Historical option data for JSWSTEEL
29 Jun 2026 10:50 AM IST
| JSWSTEEL 28-Jul-2026 (27d) 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.01
Theta: -0.65
Gamma: 0.00454
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1245.10 | 39.7 | 6.65 (20.12%) | 24.55 | 228 | 26 | 199 | |||||||||
| 25 Jun | 1231.00 | 31.8 | -6.1 (-16.09%) | 22.33 | 132 | 57 | 177 | |||||||||
| 24 Jun | 1231.20 | 38.05 | -4.95 (-11.51%) | 25.24 | 108 | 58 | 120 | |||||||||
| 23 Jun | 1242.20 | 43 | -29.85 (-40.97%) | 24.92 | 14 | 8 | 62 | |||||||||
| 22 Jun | 1282.40 | 72.85 | 0 (0.00%) | - | 54 | 0 | 54 | |||||||||
| 19 Jun | 1287.70 | 72.85 | 0 (0.00%) | - | 54 | 0 | 54 | |||||||||
| 18 Jun | 1293.90 | 72.85 | 0 (0.00%) | 23.99 | 54 | 0 | 54 | |||||||||
| 17 Jun | 1287.20 | 73 | 3 (4.29%) | 23.99 | 54 | 28 | 35 | |||||||||
| 16 Jun | 1274.30 | 70 | 0 (0.00%) | - | 2 | 0 | 7 | |||||||||
| 15 Jun | 1296.50 | 70 | 0 (0.00%) | - | 2 | 0 | 7 | |||||||||
| 12 Jun | 1297.60 | 70 | 0 (0.00%) | 23.35 | 2 | 0 | 7 | |||||||||
| 11 Jun | 1282.30 | 70 | 0.85 (1.23%) | 23.35 | 2 | 1 | 7 | |||||||||
| 10 Jun | 1269.80 | 69.15 | -42.85 (-38.26%) | 23.12 | 6 | 5 | 5 | |||||||||
For Jsw Steel Limited - strike price 1240 expiring on 28JUL2026
Delta for 1240 CE is 0.56
Historical price for 1240 CE is as follows
On 29 Jun JSWSTEEL was trading at 1245.10. The strike last trading price was 39.7, which was 6.65 higher than the previous day. The implied volatity was 24.55, the open interest changed by 26 which increased total open position to 199
On 25 Jun JSWSTEEL was trading at 1231.00. The strike last trading price was 31.8, which was -6.1 lower than the previous day. The implied volatity was 22.33, the open interest changed by 57 which increased total open position to 177
On 24 Jun JSWSTEEL was trading at 1231.20. The strike last trading price was 38.05, which was -4.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by 58 which increased total open position to 120
On 23 Jun JSWSTEEL was trading at 1242.20. The strike last trading price was 43, which was -29.85 lower than the previous day. The implied volatity was 24.92, the open interest changed by 8 which increased total open position to 62
On 22 Jun JSWSTEEL was trading at 1282.40. The strike last trading price was 72.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 19 Jun JSWSTEEL was trading at 1287.70. The strike last trading price was 72.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 18 Jun JSWSTEEL was trading at 1293.90. The strike last trading price was 72.85, which was 0 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 54
On 17 Jun JSWSTEEL was trading at 1287.20. The strike last trading price was 73, which was 3 higher than the previous day. The implied volatity was 23.99, the open interest changed by 28 which increased total open position to 35
On 16 Jun JSWSTEEL was trading at 1274.30. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Jun JSWSTEEL was trading at 1296.50. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Jun JSWSTEEL was trading at 1297.60. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 7
On 11 Jun JSWSTEEL was trading at 1282.30. The strike last trading price was 70, which was 0.85 higher than the previous day. The implied volatity was 23.35, the open interest changed by 1 which increased total open position to 7
On 10 Jun JSWSTEEL was trading at 1269.80. The strike last trading price was 69.15, which was -42.85 lower than the previous day. The implied volatity was 23.12, the open interest changed by 5 which increased total open position to 5
| JSWSTEEL 28-Jul-2026 (27d) 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.01
Theta: -0.57
Gamma: 0.00386
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1245.10 | 35.55 | -6.2 (-14.85%) | 28.86 | 65 | 16 | 310 |
| 25 Jun | 1231.00 | 41.65 | -0.35 (-0.83%) | 27.09 | 197 | 166 | 289 |
| 24 Jun | 1231.20 | 43 | 1.3 (3.12%) | 27.06 | 171 | 109 | 123 |
| 23 Jun | 1242.20 | 41.7 | 17.45 (71.96%) | 30.77 | 21 | 9 | 14 |
| 22 Jun | 1282.40 | 24 | 24 | - | 1 | 0 | 5 |
| 19 Jun | 1287.70 | 24 | 24 | - | 1 | 0 | 5 |
| 18 Jun | 1293.90 | 24 | 24 | - | 1 | 0 | 5 |
| 17 Jun | 1287.20 | 31 | 31 (-22.58%) | 26.97 | 1 | 1 | 5 |
| 16 Jun | 1274.30 | 31 | 31 | - | 1 | 0 | 4 |
| 15 Jun | 1296.50 | 31 | 31 | - | 1 | 0 | 4 |
| 12 Jun | 1297.60 | 31 | 31 (-6.06%) | 27.69 | 1 | 0 | 4 |
| 11 Jun | 1282.30 | 31 | -2 (-6.06%) | 27.69 | 1 | 1 | 4 |
| 10 Jun | 1269.80 | 33 | -19.65 (-37.32%) | 29.09 | 5 | 3 | 3 |
For Jsw Steel Limited - strike price 1240 expiring on 28JUL2026
Delta for 1240 PE is -0.44
Historical price for 1240 PE is as follows
On 29 Jun JSWSTEEL was trading at 1245.10. The strike last trading price was 35.55, which was -6.2 lower than the previous day. The implied volatity was 28.86, the open interest changed by 16 which increased total open position to 310
On 25 Jun JSWSTEEL was trading at 1231.00. The strike last trading price was 41.65, which was -0.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 166 which increased total open position to 289
On 24 Jun JSWSTEEL was trading at 1231.20. The strike last trading price was 43, which was 1.3 higher than the previous day. The implied volatity was 27.06, the open interest changed by 109 which increased total open position to 123
On 23 Jun JSWSTEEL was trading at 1242.20. The strike last trading price was 41.7, which was 17.45 higher than the previous day. The implied volatity was 30.77, the open interest changed by 9 which increased total open position to 14
On 22 Jun JSWSTEEL was trading at 1282.40. The strike last trading price was 24, which was 24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun JSWSTEEL was trading at 1287.70. The strike last trading price was 24, which was 24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun JSWSTEEL was trading at 1293.90. The strike last trading price was 24, which was 24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun JSWSTEEL was trading at 1287.20. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased total open position to 5
On 16 Jun JSWSTEEL was trading at 1274.30. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun JSWSTEEL was trading at 1296.50. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun JSWSTEEL was trading at 1297.60. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was 27.69, the open interest changed by 0 which decreased total open position to 4
On 11 Jun JSWSTEEL was trading at 1282.30. The strike last trading price was 31, which was -2 lower than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 4
On 10 Jun JSWSTEEL was trading at 1269.80. The strike last trading price was 33, which was -19.65 lower than the previous day. The implied volatity was 29.09, the open interest changed by 3 which increased total open position to 3
