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

990.25 44.70 (4.73%)

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Historical option data for JSWSTEEL

11 Apr 2025 04:10 PM IST
JSWSTEEL 24APR2025 1080 CE
Delta: 0.12
Vega: 0.37
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 990.25 3.65 1.55 34.98 838 129 638
9 Apr 945.55 2.1 -1 39.45 152 22 508
8 Apr 954.60 3.15 0.4 40.15 348 -20 487
7 Apr 930.30 2.45 -2.25 43.35 766 4 502
4 Apr 1005.75 5.15 -7.1 26.43 1,603 4 498
3 Apr 1044.05 12.1 -6.1 24.16 595 17 497
2 Apr 1055.90 17.8 -1.15 24.80 708 -91 482
1 Apr 1056.25 19.35 -2.4 23.80 1,771 95 574
28 Mar 1063.20 22.25 -1.55 22.94 965 100 479
27 Mar 1059.75 24.15 0.05 24.81 682 14 377
26 Mar 1056.45 23.5 -3.55 26.70 387 31 361
25 Mar 1061.70 26 -0.65 25.73 1,314 2 330
24 Mar 1061.35 26.6 2.65 25.04 539 269 351
21 Mar 1058.70 24.5 2.85 22.38 118 60 82
20 Mar 1050.25 21.65 3.75 23.59 36 16 21
19 Mar 1033.35 17.9 -1.55 25.60 5 2 2
18 Mar 1018.05 19.45 0 4.40 0 0 0
17 Mar 1005.70 19.45 0 5.10 0 0 0
13 Mar 1001.20 19.45 0 5.29 0 0 0
12 Mar 1010.40 19.45 0 4.37 0 0 0
10 Mar 1013.50 19.45 0 4.29 0 0 0
21 Feb 981.90 19.45 0 4.95 0 0 0
20 Feb 981.15 19.45 0 5.04 0 0 0
7 Feb 980.75 19.45 0 4.75 0 0 0


For Jsw Steel Limited - strike price 1080 expiring on 24APR2025

Delta for 1080 CE is 0.12

Historical price for 1080 CE is as follows

On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 3.65, which was 1.55 higher than the previous day. The implied volatity was 34.98, the open interest changed by 129 which increased total open position to 638


On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 2.1, which was -1 lower than the previous day. The implied volatity was 39.45, the open interest changed by 22 which increased total open position to 508


On 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was 40.15, the open interest changed by -20 which decreased total open position to 487


On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 2.45, which was -2.25 lower than the previous day. The implied volatity was 43.35, the open interest changed by 4 which increased total open position to 502


On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 5.15, which was -7.1 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 498


On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 12.1, which was -6.1 lower than the previous day. The implied volatity was 24.16, the open interest changed by 17 which increased total open position to 497


On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 17.8, which was -1.15 lower than the previous day. The implied volatity was 24.80, the open interest changed by -91 which decreased total open position to 482


On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 19.35, which was -2.4 lower than the previous day. The implied volatity was 23.80, the open interest changed by 95 which increased total open position to 574


On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 22.25, which was -1.55 lower than the previous day. The implied volatity was 22.94, the open interest changed by 100 which increased total open position to 479


On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 24.15, which was 0.05 higher than the previous day. The implied volatity was 24.81, the open interest changed by 14 which increased total open position to 377


On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 23.5, which was -3.55 lower than the previous day. The implied volatity was 26.70, the open interest changed by 31 which increased total open position to 361


On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 26, which was -0.65 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 330


On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 26.6, which was 2.65 higher than the previous day. The implied volatity was 25.04, the open interest changed by 269 which increased total open position to 351


On 21 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 24.5, which was 2.85 higher than the previous day. The implied volatity was 22.38, the open interest changed by 60 which increased total open position to 82


On 20 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 21.65, which was 3.75 higher than the previous day. The implied volatity was 23.59, the open interest changed by 16 which increased total open position to 21


On 19 Mar JSWSTEEL was trading at 1033.35. The strike last trading price was 17.9, which was -1.55 lower than the previous day. The implied volatity was 25.60, the open interest changed by 2 which increased total open position to 2


On 18 Mar JSWSTEEL was trading at 1018.05. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 4.40, 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 19.45, which was 0 lower than the previous day. The implied volatity was 5.10, 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 19.45, which was 0 lower than the previous day. The implied volatity was 5.29, 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 19.45, which was 0 lower than the previous day. The implied volatity was 4.37, 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 19.45, which was 0 lower than the previous day. The implied volatity was 4.29, 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 19.45, which was 0 lower than the previous day. The implied volatity was 4.95, 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 19.45, which was 0 lower than the previous day. The implied volatity was 5.04, 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 19.45, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0


JSWSTEEL 24APR2025 1080 PE
Delta: -0.83
Vega: 0.47
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 990.25 90.55 -35.8 43.07 3 -1 90
9 Apr 945.55 126.35 0 0.00 0 0 0
8 Apr 954.60 126.35 -19.75 50.65 11 1 92
7 Apr 930.30 146.1 72.25 37.12 11 -1 92
4 Apr 1005.75 73.9 30.45 31.23 92 10 94
3 Apr 1044.05 43.8 7.8 25.21 104 3 83
2 Apr 1055.90 37.1 1.55 25.99 114 -3 80
1 Apr 1056.25 35.55 0 26.64 455 52 83
28 Mar 1063.20 36.1 1.3 27.05 54 20 31
27 Mar 1059.75 34.1 -7.05 24.09 34 11 11
26 Mar 1056.45 41.15 0.85 26.01 2 0 1
25 Mar 1061.70 40.3 -90.35 28.17 1 0 0
24 Mar 1061.35 130.65 0 - 0 0 0
21 Mar 1058.70 130.65 0 - 0 0 0
20 Mar 1050.25 130.65 0 - 0 0 0
19 Mar 1033.35 130.65 0 - 0 0 0
18 Mar 1018.05 130.65 0 - 0 0 0
17 Mar 1005.70 130.65 0 - 0 0 0
13 Mar 1001.20 130.65 0 - 0 0 0
12 Mar 1010.40 130.65 0 - 0 0 0
10 Mar 1013.50 130.65 0 - 0 0 0
21 Feb 981.90 0 0 - 0 0 0
20 Feb 981.15 0 0 - 0 0 0
7 Feb 980.75 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1080 expiring on 24APR2025

Delta for 1080 PE is -0.83

Historical price for 1080 PE is as follows

On 11 Apr JSWSTEEL was trading at 990.25. The strike last trading price was 90.55, which was -35.8 lower than the previous day. The implied volatity was 43.07, the open interest changed by -1 which decreased total open position to 90


On 9 Apr JSWSTEEL was trading at 945.55. The strike last trading price was 126.35, 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 8 Apr JSWSTEEL was trading at 954.60. The strike last trading price was 126.35, which was -19.75 lower than the previous day. The implied volatity was 50.65, the open interest changed by 1 which increased total open position to 92


On 7 Apr JSWSTEEL was trading at 930.30. The strike last trading price was 146.1, which was 72.25 higher than the previous day. The implied volatity was 37.12, the open interest changed by -1 which decreased total open position to 92


On 4 Apr JSWSTEEL was trading at 1005.75. The strike last trading price was 73.9, which was 30.45 higher than the previous day. The implied volatity was 31.23, the open interest changed by 10 which increased total open position to 94


On 3 Apr JSWSTEEL was trading at 1044.05. The strike last trading price was 43.8, which was 7.8 higher than the previous day. The implied volatity was 25.21, the open interest changed by 3 which increased total open position to 83


On 2 Apr JSWSTEEL was trading at 1055.90. The strike last trading price was 37.1, which was 1.55 higher than the previous day. The implied volatity was 25.99, the open interest changed by -3 which decreased total open position to 80


On 1 Apr JSWSTEEL was trading at 1056.25. The strike last trading price was 35.55, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by 52 which increased total open position to 83


On 28 Mar JSWSTEEL was trading at 1063.20. The strike last trading price was 36.1, which was 1.3 higher than the previous day. The implied volatity was 27.05, the open interest changed by 20 which increased total open position to 31


On 27 Mar JSWSTEEL was trading at 1059.75. The strike last trading price was 34.1, which was -7.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 11 which increased total open position to 11


On 26 Mar JSWSTEEL was trading at 1056.45. The strike last trading price was 41.15, which was 0.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 1


On 25 Mar JSWSTEEL was trading at 1061.70. The strike last trading price was 40.3, which was -90.35 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 0


On 24 Mar JSWSTEEL was trading at 1061.35. The strike last trading price was 130.65, 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 Mar JSWSTEEL was trading at 1058.70. The strike last trading price was 130.65, 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 Mar JSWSTEEL was trading at 1050.25. The strike last trading price was 130.65, 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 130.65, 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 130.65, 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 130.65, 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 130.65, 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 130.65, 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 130.65, 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 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 -, the open interest changed by 0 which decreased total open position to 0