JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
12 Dec 2025 04:10 PM IST
| JSWSTEEL 30-DEC-2025 1110 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.93
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1125.50 | 32 | 10.75 | 21.47 | 982 | -90 | 205 | |||||||||
| 11 Dec | 1105.40 | 21.15 | 2.35 | 21.77 | 1,354 | -10 | 295 | |||||||||
| 10 Dec | 1096.80 | 18.7 | -6.3 | 22.96 | 1,463 | 148 | 307 | |||||||||
| 9 Dec | 1107.80 | 25.05 | -7.9 | 22.96 | 1,067 | 74 | 149 | |||||||||
| 8 Dec | 1119.10 | 31.55 | -37.2 | 20.95 | 84 | 21 | 80 | |||||||||
| 5 Dec | 1162.20 | 68.75 | 12.45 | 21.84 | 14 | -2 | 59 | |||||||||
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| 4 Dec | 1150.60 | 56.3 | 0.05 | 21.47 | 25 | -3 | 62 | |||||||||
| 3 Dec | 1143.60 | 54.75 | -19.25 | 23.72 | 236 | 19 | 66 | |||||||||
| 2 Dec | 1162.00 | 74 | -2 | - | 0 | -3 | 0 | |||||||||
| 1 Dec | 1168.40 | 74 | -2 | 25.65 | 25 | -3 | 47 | |||||||||
| 28 Nov | 1160.30 | 76 | 6.25 | 26.79 | 1 | 0 | 50 | |||||||||
| 27 Nov | 1160.60 | 69.7 | 6.5 | 24.37 | 22 | -6 | 50 | |||||||||
| 26 Nov | 1154.40 | 63.7 | 29.6 | 21.71 | 90 | -15 | 57 | |||||||||
| 25 Nov | 1112.00 | 32.55 | -0.8 | 20.45 | 182 | 35 | 71 | |||||||||
| 24 Nov | 1106.00 | 33.9 | -17.1 | 18.90 | 50 | 32 | 33 | |||||||||
| 21 Nov | 1140.30 | 51 | -26.1 | 19.39 | 2 | 1 | 2 | |||||||||
| 20 Nov | 1170.00 | 77.1 | -31.25 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 1164.90 | 77.1 | -31.25 | 19.44 | 1 | 0 | 0 | |||||||||
| 18 Nov | 1163.00 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1175.50 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1167.80 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1183.90 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1181.80 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1191.50 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1179.30 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1171.70 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1168.80 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1181.40 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1195.00 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1206.00 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1210.00 | 108.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1110 expiring on 30DEC2025
Delta for 1110 CE is 0.65
Historical price for 1110 CE is as follows
On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 32, which was 10.75 higher than the previous day. The implied volatity was 21.47, the open interest changed by -90 which decreased total open position to 205
On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 21.15, which was 2.35 higher than the previous day. The implied volatity was 21.77, the open interest changed by -10 which decreased total open position to 295
On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 18.7, which was -6.3 lower than the previous day. The implied volatity was 22.96, the open interest changed by 148 which increased total open position to 307
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 25.05, which was -7.9 lower than the previous day. The implied volatity was 22.96, the open interest changed by 74 which increased total open position to 149
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 31.55, which was -37.2 lower than the previous day. The implied volatity was 20.95, the open interest changed by 21 which increased total open position to 80
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 68.75, which was 12.45 higher than the previous day. The implied volatity was 21.84, the open interest changed by -2 which decreased total open position to 59
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 56.3, which was 0.05 higher than the previous day. The implied volatity was 21.47, the open interest changed by -3 which decreased total open position to 62
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 54.75, which was -19.25 lower than the previous day. The implied volatity was 23.72, the open interest changed by 19 which increased total open position to 66
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 74, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 74, which was -2 lower than the previous day. The implied volatity was 25.65, the open interest changed by -3 which decreased total open position to 47
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 76, which was 6.25 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 50
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 69.7, which was 6.5 higher than the previous day. The implied volatity was 24.37, the open interest changed by -6 which decreased total open position to 50
On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 63.7, which was 29.6 higher than the previous day. The implied volatity was 21.71, the open interest changed by -15 which decreased total open position to 57
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 32.55, which was -0.8 lower than the previous day. The implied volatity was 20.45, the open interest changed by 35 which increased total open position to 71
On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 33.9, which was -17.1 lower than the previous day. The implied volatity was 18.90, the open interest changed by 32 which increased total open position to 33
On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 51, which was -26.1 lower than the previous day. The implied volatity was 19.39, the open interest changed by 1 which increased total open position to 2
On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 77.1, which was -31.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 77.1, which was -31.25 lower than the previous day. The implied volatity was 19.44, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 108.35, 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 31 Oct JSWSTEEL was trading at 1206.00. The strike last trading price was 108.35, 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 30 Oct JSWSTEEL was trading at 1210.00. The strike last trading price was 108.35, 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 1110 PE | |||||||
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Delta: -0.35
Vega: 0.93
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1125.50 | 13.45 | -9.35 | 21.91 | 681 | 78 | 423 |
| 11 Dec | 1105.40 | 22.7 | -6.65 | 21.88 | 533 | 17 | 344 |
| 10 Dec | 1096.80 | 30 | 6.05 | 23.81 | 917 | -2 | 328 |
| 9 Dec | 1107.80 | 24.9 | 4.65 | 24.30 | 1,204 | 8 | 329 |
| 8 Dec | 1119.10 | 20.85 | 13.65 | 25.76 | 461 | 25 | 327 |
| 5 Dec | 1162.20 | 6.55 | -4.3 | 23.00 | 449 | -8 | 305 |
| 4 Dec | 1150.60 | 11.25 | -2.45 | 24.27 | 564 | 42 | 314 |
| 3 Dec | 1143.60 | 14.2 | 4.5 | 25.29 | 1,499 | 71 | 274 |
| 2 Dec | 1162.00 | 9.85 | 0.8 | 24.48 | 99 | -3 | 201 |
| 1 Dec | 1168.40 | 9.35 | -1.05 | 24.72 | 112 | -8 | 204 |
| 28 Nov | 1160.30 | 10 | -0.6 | 24.12 | 133 | -21 | 214 |
| 27 Nov | 1160.60 | 11 | -1.8 | 23.60 | 340 | 56 | 233 |
| 26 Nov | 1154.40 | 12.6 | -11.3 | 23.73 | 275 | 100 | 180 |
| 25 Nov | 1112.00 | 23.95 | -4.15 | 20.66 | 289 | 42 | 78 |
| 24 Nov | 1106.00 | 28.4 | 19.45 | 25.29 | 112 | 23 | 35 |
| 21 Nov | 1140.30 | 8.95 | -3.4 | - | 0 | 8 | 0 |
| 20 Nov | 1170.00 | 8.95 | -3.4 | 21.89 | 14 | 7 | 11 |
| 19 Nov | 1164.90 | 12.35 | 0.6 | 24.77 | 2 | 0 | 2 |
| 18 Nov | 1163.00 | 11.75 | -10.75 | 23.37 | 2 | 1 | 1 |
| 17 Nov | 1175.50 | 22.5 | 0 | 5.48 | 0 | 0 | 0 |
| 14 Nov | 1167.80 | 22.5 | 0 | 5.01 | 0 | 0 | 0 |
| 13 Nov | 1183.90 | 22.5 | 0 | 5.78 | 0 | 0 | 0 |
| 12 Nov | 1181.80 | 22.5 | 0 | 5.88 | 0 | 0 | 0 |
| 11 Nov | 1191.50 | 22.5 | 0 | 5.95 | 0 | 0 | 0 |
| 10 Nov | 1179.30 | 22.5 | 0 | 5.58 | 0 | 0 | 0 |
| 7 Nov | 1171.70 | 22.5 | 0 | 5.07 | 0 | 0 | 0 |
| 6 Nov | 1168.80 | 22.5 | 0 | 4.84 | 0 | 0 | 0 |
| 4 Nov | 1181.40 | 22.5 | 0 | 5.40 | 0 | 0 | 0 |
| 3 Nov | 1195.00 | 22.5 | 0 | 6.13 | 0 | 0 | 0 |
| 31 Oct | 1206.00 | 22.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1210.00 | 22.5 | 0 | 6.56 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1110 expiring on 30DEC2025
Delta for 1110 PE is -0.35
Historical price for 1110 PE is as follows
On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 13.45, which was -9.35 lower than the previous day. The implied volatity was 21.91, the open interest changed by 78 which increased total open position to 423
On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 22.7, which was -6.65 lower than the previous day. The implied volatity was 21.88, the open interest changed by 17 which increased total open position to 344
On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 30, which was 6.05 higher than the previous day. The implied volatity was 23.81, the open interest changed by -2 which decreased total open position to 328
On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 24.9, which was 4.65 higher than the previous day. The implied volatity was 24.30, the open interest changed by 8 which increased total open position to 329
On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 20.85, which was 13.65 higher than the previous day. The implied volatity was 25.76, the open interest changed by 25 which increased total open position to 327
On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 6.55, which was -4.3 lower than the previous day. The implied volatity was 23.00, the open interest changed by -8 which decreased total open position to 305
On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 11.25, which was -2.45 lower than the previous day. The implied volatity was 24.27, the open interest changed by 42 which increased total open position to 314
On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 14.2, which was 4.5 higher than the previous day. The implied volatity was 25.29, the open interest changed by 71 which increased total open position to 274
On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 9.85, which was 0.8 higher than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 201
On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 9.35, which was -1.05 lower than the previous day. The implied volatity was 24.72, the open interest changed by -8 which decreased total open position to 204
On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 10, which was -0.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by -21 which decreased total open position to 214
On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 11, which was -1.8 lower than the previous day. The implied volatity was 23.60, the open interest changed by 56 which increased total open position to 233
On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 12.6, which was -11.3 lower than the previous day. The implied volatity was 23.73, the open interest changed by 100 which increased total open position to 180
On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 23.95, which was -4.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by 42 which increased total open position to 78
On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 28.4, which was 19.45 higher than the previous day. The implied volatity was 25.29, the open interest changed by 23 which increased total open position to 35
On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 8.95, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 8.95, which was -3.4 lower than the previous day. The implied volatity was 21.89, the open interest changed by 7 which increased total open position to 11
On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 12.35, which was 0.6 higher than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 2
On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 11.75, which was -10.75 lower than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 1
On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 5.48, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.01, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.78, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.88, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.95, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.58, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.07, 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 22.5, which was 0 lower than the previous day. The implied volatity was 4.84, 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 22.5, which was 0 lower than the previous day. The implied volatity was 5.40, 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 22.5, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 31 Oct JSWSTEEL was trading at 1206.00. The strike last trading price was 22.5, 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 30 Oct JSWSTEEL was trading at 1210.00. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0































































































































































































































