mar | 1056.45 | 35.3 | 0.55 | 25.95 | 35 | -9 | 101 |
| 25 Mar | 1061.70 | 35.75 | 3.35 | 28.88 | 141 | 29 | 109 |
| 24 Mar | 1061.35 | 32.05 | -0.45 | 26.22 | 128 | 65 | 88 |
| 21 Mar | 1058.70 | 32.5 | -68.1 | 25.51 | 23 | 13 | 13 |
| 20 Mar | 1050.25 | 100.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1033.35 | 100.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1018.05 | 100.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1005.70 | 100.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1001.20 | 100.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1010.40 | 100.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1013.50 | 100.6 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1070 expiring on 24APR2025
Delta for 1070 PE is -0.76
Historical price for 1070 PE is as follows
On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 85.95, which was -39.85 lower than the previous day. The implied volatity was 49.79, the open interest changed by 0 which decreased total open position to 193
On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 125.8, which was 9.35 higher than the previous day. The implied volatity was 57.80, the open interest changed by -1 which decreased total open position to 193
On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 116.45, which was -28.55 lower than the previous day. The implied volatity was 48.06, the open interest changed by -1 which decreased total open position to 193
On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 145, which was 80.8 higher than the previous day. The implied volatity was 60.36, the open interest changed by -2 which decreased total open position to 195
On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 62.6, which was 26.05 higher than the previous day. The implied volatity was 26.44, the open interest changed by -81 which decreased total open position to 197
On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 37.6, which was 7.65 higher than the previous day. The implied volatity was 25.67, the open interest changed by 26 which increased total open position to 279
On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 30.85, which was 1.05 higher than the previous day. The implied volatity was 25.60, the open interest changed by -23 which decreased total open position to 253
On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 29.6, which was -0.4 lower than the previous day. The implied volatity was 26.28, the open interest changed by 50 which increased total open position to 275
On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 30.95, which was 1.1 higher than the previous day. The implied volatity was 25.96, the open interest changed by 76 which increased total open position to 225
On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 29.75, which was -5.45 lower than the previous day. The implied volatity was 25.00, the open interest changed by 49 which increased total open position to 150
On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 35.3, which was 0.55 higher than the previous day. The implied volatity was 25.95, the open interest changed by -9 which decreased total open position to 101
On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 35.75, which was 3.35 higher than the previous day. The implied volatity was 28.88, the open interest changed by 29 which increased total open position to 109
On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 32.05, which was -0.45 lower than the previous day. The implied volatity was 26.22, the open interest changed by 65 which increased total open position to 88
On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 32.5, which was -68.1 lower than the previous day. The implied volatity was 25.51, the open interest changed by 13 which increased total open position to 13
On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 100.6, 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 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 100.6, 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 100.6, 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 100.6, 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 100.6, 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 100.6, 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 100.6, 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
