JSWSTEEL
Jsw Steel Limited
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































































































































































































































