JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
24 Dec 2025 04:10 PM IST
| JSWSTEEL 27-JAN-2026 1080 CE | ||||||||||||||||
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Delta: 0.64
Vega: 1.25
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1091.30 | 38 | -4.5 | 19.79 | 48 | 3 | 135 | |||||||||
| 23 Dec | 1096.80 | 42.5 | -0.8 | 20.51 | 40 | -3 | 131 | |||||||||
| 22 Dec | 1094.90 | 42.1 | 5.9 | 20.49 | 191 | 26 | 133 | |||||||||
| 19 Dec | 1079.60 | 35.1 | -0.85 | 20.71 | 116 | 93 | 107 | |||||||||
| 18 Dec | 1082.20 | 36.35 | -1.65 | 20.60 | 10 | 7 | 13 | |||||||||
| 17 Dec | 1079.30 | 38 | -1.55 | 23.56 | 3 | 2 | 6 | |||||||||
| 16 Dec | 1082.60 | 39.55 | -102.85 | 20.53 | 7 | 4 | 4 | |||||||||
| 15 Dec | 1114.80 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1125.50 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1105.40 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1096.80 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1107.80 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1119.10 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1162.20 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1150.60 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1143.60 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1162.00 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1168.40 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1160.30 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1160.60 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1154.40 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1106.00 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1140.30 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1170.00 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1164.90 | 142.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1175.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1167.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1179.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 1171.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1168.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1080 expiring on 27JAN2026
Delta for 1080 CE is 0.64
Historical price for 1080 CE is as follows
On 24 Dec JSWSTEEL was trading at 1091.30. The strike last trading price was 38, which was -4.5 lower than the previous day. The implied volatity was 19.79, the open interest changed by 3 which increased total open position to 135
On 23 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 42.5, which was -0.8 lower than the previous day. The implied volatity was 20.51, the open interest changed by -3 which decreased total open position to 131
On 22 Dec JSWSTEEL was trading at 1094.90. The strike last trading price was 42.1, which was 5.9 higher than the previous day. The implied volatity was 20.49, the open interest changed by 26 which increased total open position to 133
On 19 Dec JSWSTEEL was trading at 1079.60. The strike last trading price was 35.1, which was -0.85 lower than the previous day. The implied volatity was 20.71, the open interest changed by 93 which increased total open position to 107
On 18 Dec JSWSTEEL was trading at 1082.20. The strike last trading price was 36.35, which was -1.65 lower than the previous day. The implied volatity was 20.60, the open interest changed by 7 which increased total open position to 13
On 17 Dec JSWSTEEL was trading at 1079.30. The strike last trading price was 38, which was -1.55 lower than the previous day. The implied volatity was 23.56, the open interest changed by 2 which increased total open position to 6
On 16 Dec JSWSTEEL was trading at 1082.60. The strike last trading price was 39.55, which was -102.85 lower than the previous day. The implied volatity was 20.53, the open interest changed by 4 which increased total open position to 4
On 15 Dec JSWSTEEL was trading at 1114.80. The strike last trading price was 142.4, 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 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 142.4, 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 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 142.4, 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 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 142.4, 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 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 142.4, 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 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 142.4, 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 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 142.4, 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 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 142.4, 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 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 142.4, 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 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 142.4, 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 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 142.4, 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 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 142.4, 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 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 142.4, 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 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 142.4, 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 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 142.4, 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 142.4, 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 142.4, 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 142.4, 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 Nov JSWSTEEL was trading at 1175.50. 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 14 Nov JSWSTEEL was trading at 1167.80. 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 10 Nov JSWSTEEL was trading at 1179.30. 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 Nov JSWSTEEL was trading at 1171.70. 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 6 Nov JSWSTEEL was trading at 1168.80. 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
| JSWSTEEL 27JAN2026 1080 PE | |||||||
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Delta: -0.37
Vega: 1.26
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1091.30 | 18.5 | 0.5 | 21.16 | 101 | 18 | 384 |
| 23 Dec | 1096.80 | 18 | -0.2 | 21.88 | 59 | 2 | 364 |
| 22 Dec | 1094.90 | 18.2 | -7.2 | 21.43 | 62 | 4 | 362 |
| 19 Dec | 1079.60 | 25.5 | 1.1 | 22.06 | 97 | 16 | 358 |
| 18 Dec | 1082.20 | 24.4 | -0.25 | 21.55 | 24 | 0 | 342 |
| 17 Dec | 1079.30 | 24.6 | -0.4 | 19.88 | 13 | 0 | 342 |
| 16 Dec | 1082.60 | 25.4 | 10.15 | 22.94 | 56 | 7 | 341 |
| 15 Dec | 1114.80 | 15.2 | -1.3 | 22.43 | 519 | 313 | 332 |
| 12 Dec | 1125.50 | 16.5 | -5.5 | 25.31 | 4 | 0 | 19 |
| 11 Dec | 1105.40 | 22 | 2 | 24.49 | 1 | 0 | 19 |
| 10 Dec | 1096.80 | 20 | 9 | - | 0 | 0 | 19 |
| 9 Dec | 1107.80 | 20 | 9 | - | 0 | 1 | 0 |
| 8 Dec | 1119.10 | 20 | 9 | 25.24 | 1 | 0 | 18 |
| 5 Dec | 1162.20 | 11 | -2 | 26.89 | 2 | 0 | 16 |
| 4 Dec | 1150.60 | 13 | -0.9 | 24.95 | 16 | 14 | 15 |
| 3 Dec | 1143.60 | 13.9 | -1.95 | - | 0 | 0 | 0 |
| 2 Dec | 1162.00 | 13.9 | -1.95 | - | 0 | 0 | 0 |
| 1 Dec | 1168.40 | 13.9 | -1.95 | - | 0 | 0 | 0 |
| 28 Nov | 1160.30 | 13.9 | -1.95 | - | 0 | 1 | 0 |
| 27 Nov | 1160.60 | 13.9 | -1.95 | 26.04 | 1 | 0 | 0 |
| 26 Nov | 1154.40 | 15.85 | -6.65 | 26.60 | 5 | 0 | 5 |
| 24 Nov | 1106.00 | 22.5 | 5 | - | 3 | 2 | 4 |
| 21 Nov | 1140.30 | 17.5 | -4.4 | 24.28 | 2 | 1 | 1 |
| 20 Nov | 1170.00 | 21.9 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1164.90 | 21.9 | 0 | 6.07 | 0 | 0 | 0 |
| 17 Nov | 1175.50 | 21.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1167.80 | 21.9 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1179.30 | 21.9 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1171.70 | 21.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1168.80 | 21.9 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1080 expiring on 27JAN2026
Delta for 1080 PE is -0.37
Historical price for 1080 PE is as follows
On 24 Dec JSWSTEEL was trading at 1091.30. The strike last trading price was 18.5, which was 0.5 higher than the previous day. The implied volatity was 21.16, the open interest changed by 18 which increased total open position to 384
On 23 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 18, which was -0.2 lower than the previous day. The implied volatity was 21.88, the open interest changed by 2 which increased total open position to 364
On 22 Dec JSWSTEEL was trading at 1094.90. The strike last trading price was 18.2, which was -7.2 lower than the previous day. The implied volatity was 21.43, the open interest changed by 4 which increased total open position to 362
On 19 Dec JSWSTEEL was trading at 1079.60. The strike last trading price was 25.5, which was 1.1 higher than the previous day. The implied volatity was 22.06, the open interest changed by 16 which increased total open position to 358
On 18 Dec JSWSTEEL was trading at 1082.20. The strike last trading price was 24.4, which was -0.25 lower than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 342
On 17 Dec JSWSTEEL was trading at 1079.30. The strike last trading price was 24.6, which was -0.4 lower than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 342
On 16 Dec JSWSTEEL was trading at 1082.60. The strike last trading price was 25.4, which was 10.15 higher than the previous day. The implied volatity was 22.94, the open interest changed by 7 which increased total open position to 341
On 15 Dec JSWSTEEL was trading at 1114.80. The strike last trading price was 15.2, which was -1.3 lower than the previous day. The implied volatity was 22.43, the open interest changed by 313 which increased total open position to 332
On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 16.5, which was -5.5 lower than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 19
On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 19
On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 20, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 20, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 20, which was 9 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 18
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 11, which was -2 lower than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 16
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 13, which was -0.9 lower than the previous day. The implied volatity was 24.95, the open interest changed by 14 which increased total open position to 15
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 13.9, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 13.9, which was -1.95 lower 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 13.9, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 13.9, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 13.9, which was -1.95 lower than the previous day. The implied volatity was 26.04, 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 15.85, which was -6.65 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 5
On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 22.5, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 17.5, which was -4.4 lower than the previous day. The implied volatity was 24.28, the open interest changed by 1 which increased total open position to 1
On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 21.9, 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 21.9, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 21.9, 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 14 Nov JSWSTEEL was trading at 1167.80. The strike last trading price was 21.9, 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 Nov JSWSTEEL was trading at 1179.30. The strike last trading price was 21.9, 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 Nov JSWSTEEL was trading at 1171.70. The strike last trading price was 21.9, 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 6 Nov JSWSTEEL was trading at 1168.80. The strike last trading price was 21.9, 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































































































































































































































