[--[65.84.65.76]--]

JSWSTEEL

Jsw Steel Limited
1091.3 -5.50 (-0.50%)
L: 1088.1 H: 1103.3

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Historical option data for JSWSTEEL

24 Dec 2025 04:10 PM IST
JSWSTEEL 27-JAN-2026 1100 CE
Delta: 0.52
Vega: 1.33
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1091.30 27.15 -4.55 19.92 553 206 1,568
23 Dec 1096.80 32.3 0.55 21.48 1,193 255 1,370
22 Dec 1094.90 31.1 4.95 20.74 590 184 1,118
19 Dec 1079.60 26.95 -0.2 21.88 163 32 935
18 Dec 1082.20 26.65 0.2 20.80 1,096 664 903
17 Dec 1079.30 26.2 -3.15 21.90 91 55 236
16 Dec 1082.60 28.8 -21.7 20.37 185 153 182
15 Dec 1114.80 50.5 -6.85 23.53 14 11 28
12 Dec 1125.50 57.35 12.35 22.79 2 0 18
11 Dec 1105.40 45 -1.85 22.94 11 4 15
10 Dec 1096.80 46.85 0.3 27.16 8 4 11
9 Dec 1107.80 46.55 -9 22.75 4 3 6
8 Dec 1119.10 55.55 -31.6 22.12 3 2 3
5 Dec 1162.20 87.15 6.55 12.60 1 0 2
4 Dec 1150.60 80.6 20.6 - 0 1 0
3 Dec 1143.60 80.6 20.6 25.48 4 2 3
2 Dec 1162.00 60 -68.1 - 0 0 0
1 Dec 1168.40 60 -68.1 - 0 0 0
28 Nov 1160.30 60 -68.1 - 0 0 0
27 Nov 1160.60 60 -68.1 - 0 0 0
26 Nov 1154.40 60 -68.1 - 0 1 0
24 Nov 1106.00 128.1 0 - 0 0 0
21 Nov 1140.30 128.1 0 - 0 0 0
20 Nov 1170.00 128.1 0 - 0 0 0
19 Nov 1164.90 128.1 0 - 0 0 0
17 Nov 1175.50 0 0 - 0 0 0
14 Nov 1167.80 0 0 - 0 0 0
13 Nov 1183.90 0 0 - 0 0 0
12 Nov 1181.80 0 0 - 0 0 0
11 Nov 1191.50 0 0 - 0 0 0
10 Nov 1179.30 0 0 - 0 0 0
7 Nov 1171.70 0 0 - 0 0 0
6 Nov 1168.80 0 0 - 0 0 0
4 Nov 1181.40 0 0 - 0 0 0
3 Nov 1195.00 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1100 expiring on 27JAN2026

Delta for 1100 CE is 0.52

Historical price for 1100 CE is as follows

On 24 Dec JSWSTEEL was trading at 1091.30. The strike last trading price was 27.15, which was -4.55 lower than the previous day. The implied volatity was 19.92, the open interest changed by 206 which increased total open position to 1568


On 23 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 32.3, which was 0.55 higher than the previous day. The implied volatity was 21.48, the open interest changed by 255 which increased total open position to 1370


On 22 Dec JSWSTEEL was trading at 1094.90. The strike last trading price was 31.1, which was 4.95 higher than the previous day. The implied volatity was 20.74, the open interest changed by 184 which increased total open position to 1118


On 19 Dec JSWSTEEL was trading at 1079.60. The strike last trading price was 26.95, which was -0.2 lower than the previous day. The implied volatity was 21.88, the open interest changed by 32 which increased total open position to 935


On 18 Dec JSWSTEEL was trading at 1082.20. The strike last trading price was 26.65, which was 0.2 higher than the previous day. The implied volatity was 20.80, the open interest changed by 664 which increased total open position to 903


On 17 Dec JSWSTEEL was trading at 1079.30. The strike last trading price was 26.2, which was -3.15 lower than the previous day. The implied volatity was 21.90, the open interest changed by 55 which increased total open position to 236


On 16 Dec JSWSTEEL was trading at 1082.60. The strike last trading price was 28.8, which was -21.7 lower than the previous day. The implied volatity was 20.37, the open interest changed by 153 which increased total open position to 182


On 15 Dec JSWSTEEL was trading at 1114.80. The strike last trading price was 50.5, which was -6.85 lower than the previous day. The implied volatity was 23.53, the open interest changed by 11 which increased total open position to 28


On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 57.35, which was 12.35 higher than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 18


On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 45, which was -1.85 lower than the previous day. The implied volatity was 22.94, the open interest changed by 4 which increased total open position to 15


On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 46.85, which was 0.3 higher than the previous day. The implied volatity was 27.16, the open interest changed by 4 which increased total open position to 11


On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 46.55, which was -9 lower than the previous day. The implied volatity was 22.75, the open interest changed by 3 which increased total open position to 6


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 55.55, which was -31.6 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 3


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 87.15, which was 6.55 higher than the previous day. The implied volatity was 12.60, the open interest changed by 0 which decreased total open position to 2


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 80.6, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 80.6, which was 20.6 higher than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 3


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 60, which was -68.1 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 60, which was -68.1 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 60, which was -68.1 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 60, which was -68.1 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 60, which was -68.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 128.1, 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 128.1, 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 128.1, 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 128.1, 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 13 Nov JSWSTEEL was trading at 1183.90. 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 12 Nov JSWSTEEL was trading at 1181.80. 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 11 Nov JSWSTEEL was trading at 1191.50. 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 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


On 4 Nov JSWSTEEL was trading at 1181.40. 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 3 Nov JSWSTEEL was trading at 1195.00. 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 1100 PE
Delta: -0.48
Vega: 1.33
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1091.30 28.5 1.25 21.99 372 60 1,195
23 Dec 1096.80 26.55 -0.95 21.96 293 168 1,135
22 Dec 1094.90 27.85 -8.65 22.25 471 216 967
19 Dec 1079.60 36.5 1.2 22.76 140 49 698
18 Dec 1082.20 35.75 -0.35 22.61 314 132 648
17 Dec 1079.30 36.35 0.95 20.87 14 0 516
16 Dec 1082.60 36 13.7 23.70 231 89 516
15 Dec 1114.80 22.5 0.25 22.75 424 320 427
12 Dec 1125.50 22.25 -8.25 24.30 33 3 106
11 Dec 1105.40 30.5 -4.85 24.49 1 0 103
10 Dec 1096.80 36 4 25.27 11 2 104
9 Dec 1107.80 32 5 25.73 6 2 103
8 Dec 1119.10 27 13.05 25.73 22 4 101
5 Dec 1162.20 13.3 -4.85 24.60 4 0 97
4 Dec 1150.60 18.15 -1.9 25.33 63 10 97
3 Dec 1143.60 21 6.1 26.05 210 27 88
2 Dec 1162.00 14.8 0.35 24.32 5 2 63
1 Dec 1168.40 14.45 -1.35 24.73 53 40 62
28 Nov 1160.30 15.8 -0.35 25.01 32 7 24
27 Nov 1160.60 16 -3.1 24.10 24 14 16
26 Nov 1154.40 19.1 -10.9 25.25 15 -2 3
24 Nov 1106.00 30 10 - 3 2 4
21 Nov 1140.30 20 2 22.21 1 0 1
20 Nov 1170.00 18 -9.3 - 0 0 0
19 Nov 1164.90 18 -9.3 - 0 1 0
17 Nov 1175.50 27.3 0 5.31 0 0 0
14 Nov 1167.80 27.3 0 - 0 0 0
13 Nov 1183.90 27.3 0 - 0 0 0
12 Nov 1181.80 27.3 0 5.57 0 0 0
11 Nov 1191.50 27.3 0 - 0 0 0
10 Nov 1179.30 27.3 0 5.37 0 0 0
7 Nov 1171.70 27.3 0 5.08 0 0 0
6 Nov 1168.80 27.3 0 4.77 0 0 0
4 Nov 1181.40 27.3 0 5.37 0 0 0
3 Nov 1195.00 0 0 - 0 0 0


For Jsw Steel Limited - strike price 1100 expiring on 27JAN2026

Delta for 1100 PE is -0.48

Historical price for 1100 PE is as follows

On 24 Dec JSWSTEEL was trading at 1091.30. The strike last trading price was 28.5, which was 1.25 higher than the previous day. The implied volatity was 21.99, the open interest changed by 60 which increased total open position to 1195


On 23 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 26.55, which was -0.95 lower than the previous day. The implied volatity was 21.96, the open interest changed by 168 which increased total open position to 1135


On 22 Dec JSWSTEEL was trading at 1094.90. The strike last trading price was 27.85, which was -8.65 lower than the previous day. The implied volatity was 22.25, the open interest changed by 216 which increased total open position to 967


On 19 Dec JSWSTEEL was trading at 1079.60. The strike last trading price was 36.5, which was 1.2 higher than the previous day. The implied volatity was 22.76, the open interest changed by 49 which increased total open position to 698


On 18 Dec JSWSTEEL was trading at 1082.20. The strike last trading price was 35.75, which was -0.35 lower than the previous day. The implied volatity was 22.61, the open interest changed by 132 which increased total open position to 648


On 17 Dec JSWSTEEL was trading at 1079.30. The strike last trading price was 36.35, which was 0.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 516


On 16 Dec JSWSTEEL was trading at 1082.60. The strike last trading price was 36, which was 13.7 higher than the previous day. The implied volatity was 23.70, the open interest changed by 89 which increased total open position to 516


On 15 Dec JSWSTEEL was trading at 1114.80. The strike last trading price was 22.5, which was 0.25 higher than the previous day. The implied volatity was 22.75, the open interest changed by 320 which increased total open position to 427


On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 22.25, which was -8.25 lower than the previous day. The implied volatity was 24.30, the open interest changed by 3 which increased total open position to 106


On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 30.5, which was -4.85 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 103


On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 36, which was 4 higher than the previous day. The implied volatity was 25.27, the open interest changed by 2 which increased total open position to 104


On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 32, which was 5 higher than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 103


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 27, which was 13.05 higher than the previous day. The implied volatity was 25.73, the open interest changed by 4 which increased total open position to 101


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 13.3, which was -4.85 lower than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 97


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 18.15, which was -1.9 lower than the previous day. The implied volatity was 25.33, the open interest changed by 10 which increased total open position to 97


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 21, which was 6.1 higher than the previous day. The implied volatity was 26.05, the open interest changed by 27 which increased total open position to 88


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 14.8, which was 0.35 higher than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 63


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 14.45, which was -1.35 lower than the previous day. The implied volatity was 24.73, the open interest changed by 40 which increased total open position to 62


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 15.8, which was -0.35 lower than the previous day. The implied volatity was 25.01, the open interest changed by 7 which increased total open position to 24


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 16, which was -3.1 lower than the previous day. The implied volatity was 24.10, the open interest changed by 14 which increased total open position to 16


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 19.1, which was -10.9 lower than the previous day. The implied volatity was 25.25, the open interest changed by -2 which decreased total open position to 3


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 30, which was 10 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 20, which was 2 higher than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 1


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 18, which was -9.3 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 18, which was -9.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.31, 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 27.3, 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 Nov JSWSTEEL was trading at 1183.90. The strike last trading price was 27.3, 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 27.3, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 11 Nov JSWSTEEL was trading at 1191.50. The strike last trading price was 27.3, 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 27.3, which was 0 lower than the previous day. The implied volatity was 5.37, 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 27.3, which was 0 lower than the previous day. The implied volatity was 5.08, 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 27.3, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0


On 4 Nov JSWSTEEL was trading at 1181.40. The strike last trading price was 27.3, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0


On 3 Nov JSWSTEEL was trading at 1195.00. 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