[--[65.84.65.76]--]

JSWSTEEL

Jsw Steel Limited
1162.2 +11.60 (1.01%)
L: 1143.4 H: 1170

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Historical option data for JSWSTEEL

05 Dec 2025 04:10 PM IST
JSWSTEEL 30-DEC-2025 1150 CE
Delta: 0.64
Vega: 1.14
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1162.20 40.85 7.85 22.93 3,441 390 2,164
4 Dec 1150.60 32.35 1 23.11 4,987 567 1,834
3 Dec 1143.60 30.5 -10.3 23.59 6,810 445 1,266
2 Dec 1162.00 40.95 -4.7 24.16 401 29 818
1 Dec 1168.40 44 1.75 23.49 753 13 792
28 Nov 1160.30 42.8 0.45 21.68 534 -3 779
27 Nov 1160.60 41 4.25 22.52 1,652 41 782
26 Nov 1154.40 37.25 20.5 21.45 6,405 428 739
25 Nov 1112.00 16.6 0.2 21.22 720 -4 307
24 Nov 1106.00 16.5 -14 19.39 619 206 310
21 Nov 1140.30 28.6 -21.1 19.92 152 78 101
20 Nov 1170.00 49.7 -1.25 21.13 9 4 22
19 Nov 1164.90 50.95 2.95 21.42 9 0 18
18 Nov 1163.00 48 -1.85 21.83 6 4 17
17 Nov 1175.50 49.85 -0.9 16.59 2 0 13
14 Nov 1167.80 50.75 -14.25 19.06 9 8 12
13 Nov 1183.90 65 -17.2 20.85 4 0 0
12 Nov 1181.80 82.2 0 - 0 0 0
11 Nov 1191.50 82.2 0 - 0 0 0
10 Nov 1179.30 82.2 0 - 0 0 0
7 Nov 1171.70 82.2 0 - 0 0 0
6 Nov 1168.80 82.2 0 - 0 0 0
4 Nov 1181.40 82.2 0 - 0 0 0
3 Nov 1195.00 82.2 0 - 0 0 0
31 Oct 1206.00 82.2 0 - 0 0 0
30 Oct 1210.00 82.2 0 - 0 0 0


For Jsw Steel Limited - strike price 1150 expiring on 30DEC2025

Delta for 1150 CE is 0.64

Historical price for 1150 CE is as follows

On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 40.85, which was 7.85 higher than the previous day. The implied volatity was 22.93, the open interest changed by 390 which increased total open position to 2164


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 32.35, which was 1 higher than the previous day. The implied volatity was 23.11, the open interest changed by 567 which increased total open position to 1834


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 30.5, which was -10.3 lower than the previous day. The implied volatity was 23.59, the open interest changed by 445 which increased total open position to 1266


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 40.95, which was -4.7 lower than the previous day. The implied volatity was 24.16, the open interest changed by 29 which increased total open position to 818


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 44, which was 1.75 higher than the previous day. The implied volatity was 23.49, the open interest changed by 13 which increased total open position to 792


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 42.8, which was 0.45 higher than the previous day. The implied volatity was 21.68, the open interest changed by -3 which decreased total open position to 779


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 41, which was 4.25 higher than the previous day. The implied volatity was 22.52, the open interest changed by 41 which increased total open position to 782


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 37.25, which was 20.5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 428 which increased total open position to 739


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 16.6, which was 0.2 higher than the previous day. The implied volatity was 21.22, the open interest changed by -4 which decreased total open position to 307


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 16.5, which was -14 lower than the previous day. The implied volatity was 19.39, the open interest changed by 206 which increased total open position to 310


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 28.6, which was -21.1 lower than the previous day. The implied volatity was 19.92, the open interest changed by 78 which increased total open position to 101


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 49.7, which was -1.25 lower than the previous day. The implied volatity was 21.13, the open interest changed by 4 which increased total open position to 22


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 50.95, which was 2.95 higher than the previous day. The implied volatity was 21.42, the open interest changed by 0 which decreased total open position to 18


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 48, which was -1.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by 4 which increased total open position to 17


On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 49.85, which was -0.9 lower than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 13


On 14 Nov JSWSTEEL was trading at 1167.80. The strike last trading price was 50.75, which was -14.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 8 which increased total open position to 12


On 13 Nov JSWSTEEL was trading at 1183.90. The strike last trading price was 65, which was -17.2 lower than the previous day. The implied volatity was 20.85, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 82.2, 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 1150 PE
Delta: -0.35
Vega: 1.14
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1162.20 17.1 -8.2 22.58 1,507 229 1,177
4 Dec 1150.60 26 -3.75 24.44 2,197 -21 956
3 Dec 1143.60 30.35 8.4 25.47 5,919 281 980
2 Dec 1162.00 22 2.25 23.95 576 13 673
1 Dec 1168.40 20.8 -1.75 24.22 1,190 11 665
28 Nov 1160.30 21.45 -1.3 23.44 854 37 655
27 Nov 1160.60 23.8 -2.35 23.30 1,428 128 614
26 Nov 1154.40 25.5 -21.2 22.84 1,696 242 488
25 Nov 1112.00 46.7 -3.65 20.73 106 72 248
24 Nov 1106.00 50.55 18.1 25.84 222 82 160
21 Nov 1140.30 37 17 24.33 139 58 79
20 Nov 1170.00 20 -4.3 21.71 17 12 21
19 Nov 1164.90 24.3 0.3 24.59 7 4 7
18 Nov 1163.00 24 -11.9 23.23 5 1 1
17 Nov 1175.50 35.9 0 2.74 0 0 0
14 Nov 1167.80 35.9 0 2.33 0 0 0
13 Nov 1183.90 35.9 0 3.19 0 0 0
12 Nov 1181.80 35.9 0 3.17 0 0 0
11 Nov 1191.50 35.9 0 3.43 0 0 0
10 Nov 1179.30 35.9 0 3.06 0 0 0
7 Nov 1171.70 35.9 0 2.61 0 0 0
6 Nov 1168.80 35.9 0 2.36 0 0 0
4 Nov 1181.40 35.9 0 3.01 0 0 0
3 Nov 1195.00 35.9 0 3.76 0 0 0
31 Oct 1206.00 35.9 0 - 0 0 0
30 Oct 1210.00 35.9 0 4.35 0 0 0


For Jsw Steel Limited - strike price 1150 expiring on 30DEC2025

Delta for 1150 PE is -0.35

Historical price for 1150 PE is as follows

On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 17.1, which was -8.2 lower than the previous day. The implied volatity was 22.58, the open interest changed by 229 which increased total open position to 1177


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 26, which was -3.75 lower than the previous day. The implied volatity was 24.44, the open interest changed by -21 which decreased total open position to 956


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 30.35, which was 8.4 higher than the previous day. The implied volatity was 25.47, the open interest changed by 281 which increased total open position to 980


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 22, which was 2.25 higher than the previous day. The implied volatity was 23.95, the open interest changed by 13 which increased total open position to 673


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 20.8, which was -1.75 lower than the previous day. The implied volatity was 24.22, the open interest changed by 11 which increased total open position to 665


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 21.45, which was -1.3 lower than the previous day. The implied volatity was 23.44, the open interest changed by 37 which increased total open position to 655


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 23.8, which was -2.35 lower than the previous day. The implied volatity was 23.30, the open interest changed by 128 which increased total open position to 614


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 25.5, which was -21.2 lower than the previous day. The implied volatity was 22.84, the open interest changed by 242 which increased total open position to 488


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 46.7, which was -3.65 lower than the previous day. The implied volatity was 20.73, the open interest changed by 72 which increased total open position to 248


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 50.55, which was 18.1 higher than the previous day. The implied volatity was 25.84, the open interest changed by 82 which increased total open position to 160


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 37, which was 17 higher than the previous day. The implied volatity was 24.33, the open interest changed by 58 which increased total open position to 79


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 20, which was -4.3 lower than the previous day. The implied volatity was 21.71, the open interest changed by 12 which increased total open position to 21


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 24.3, which was 0.3 higher than the previous day. The implied volatity was 24.59, the open interest changed by 4 which increased total open position to 7


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 24, which was -11.9 lower than the previous day. The implied volatity was 23.23, 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 35.9, which was 0 lower than the previous day. The implied volatity was 2.74, 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 35.9, which was 0 lower than the previous day. The implied volatity was 2.33, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.19, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.17, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.43, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.06, 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 35.9, which was 0 lower than the previous day. The implied volatity was 2.61, 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 35.9, which was 0 lower than the previous day. The implied volatity was 2.36, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.01, 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 35.9, which was 0 lower than the previous day. The implied volatity was 3.76, 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 35.9, 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 35.9, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0