JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
12 Dec 2025 04:10 PM IST
| JSWSTEEL 30-DEC-2025 1090 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.75
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1125.50 | 46 | 13.2 | 21.60 | 46 | -9 | 42 | |||||||||
| 11 Dec | 1105.40 | 32.3 | 3.85 | 21.94 | 154 | 14 | 51 | |||||||||
| 10 Dec | 1096.80 | 28.2 | -6.2 | 22.79 | 138 | 28 | 38 | |||||||||
| 9 Dec | 1107.80 | 34.2 | -9.95 | 20.83 | 18 | 3 | 12 | |||||||||
| 8 Dec | 1119.10 | 43.9 | -21.65 | 19.98 | 17 | 1 | 10 | |||||||||
| 5 Dec | 1162.20 | 65.55 | -17.95 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1150.60 | 65.55 | -17.95 | - | 0 | 7 | 0 | |||||||||
| 3 Dec | 1143.60 | 65.55 | -17.95 | 18.09 | 29 | 5 | 7 | |||||||||
| 2 Dec | 1162.00 | 83.5 | 16.65 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 1168.40 | 83.5 | 16.65 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 1160.30 | 83.5 | 16.65 | 12.69 | 2 | 1 | 2 | |||||||||
| 27 Nov | 1160.60 | 66.85 | -56.1 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 1154.40 | 66.85 | -56.1 | - | 1 | 0 | 0 | |||||||||
| 25 Nov | 1112.00 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1106.00 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1140.30 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1170.00 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1164.90 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1163.00 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1181.80 | 122.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1090 expiring on 30DEC2025
Delta for 1090 CE is 0.78
Historical price for 1090 CE is as follows
On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 46, which was 13.2 higher than the previous day. The implied volatity was 21.60, the open interest changed by -9 which decreased total open position to 42
On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 32.3, which was 3.85 higher than the previous day. The implied volatity was 21.94, the open interest changed by 14 which increased total open position to 51
On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 28.2, which was -6.2 lower than the previous day. The implied volatity was 22.79, the open interest changed by 28 which increased total open position to 38
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 34.2, which was -9.95 lower than the previous day. The implied volatity was 20.83, the open interest changed by 3 which increased total open position to 12
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 43.9, which was -21.65 lower than the previous day. The implied volatity was 19.98, the open interest changed by 1 which increased total open position to 10
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 65.55, which was -17.95 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 65.55, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 65.55, which was -17.95 lower than the previous day. The implied volatity was 18.09, the open interest changed by 5 which increased total open position to 7
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 83.5, which was 16.65 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 83.5, which was 16.65 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 83.5, which was 16.65 higher than the previous day. The implied volatity was 12.69, the open interest changed by 1 which increased total open position to 2
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 66.85, which was -56.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 66.85, which was -56.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 122.95, 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 122.95, 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 122.95, 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 122.95, 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 122.95, 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 122.95, 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 122.95, 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 1090 PE | |||||||
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Delta: -0.23
Vega: 0.76
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1125.50 | 7.65 | -6.5 | 22.28 | 521 | -29 | 503 |
| 11 Dec | 1105.40 | 14.45 | -4.8 | 22.59 | 583 | 32 | 532 |
| 10 Dec | 1096.80 | 19.45 | 4.1 | 23.49 | 831 | 135 | 505 |
| 9 Dec | 1107.80 | 16.55 | 3.3 | 24.71 | 538 | -39 | 371 |
| 8 Dec | 1119.10 | 13.6 | 9.2 | 25.85 | 272 | -8 | 413 |
| 5 Dec | 1162.20 | 3.9 | -2.8 | 23.55 | 464 | 144 | 421 |
| 4 Dec | 1150.60 | 7.05 | -2.15 | 24.59 | 251 | 25 | 279 |
| 3 Dec | 1143.60 | 9.25 | 3.1 | 25.55 | 1,127 | 108 | 255 |
| 2 Dec | 1162.00 | 6.25 | 0.5 | 24.86 | 90 | -11 | 148 |
| 1 Dec | 1168.40 | 6 | -0.9 | 25.14 | 176 | 64 | 159 |
| 28 Nov | 1160.30 | 6.6 | -0.45 | 24.63 | 103 | 32 | 94 |
| 27 Nov | 1160.60 | 7.3 | -1.3 | 24.10 | 142 | -12 | 64 |
| 26 Nov | 1154.40 | 8.4 | -7.85 | 24.12 | 182 | 52 | 79 |
| 25 Nov | 1112.00 | 16.8 | -2.7 | 21.40 | 46 | 12 | 27 |
| 24 Nov | 1106.00 | 20 | 11.65 | 25.02 | 2 | 0 | 14 |
| 21 Nov | 1140.30 | 8.55 | -8.75 | - | 0 | 0 | 0 |
| 20 Nov | 1170.00 | 8.55 | -8.75 | - | 0 | 14 | 0 |
| 19 Nov | 1164.90 | 8.55 | -8.75 | 25.16 | 16 | 14 | 14 |
| 18 Nov | 1163.00 | 17.3 | 0 | 6.20 | 0 | 0 | 0 |
| 12 Nov | 1181.80 | 17.3 | 0 | 7.12 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1090 expiring on 30DEC2025
Delta for 1090 PE is -0.23
Historical price for 1090 PE is as follows
On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 7.65, which was -6.5 lower than the previous day. The implied volatity was 22.28, the open interest changed by -29 which decreased total open position to 503
On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 14.45, which was -4.8 lower than the previous day. The implied volatity was 22.59, the open interest changed by 32 which increased total open position to 532
On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 19.45, which was 4.1 higher than the previous day. The implied volatity was 23.49, the open interest changed by 135 which increased total open position to 505
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 16.55, which was 3.3 higher than the previous day. The implied volatity was 24.71, the open interest changed by -39 which decreased total open position to 371
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 13.6, which was 9.2 higher than the previous day. The implied volatity was 25.85, the open interest changed by -8 which decreased total open position to 413
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 3.9, which was -2.8 lower than the previous day. The implied volatity was 23.55, the open interest changed by 144 which increased total open position to 421
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 7.05, which was -2.15 lower than the previous day. The implied volatity was 24.59, the open interest changed by 25 which increased total open position to 279
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 9.25, which was 3.1 higher than the previous day. The implied volatity was 25.55, the open interest changed by 108 which increased total open position to 255
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 6.25, which was 0.5 higher than the previous day. The implied volatity was 24.86, the open interest changed by -11 which decreased total open position to 148
On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 6, which was -0.9 lower than the previous day. The implied volatity was 25.14, the open interest changed by 64 which increased total open position to 159
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 24.63, the open interest changed by 32 which increased total open position to 94
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 7.3, which was -1.3 lower than the previous day. The implied volatity was 24.10, the open interest changed by -12 which decreased total open position to 64
On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 8.4, which was -7.85 lower than the previous day. The implied volatity was 24.12, the open interest changed by 52 which increased total open position to 79
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 16.8, which was -2.7 lower than the previous day. The implied volatity was 21.40, the open interest changed by 12 which increased total open position to 27
On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 20, which was 11.65 higher than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 14
On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 8.55, which was -8.75 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 8.55, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 8.55, which was -8.75 lower than the previous day. The implied volatity was 25.16, the open interest changed by 14 which increased total open position to 14
On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 6.20, 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 17.3, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0































































































































































































































