[--[65.84.65.76]--]

JSWSTEEL

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

Back to Option Chain


Historical option data for JSWSTEEL

12 Dec 2025 04:10 PM IST
JSWSTEEL 30-DEC-2025 1110 CE
Delta: 0.65
Vega: 0.93
Theta: -0.74
Gamma: 0.01
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
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
Delta: -0.35
Vega: 0.93
Theta: -0.45
Gamma: 0.01
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