JSWSTEEL
Jsw Steel Limited
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































































































































































































































