[--[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 1170 CE
Delta: 0.53
Vega: 1.21
Theta: -0.71
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1162.20 29.3 5.65 22.65 1,164 -28 1,013
4 Dec 1150.60 23.2 0.45 23.37 2,222 2 1,044
3 Dec 1143.60 21.6 -8.35 23.57 5,528 274 1,041
2 Dec 1162.00 29.8 -4.25 23.69 1,115 131 767
1 Dec 1168.40 32.55 1.6 23.23 2,753 104 641
28 Nov 1160.30 32 0.4 21.91 1,218 99 540
27 Nov 1160.60 30.7 4.1 22.65 986 160 441
26 Nov 1154.40 27.05 16.05 21.33 1,174 56 283
25 Nov 1112.00 10.75 -0.2 20.97 328 50 233
24 Nov 1106.00 10.3 -12 19.06 286 91 182
21 Nov 1140.30 20.2 -17.55 19.92 172 59 91
20 Nov 1170.00 38.15 1.65 21.17 39 13 32
19 Nov 1164.90 36.5 -1.55 19.57 26 9 18
18 Nov 1163.00 38.1 -6.7 21.66 10 3 9
17 Nov 1175.50 44.4 0.5 21.46 4 0 6
14 Nov 1167.80 43.9 -15.1 22.21 2 0 6
13 Nov 1183.90 59 0.7 26.25 7 1 2
12 Nov 1181.80 58.3 -12.45 25.51 1 0 0
11 Nov 1191.50 70.75 0 - 0 0 0
10 Nov 1179.30 70.75 0 - 0 0 0
7 Nov 1171.70 70.75 0 - 0 0 0
6 Nov 1168.80 70.75 0 - 0 0 0
4 Nov 1181.40 70.75 0 - 0 0 0
3 Nov 1195.00 70.75 0 - 0 0 0
31 Oct 1206.00 70.75 0 - 0 0 0
30 Oct 1210.00 70.75 0 - 0 0 0
29 Oct 1207.90 70.75 0 - 0 0 0


For Jsw Steel Limited - strike price 1170 expiring on 30DEC2025

Delta for 1170 CE is 0.53

Historical price for 1170 CE is as follows

On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 29.3, which was 5.65 higher than the previous day. The implied volatity was 22.65, the open interest changed by -28 which decreased total open position to 1013


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 23.2, which was 0.45 higher than the previous day. The implied volatity was 23.37, the open interest changed by 2 which increased total open position to 1044


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 21.6, which was -8.35 lower than the previous day. The implied volatity was 23.57, the open interest changed by 274 which increased total open position to 1041


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 29.8, which was -4.25 lower than the previous day. The implied volatity was 23.69, the open interest changed by 131 which increased total open position to 767


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 32.55, which was 1.6 higher than the previous day. The implied volatity was 23.23, the open interest changed by 104 which increased total open position to 641


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 32, which was 0.4 higher than the previous day. The implied volatity was 21.91, the open interest changed by 99 which increased total open position to 540


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 30.7, which was 4.1 higher than the previous day. The implied volatity was 22.65, the open interest changed by 160 which increased total open position to 441


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 27.05, which was 16.05 higher than the previous day. The implied volatity was 21.33, the open interest changed by 56 which increased total open position to 283


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 10.75, which was -0.2 lower than the previous day. The implied volatity was 20.97, the open interest changed by 50 which increased total open position to 233


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 10.3, which was -12 lower than the previous day. The implied volatity was 19.06, the open interest changed by 91 which increased total open position to 182


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 20.2, which was -17.55 lower than the previous day. The implied volatity was 19.92, the open interest changed by 59 which increased total open position to 91


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 38.15, which was 1.65 higher than the previous day. The implied volatity was 21.17, the open interest changed by 13 which increased total open position to 32


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 36.5, which was -1.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by 9 which increased total open position to 18


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 38.1, which was -6.7 lower than the previous day. The implied volatity was 21.66, the open interest changed by 3 which increased total open position to 9


On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 44.4, which was 0.5 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 6


On 14 Nov JSWSTEEL was trading at 1167.80. The strike last trading price was 43.9, which was -15.1 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 6


On 13 Nov JSWSTEEL was trading at 1183.90. The strike last trading price was 59, which was 0.7 higher than the previous day. The implied volatity was 26.25, the open interest changed by 1 which increased total open position to 2


On 12 Nov JSWSTEEL was trading at 1181.80. The strike last trading price was 58.3, which was -12.45 lower than the previous day. The implied volatity was 25.51, 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 70.75, 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 70.75, 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 70.75, 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 70.75, 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 70.75, 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 70.75, 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 70.75, 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 70.75, 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 29 Oct JSWSTEEL was trading at 1207.90. The strike last trading price was 70.75, 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 1170 PE
Delta: -0.47
Vega: 1.21
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1162.20 25.35 -10.95 22.27 356 62 473
4 Dec 1150.60 36.2 -4.15 24.28 613 -61 413
3 Dec 1143.60 41.05 10.35 25.27 1,458 35 478
2 Dec 1162.00 30.95 2.35 23.69 649 113 440
1 Dec 1168.40 29.5 -2.4 24.16 1,054 84 325
28 Nov 1160.30 30.5 -1.15 23.59 440 86 243
27 Nov 1160.60 32.1 -3.9 22.53 280 55 156
26 Nov 1154.40 35.4 -23.4 22.90 113 47 100
25 Nov 1112.00 58.8 -6.85 18.65 24 2 54
24 Nov 1106.00 65.65 29.35 27.37 44 8 54
21 Nov 1140.30 36.3 7.85 16.00 11 3 47
20 Nov 1170.00 28 -3 21.56 64 33 43
19 Nov 1164.90 31 0.9 23.45 6 1 5
18 Nov 1163.00 30.1 0.25 - 0 2 0
17 Nov 1175.50 30.1 0.25 24.28 2 1 3
14 Nov 1167.80 29.85 -14.4 - 0 0 0
13 Nov 1183.90 29.85 -14.4 - 0 0 0
12 Nov 1181.80 29.85 -14.4 - 0 0 0
11 Nov 1191.50 29.85 -14.4 - 0 0 0
10 Nov 1179.30 29.85 -14.4 - 0 0 0
7 Nov 1171.70 29.85 -14.4 - 0 2 0
6 Nov 1168.80 29.85 -14.4 20.61 2 0 0
4 Nov 1181.40 44.25 0 1.79 0 0 0
3 Nov 1195.00 44.25 0 2.58 0 0 0
31 Oct 1206.00 44.25 0 - 0 0 0
30 Oct 1210.00 44.25 0 3.22 0 0 0
29 Oct 1207.90 44.25 0 3.58 0 0 0


For Jsw Steel Limited - strike price 1170 expiring on 30DEC2025

Delta for 1170 PE is -0.47

Historical price for 1170 PE is as follows

On 5 Dec JSWSTEEL was trading at 1162.20. The strike last trading price was 25.35, which was -10.95 lower than the previous day. The implied volatity was 22.27, the open interest changed by 62 which increased total open position to 473


On 4 Dec JSWSTEEL was trading at 1150.60. The strike last trading price was 36.2, which was -4.15 lower than the previous day. The implied volatity was 24.28, the open interest changed by -61 which decreased total open position to 413


On 3 Dec JSWSTEEL was trading at 1143.60. The strike last trading price was 41.05, which was 10.35 higher than the previous day. The implied volatity was 25.27, the open interest changed by 35 which increased total open position to 478


On 2 Dec JSWSTEEL was trading at 1162.00. The strike last trading price was 30.95, which was 2.35 higher than the previous day. The implied volatity was 23.69, the open interest changed by 113 which increased total open position to 440


On 1 Dec JSWSTEEL was trading at 1168.40. The strike last trading price was 29.5, which was -2.4 lower than the previous day. The implied volatity was 24.16, the open interest changed by 84 which increased total open position to 325


On 28 Nov JSWSTEEL was trading at 1160.30. The strike last trading price was 30.5, which was -1.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 86 which increased total open position to 243


On 27 Nov JSWSTEEL was trading at 1160.60. The strike last trading price was 32.1, which was -3.9 lower than the previous day. The implied volatity was 22.53, the open interest changed by 55 which increased total open position to 156


On 26 Nov JSWSTEEL was trading at 1154.40. The strike last trading price was 35.4, which was -23.4 lower than the previous day. The implied volatity was 22.90, the open interest changed by 47 which increased total open position to 100


On 25 Nov JSWSTEEL was trading at 1112.00. The strike last trading price was 58.8, which was -6.85 lower than the previous day. The implied volatity was 18.65, the open interest changed by 2 which increased total open position to 54


On 24 Nov JSWSTEEL was trading at 1106.00. The strike last trading price was 65.65, which was 29.35 higher than the previous day. The implied volatity was 27.37, the open interest changed by 8 which increased total open position to 54


On 21 Nov JSWSTEEL was trading at 1140.30. The strike last trading price was 36.3, which was 7.85 higher than the previous day. The implied volatity was 16.00, the open interest changed by 3 which increased total open position to 47


On 20 Nov JSWSTEEL was trading at 1170.00. The strike last trading price was 28, which was -3 lower than the previous day. The implied volatity was 21.56, the open interest changed by 33 which increased total open position to 43


On 19 Nov JSWSTEEL was trading at 1164.90. The strike last trading price was 31, which was 0.9 higher than the previous day. The implied volatity was 23.45, the open interest changed by 1 which increased total open position to 5


On 18 Nov JSWSTEEL was trading at 1163.00. The strike last trading price was 30.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 17 Nov JSWSTEEL was trading at 1175.50. The strike last trading price was 30.1, which was 0.25 higher than the previous day. The implied volatity was 24.28, the open interest changed by 1 which increased total open position to 3


On 14 Nov JSWSTEEL was trading at 1167.80. The strike last trading price was 29.85, which was -14.4 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 29.85, which was -14.4 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 29.85, which was -14.4 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 29.85, which was -14.4 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 29.85, which was -14.4 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 29.85, which was -14.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov JSWSTEEL was trading at 1168.80. The strike last trading price was 29.85, which was -14.4 lower than the previous day. The implied volatity was 20.61, 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 44.25, which was 0 lower than the previous day. The implied volatity was 1.79, 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 44.25, which was 0 lower than the previous day. The implied volatity was 2.58, 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 44.25, 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 44.25, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 29 Oct JSWSTEEL was trading at 1207.90. The strike last trading price was 44.25, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0