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[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

913.3 -1.15 (-0.13%)

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Historical option data for JSWSTEEL

27 Dec 2024 04:10 PM IST
JSWSTEEL 30JAN2025 1160 CE
Delta: 0.01
Vega: 0.08
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 0.35 -0.65 32.36 1 0 4
24 Dec 921.85 1 34.54 1 0 3


For Jsw Steel Limited - strike price 1160 expiring on 30JAN2025

Delta for 1160 CE is 0.01

Historical price for 1160 CE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 0.35, which was -0.65 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 4


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 34.54, the open interest changed by 0 which decreased total open position to 3


JSWSTEEL 30JAN2025 1160 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 188.05 0.00 - 0 0 0
24 Dec 921.85 188.05 - 0 0 0


For Jsw Steel Limited - strike price 1160 expiring on 30JAN2025

Delta for 1160 PE is -

Historical price for 1160 PE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 188.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 188.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0