[--[65.84.65.76]--]

JSWSTEEL

Jsw Steel Limited
1125.5 +20.10 (1.82%)
L: 1108.8 H: 1128.8

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Historical option data for JSWSTEEL

12 Dec 2025 04:10 PM IST
JSWSTEEL 30-DEC-2025 1090 CE
Delta: 0.78
Vega: 0.75
Theta: -0.67
Gamma: 0.01
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
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
Delta: -0.23
Vega: 0.76
Theta: -0.40
Gamma: 0.01
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