[--[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 1130 CE
Delta: 0.50
Vega: 1.00
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1125.50 20.8 7.45 21.36 2,275 -45 623
11 Dec 1105.40 12.95 1 21.70 825 -46 668
10 Dec 1096.80 11.95 -4.7 23.32 1,569 129 717
9 Dec 1107.80 16.35 -6.45 22.91 1,490 150 582
8 Dec 1119.10 21.4 -30.6 21.31 1,145 44 435
5 Dec 1162.20 54.6 10.15 23.30 130 -26 392
4 Dec 1150.60 44.25 0.75 23.31 727 -292 422
3 Dec 1143.60 40.9 -13.05 23.07 2,165 124 718
2 Dec 1162.00 53.6 -6.15 24.24 31 -2 594
1 Dec 1168.40 59.9 4.35 26.02 49 -1 597
28 Nov 1160.30 56.3 1 21.98 89 7 600
27 Nov 1160.60 53.9 4.8 22.88 300 -2 594
26 Nov 1154.40 49.7 25.15 21.72 1,560 412 596
25 Nov 1112.00 24 0.1 21.18 658 61 189
24 Nov 1106.00 24.45 -16.95 19.43 251 124 130
21 Nov 1140.30 40 -20 20.56 9 2 3
20 Nov 1170.00 60 -34.7 - 0 0 0
19 Nov 1164.90 60 -34.7 - 0 1 0
18 Nov 1163.00 60 -34.7 19.84 1 0 0
17 Nov 1175.50 94.7 0 - 0 0 0
14 Nov 1167.80 94.7 0 - 0 0 0
13 Nov 1183.90 94.7 0 - 0 0 0
12 Nov 1181.80 94.7 0 - 0 0 0
11 Nov 1191.50 94.7 0 - 0 0 0
10 Nov 1179.30 94.7 0 - 0 0 0
7 Nov 1171.70 94.7 0 - 0 0 0
6 Nov 1168.80 94.7 0 - 0 0 0
4 Nov 1181.40 94.7 0 - 0 0 0
3 Nov 1195.00 94.7 0 - 0 0 0
31 Oct 1206.00 94.7 0 - 0 0 0
30 Oct 1210.00 94.7 0 - 0 0 0


For Jsw Steel Limited - strike price 1130 expiring on 30DEC2025

Delta for 1130 CE is 0.50

Historical price for 1130 CE is as follows

On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 20.8, which was 7.45 higher than the previous day. The implied volatity was 21.36, the open interest changed by -45 which decreased total open position to 623


On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 12.95, which was 1 higher than the previous day. The implied volatity was 21.70, the open interest changed by -46 which decreased total open position to 668


On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 11.95, which was -4.7 lower than the previous day. The implied volatity was 23.32, the open interest changed by 129 which increased total open position to 717


On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 16.35, which was -6.45 lower than the previous day. The implied volatity was 22.91, the open interest changed by 150 which increased total open position to 582


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 21.4, which was -30.6 lower than the previous day. The implied volatity was 21.31, the open interest changed by 44 which increased total open position to 435


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 54.6, which was 10.15 higher than the previous day. The implied volatity was 23.30, the open interest changed by -26 which decreased total open position to 392


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 44.25, which was 0.75 higher than the previous day. The implied volatity was 23.31, the open interest changed by -292 which decreased total open position to 422


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 40.9, which was -13.05 lower than the previous day. The implied volatity was 23.07, the open interest changed by 124 which increased total open position to 718


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 53.6, which was -6.15 lower than the previous day. The implied volatity was 24.24, the open interest changed by -2 which decreased total open position to 594


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 59.9, which was 4.35 higher than the previous day. The implied volatity was 26.02, the open interest changed by -1 which decreased total open position to 597


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 56.3, which was 1 higher than the previous day. The implied volatity was 21.98, the open interest changed by 7 which increased total open position to 600


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 53.9, which was 4.8 higher than the previous day. The implied volatity was 22.88, the open interest changed by -2 which decreased total open position to 594


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 49.7, which was 25.15 higher than the previous day. The implied volatity was 21.72, the open interest changed by 412 which increased total open position to 596


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 24, which was 0.1 higher than the previous day. The implied volatity was 21.18, the open interest changed by 61 which increased total open position to 189


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 24.45, which was -16.95 lower than the previous day. The implied volatity was 19.43, the open interest changed by 124 which increased total open position to 130


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 40, which was -20 lower than the previous day. The implied volatity was 20.56, the open interest changed by 2 which increased total open position to 3


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 60, which was -34.7 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 60, which was -34.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 60, which was -34.7 lower than the previous day. The implied volatity was 19.84, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 94.7, 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 1130 PE
Delta: -0.50
Vega: 1.00
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1125.50 22.4 -11.65 22.02 482 3 307
11 Dec 1105.40 34 -8.5 21.40 124 -11 303
10 Dec 1096.80 42.55 6.95 23.62 284 -27 318
9 Dec 1107.80 36.65 7.1 24.85 383 -41 344
8 Dec 1119.10 30.6 18.8 25.96 1,123 -12 390
5 Dec 1162.20 10.8 -6.05 22.70 634 19 424
4 Dec 1150.60 17.45 -3.35 24.22 632 -22 407
3 Dec 1143.60 20.95 6.3 25.09 2,763 119 429
2 Dec 1162.00 14.8 1.35 24.00 406 -15 309
1 Dec 1168.40 14.05 -1.5 24.30 686 -32 325
28 Nov 1160.30 14.95 -0.95 23.81 382 -13 365
27 Nov 1160.60 16.2 -2.4 23.18 671 49 378
26 Nov 1154.40 18.4 -15.65 23.44 945 242 329
25 Nov 1112.00 34.35 -4 20.76 150 31 88
24 Nov 1106.00 38.4 12.75 25.41 120 42 57
21 Nov 1140.30 26.5 12.6 23.63 28 1 14
20 Nov 1170.00 13.9 -1.55 21.98 12 6 12
19 Nov 1164.90 15.45 -2.35 22.99 2 0 7
18 Nov 1163.00 17.8 -2.2 23.81 1 0 7
17 Nov 1175.50 20 2.15 - 0 5 0
14 Nov 1167.80 20 2.15 25.54 8 4 6
13 Nov 1183.90 17.85 -10.8 - 0 0 0
12 Nov 1181.80 17.85 -10.8 - 0 0 0
11 Nov 1191.50 17.85 -10.8 - 0 0 0
10 Nov 1179.30 17.85 -10.8 - 0 2 0
7 Nov 1171.70 17.85 -10.8 23.61 2 0 0
6 Nov 1168.80 28.65 0 3.61 0 0 0
4 Nov 1181.40 28.65 0 4.22 0 0 0
3 Nov 1195.00 28.65 0 4.94 0 0 0
31 Oct 1206.00 28.65 0 - 0 0 0
30 Oct 1210.00 28.65 0 5.47 0 0 0


For Jsw Steel Limited - strike price 1130 expiring on 30DEC2025

Delta for 1130 PE is -0.50

Historical price for 1130 PE is as follows

On 12 Dec JSWSTEEL was trading at 1125.50. The strike last trading price was 22.4, which was -11.65 lower than the previous day. The implied volatity was 22.02, the open interest changed by 3 which increased total open position to 307


On 11 Dec JSWSTEEL was trading at 1105.40. The strike last trading price was 34, which was -8.5 lower than the previous day. The implied volatity was 21.40, the open interest changed by -11 which decreased total open position to 303


On 10 Dec JSWSTEEL was trading at 1096.80. The strike last trading price was 42.55, which was 6.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by -27 which decreased total open position to 318


On 9 Dec JSWSTEEL was trading at 1107.80. The strike last trading price was 36.65, which was 7.1 higher than the previous day. The implied volatity was 24.85, the open interest changed by -41 which decreased total open position to 344


On 8 Dec JSWSTEEL was trading at 1119.10. The strike last trading price was 30.6, which was 18.8 higher than the previous day. The implied volatity was 25.96, the open interest changed by -12 which decreased total open position to 390


On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 10.8, which was -6.05 lower than the previous day. The implied volatity was 22.70, the open interest changed by 19 which increased total open position to 424


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 17.45, which was -3.35 lower than the previous day. The implied volatity was 24.22, the open interest changed by -22 which decreased total open position to 407


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 20.95, which was 6.3 higher than the previous day. The implied volatity was 25.09, the open interest changed by 119 which increased total open position to 429


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 14.8, which was 1.35 higher than the previous day. The implied volatity was 24.00, the open interest changed by -15 which decreased total open position to 309


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 14.05, which was -1.5 lower than the previous day. The implied volatity was 24.30, the open interest changed by -32 which decreased total open position to 325


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 14.95, which was -0.95 lower than the previous day. The implied volatity was 23.81, the open interest changed by -13 which decreased total open position to 365


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 16.2, which was -2.4 lower than the previous day. The implied volatity was 23.18, the open interest changed by 49 which increased total open position to 378


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 18.4, which was -15.65 lower than the previous day. The implied volatity was 23.44, the open interest changed by 242 which increased total open position to 329


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 34.35, which was -4 lower than the previous day. The implied volatity was 20.76, the open interest changed by 31 which increased total open position to 88


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 38.4, which was 12.75 higher than the previous day. The implied volatity was 25.41, the open interest changed by 42 which increased total open position to 57


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 26.5, which was 12.6 higher than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 14


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 13.9, which was -1.55 lower than the previous day. The implied volatity was 21.98, the open interest changed by 6 which increased total open position to 12


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 15.45, which was -2.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by 0 which decreased total open position to 7


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 17.8, which was -2.2 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 7


On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 20, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 14 Nov JSWSTEEL was trading at 1167.80. The strike last trading price was 20, which was 2.15 higher than the previous day. The implied volatity was 25.54, the open interest changed by 4 which increased total open position to 6


On 13 Nov JSWSTEEL was trading at 1183.90. The strike last trading price was 17.85, which was -10.8 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 17.85, which was -10.8 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 17.85, which was -10.8 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 17.85, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov JSWSTEEL was trading at 1171.70. The strike last trading price was 17.85, which was -10.8 lower than the previous day. The implied volatity was 23.61, 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 28.65, which was 0 lower than the previous day. The implied volatity was 3.61, 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 28.65, which was 0 lower than the previous day. The implied volatity was 4.22, 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 28.65, which was 0 lower than the previous day. The implied volatity was 4.94, 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 28.65, 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 28.65, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0