JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
04 Mar 2026 04:10 PM IST
| JSWSTEEL 30-MAR-2026 1150 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.99
Theta: -0.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 1213.00 | 80.3 | -52.6 | 30.72 | 17 | 1 | 46 | |||||||||
| 2 Mar | 1267.30 | 132.9 | 28.35 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1264.70 | 132.9 | 28.35 | - | 0 | 0 | 45 | |||||||||
| 26 Feb | 1280.60 | 132.9 | 28.35 | - | 0 | 0 | 45 | |||||||||
| 25 Feb | 1275.00 | 132.9 | 28.35 | 23.8 | 3 | 0 | 45 | |||||||||
| 24 Feb | 1254.50 | 104.55 | 4.55 | 16.87 | 3 | 1 | 43 | |||||||||
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| 23 Feb | 1240.50 | 100 | 1 | 16.22 | 31 | 28 | 41 | |||||||||
| 20 Feb | 1235.80 | 97.5 | -11.5 | 19.36 | 12 | 10 | 11 | |||||||||
| 19 Feb | 1228.40 | 109 | 0.35 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 1251.20 | 109 | 0.35 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 1244.60 | 109 | 0.35 | 20.93 | 1 | 0 | 0 | |||||||||
| 16 Feb | 1248.20 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1232.00 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1247.90 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1249.20 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1244.10 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1245.00 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1236.20 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1239.80 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1228.20 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1229.40 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1199.20 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1191.50 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1214.40 | 108.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1150 expiring on 30MAR2026
Delta for 1150 CE is 0.77
Historical price for 1150 CE is as follows
On 4 Mar JSWSTEEL was trading at 1213.00. The strike last trading price was 80.3, which was -52.6 lower than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 46
On 2 Mar JSWSTEEL was trading at 1267.30. The strike last trading price was 132.9, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb JSWSTEEL was trading at 1264.70. The strike last trading price was 132.9, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 26 Feb JSWSTEEL was trading at 1280.60. The strike last trading price was 132.9, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 25 Feb JSWSTEEL was trading at 1275.00. The strike last trading price was 132.9, which was 28.35 higher than the previous day. The implied volatity was 23.8, the open interest changed by 0 which decreased total open position to 45
On 24 Feb JSWSTEEL was trading at 1254.50. The strike last trading price was 104.55, which was 4.55 higher than the previous day. The implied volatity was 16.87, the open interest changed by 1 which increased total open position to 43
On 23 Feb JSWSTEEL was trading at 1240.50. The strike last trading price was 100, which was 1 higher than the previous day. The implied volatity was 16.22, the open interest changed by 28 which increased total open position to 41
On 20 Feb JSWSTEEL was trading at 1235.80. The strike last trading price was 97.5, which was -11.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 10 which increased total open position to 11
On 19 Feb JSWSTEEL was trading at 1228.40. The strike last trading price was 109, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb JSWSTEEL was trading at 1251.20. The strike last trading price was 109, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb JSWSTEEL was trading at 1244.60. The strike last trading price was 109, which was 0.35 higher than the previous day. The implied volatity was 20.93, the open interest changed by 0 which decreased total open position to 0
On 16 Feb JSWSTEEL was trading at 1248.20. The strike last trading price was 108.65, 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 13 Feb JSWSTEEL was trading at 1232.00. The strike last trading price was 108.65, 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 12 Feb JSWSTEEL was trading at 1247.90. The strike last trading price was 108.65, 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 11 Feb JSWSTEEL was trading at 1249.20. The strike last trading price was 108.65, 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 10 Feb JSWSTEEL was trading at 1244.10. The strike last trading price was 108.65, 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 9 Feb JSWSTEEL was trading at 1245.00. The strike last trading price was 108.65, 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 6 Feb JSWSTEEL was trading at 1236.20. The strike last trading price was 108.65, 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 5 Feb JSWSTEEL was trading at 1239.80. The strike last trading price was 108.65, 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 4 Feb JSWSTEEL was trading at 1228.20. The strike last trading price was 108.65, 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 3 Feb JSWSTEEL was trading at 1229.40. The strike last trading price was 108.65, 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 2 Feb JSWSTEEL was trading at 1199.20. The strike last trading price was 108.65, 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 1 Feb JSWSTEEL was trading at 1191.50. The strike last trading price was 108.65, 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 Jan JSWSTEEL was trading at 1214.40. The strike last trading price was 108.65, 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
| JSWSTEEL 30MAR2026 1150 PE | |||||||
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Delta: -0.24
Vega: 1.01
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 1213.00 | 15.4 | 11.6 | 32.09 | 558 | -22 | 166 |
| 2 Mar | 1267.30 | 3.75 | 0.9 | 27.66 | 233 | 46 | 190 |
| 27 Feb | 1264.70 | 2.7 | 0.3 | 25.15 | 48 | -8 | 143 |
| 26 Feb | 1280.60 | 2.55 | -0.9 | 25.82 | 59 | -1 | 151 |
| 25 Feb | 1275.00 | 3.45 | -3.05 | 26.35 | 207 | -19 | 151 |
| 24 Feb | 1254.50 | 6.3 | -2.3 | 27.81 | 61 | 4 | 171 |
| 23 Feb | 1240.50 | 8.6 | -1.1 | 27.56 | 88 | 36 | 166 |
| 20 Feb | 1235.80 | 10.95 | -0.4 | 27.77 | 101 | 41 | 131 |
| 19 Feb | 1228.40 | 11.45 | 3.2 | 26.76 | 38 | 15 | 88 |
| 18 Feb | 1251.20 | 7.4 | -2.65 | 26.8 | 32 | 4 | 74 |
| 17 Feb | 1244.60 | 10 | 0.3 | 27.53 | 26 | 20 | 70 |
| 16 Feb | 1248.20 | 9.95 | -2.95 | 28.05 | 12 | 6 | 49 |
| 13 Feb | 1232.00 | 12.9 | 3.65 | 27.15 | 16 | 0 | 42 |
| 12 Feb | 1247.90 | 9.25 | -0.75 | - | 0 | 0 | 42 |
| 11 Feb | 1249.20 | 9.25 | -0.75 | 26.38 | 4 | 2 | 42 |
| 10 Feb | 1244.10 | 10 | 0.2 | 26.34 | 8 | 4 | 39 |
| 9 Feb | 1245.00 | 9.8 | -1.65 | 25.76 | 10 | 6 | 34 |
| 6 Feb | 1236.20 | 11.5 | -3.3 | 25.51 | 29 | 5 | 7 |
| 5 Feb | 1239.80 | 14.8 | -9.85 | - | 0 | 0 | 2 |
| 4 Feb | 1228.20 | 14.8 | -9.85 | - | 0 | 0 | 2 |
| 3 Feb | 1229.40 | 14.8 | -9.85 | - | 0 | 0 | 2 |
| 2 Feb | 1199.20 | 14.8 | -9.85 | - | 0 | 0 | 2 |
| 1 Feb | 1191.50 | 14.8 | -9.85 | - | 0 | 0 | 2 |
| 30 Jan | 1214.40 | 14.8 | -9.85 | - | 0 | 0 | 2 |
For Jsw Steel Limited - strike price 1150 expiring on 30MAR2026
Delta for 1150 PE is -0.24
Historical price for 1150 PE is as follows
On 4 Mar JSWSTEEL was trading at 1213.00. The strike last trading price was 15.4, which was 11.6 higher than the previous day. The implied volatity was 32.09, the open interest changed by -22 which decreased total open position to 166
On 2 Mar JSWSTEEL was trading at 1267.30. The strike last trading price was 3.75, which was 0.9 higher than the previous day. The implied volatity was 27.66, the open interest changed by 46 which increased total open position to 190
On 27 Feb JSWSTEEL was trading at 1264.70. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 25.15, the open interest changed by -8 which decreased total open position to 143
On 26 Feb JSWSTEEL was trading at 1280.60. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was 25.82, the open interest changed by -1 which decreased total open position to 151
On 25 Feb JSWSTEEL was trading at 1275.00. The strike last trading price was 3.45, which was -3.05 lower than the previous day. The implied volatity was 26.35, the open interest changed by -19 which decreased total open position to 151
On 24 Feb JSWSTEEL was trading at 1254.50. The strike last trading price was 6.3, which was -2.3 lower than the previous day. The implied volatity was 27.81, the open interest changed by 4 which increased total open position to 171
On 23 Feb JSWSTEEL was trading at 1240.50. The strike last trading price was 8.6, which was -1.1 lower than the previous day. The implied volatity was 27.56, the open interest changed by 36 which increased total open position to 166
On 20 Feb JSWSTEEL was trading at 1235.80. The strike last trading price was 10.95, which was -0.4 lower than the previous day. The implied volatity was 27.77, the open interest changed by 41 which increased total open position to 131
On 19 Feb JSWSTEEL was trading at 1228.40. The strike last trading price was 11.45, which was 3.2 higher than the previous day. The implied volatity was 26.76, the open interest changed by 15 which increased total open position to 88
On 18 Feb JSWSTEEL was trading at 1251.20. The strike last trading price was 7.4, which was -2.65 lower than the previous day. The implied volatity was 26.8, the open interest changed by 4 which increased total open position to 74
On 17 Feb JSWSTEEL was trading at 1244.60. The strike last trading price was 10, which was 0.3 higher than the previous day. The implied volatity was 27.53, the open interest changed by 20 which increased total open position to 70
On 16 Feb JSWSTEEL was trading at 1248.20. The strike last trading price was 9.95, which was -2.95 lower than the previous day. The implied volatity was 28.05, the open interest changed by 6 which increased total open position to 49
On 13 Feb JSWSTEEL was trading at 1232.00. The strike last trading price was 12.9, which was 3.65 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 42
On 12 Feb JSWSTEEL was trading at 1247.90. The strike last trading price was 9.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 11 Feb JSWSTEEL was trading at 1249.20. The strike last trading price was 9.25, which was -0.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by 2 which increased total open position to 42
On 10 Feb JSWSTEEL was trading at 1244.10. The strike last trading price was 10, which was 0.2 higher than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 39
On 9 Feb JSWSTEEL was trading at 1245.00. The strike last trading price was 9.8, which was -1.65 lower than the previous day. The implied volatity was 25.76, the open interest changed by 6 which increased total open position to 34
On 6 Feb JSWSTEEL was trading at 1236.20. The strike last trading price was 11.5, which was -3.3 lower than the previous day. The implied volatity was 25.51, the open interest changed by 5 which increased total open position to 7
On 5 Feb JSWSTEEL was trading at 1239.80. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb JSWSTEEL was trading at 1228.20. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb JSWSTEEL was trading at 1229.40. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb JSWSTEEL was trading at 1199.20. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb JSWSTEEL was trading at 1191.50. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan JSWSTEEL was trading at 1214.40. The strike last trading price was 14.8, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
