JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
05 Dec 2025 04:10 PM IST
| JSWSTEEL 30-DEC-2025 1170 CE | ||||||||||||||||
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Delta: 0.53
Vega: 1.21
Theta: -0.71
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.47
Vega: 1.21
Theta: -0.38
Gamma: 0.01
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| 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































































































































































































































