Historical option data for JSWSTEEL
26 May 2026 04:10 PM IST
| JSWSTEEL 30-Jun-2026 (34d) 1270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.01
Theta: -0.58
Gamma: 0.00383
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1293.60 | 56.45 | 2.45 (4.54%) | 24.07 | 1 | 0 | 205 | |||||||||
| 25 May | 1289.40 | 58.6 | 0 (0.00%) | 26.04 | 43 | 6 | 205 | |||||||||
| 22 May | 1285.50 | 58.8 | 3.5 (6.33%) | 27.34 | 43 | 2 | 199 | |||||||||
| 21 May | 1281.30 | 53.95 | -3.85 (-6.66%) | 26.22 | 22 | 0 | 197 | |||||||||
| 20 May | 1283.20 | 57.65 | -21.7 (-27.35%) | 28.79 | 300 | 196 | 196 | |||||||||
| 18 May | 1292.80 | 0 | -79.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1278.80 | 0 | -79.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1296.90 | 0 | -79.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1274.90 | 0 | -79.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1252.30 | 0 | -79.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1262.60 | 0 | -79.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1277.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1283.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1273.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1252.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1266.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1264.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1270 expiring on 30JUN2026
Delta for 1270 CE is 0.64
Historical price for 1270 CE is as follows
On 26 May JSWSTEEL was trading at 1293.60. The strike last trading price was 56.45, which was 2.45 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 205
On 25 May JSWSTEEL was trading at 1289.40. The strike last trading price was 58.6, which was 0 lower than the previous day. The implied volatity was 26.04, the open interest changed by 6 which increased total open position to 205
On 22 May JSWSTEEL was trading at 1285.50. The strike last trading price was 58.8, which was 3.5 higher than the previous day. The implied volatity was 27.34, the open interest changed by 2 which increased total open position to 199
On 21 May JSWSTEEL was trading at 1281.30. The strike last trading price was 53.95, which was -3.85 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 197
On 20 May JSWSTEEL was trading at 1283.20. The strike last trading price was 57.65, which was -21.7 lower than the previous day. The implied volatity was 28.79, the open interest changed by 196 which increased total open position to 196
On 18 May JSWSTEEL was trading at 1292.80. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May JSWSTEEL was trading at 1278.80. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May JSWSTEEL was trading at 1296.90. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May JSWSTEEL was trading at 1274.90. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May JSWSTEEL was trading at 1252.30. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May JSWSTEEL was trading at 1262.60. The strike last trading price was 0, which was -79.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May JSWSTEEL was trading at 1277.80. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1283.40. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1273.30. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1252.40. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1266.60. The strike last trading price was 0, 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 Apr JSWSTEEL was trading at 1264.50. The strike last trading price was 0, 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 30-Jun-2026 (34d) 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.01
Theta: -0.37
Gamma: 0.004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1293.60 | 23.55 | -4.55 (-16.19%) | 23.16 | 69 | 24 | 47 |
| 25 May | 1289.40 | 28.1 | -3.95 (-12.32%) | 24.76 | 23 | 10 | 22 |
| 22 May | 1285.50 | 32.05 | -1.6 (-4.75%) | 25.15 | 13 | 5 | 11 |
| 21 May | 1281.30 | 33.65 | -21.35 (-38.82%) | 25.01 | 6 | 0 | 0 |
| 20 May | 1283.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1292.80 | 0 | -55.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1278.80 | 0 | -55.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1296.90 | 0 | -55.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1274.90 | 0 | -55.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1252.30 | 0 | -55.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1262.60 | 0 | -55.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1277.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1283.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1273.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1252.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1266.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1264.50 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1270 expiring on 30JUN2026
Delta for 1270 PE is -0.36
Historical price for 1270 PE is as follows
On 26 May JSWSTEEL was trading at 1293.60. The strike last trading price was 23.55, which was -4.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 24 which increased total open position to 47
On 25 May JSWSTEEL was trading at 1289.40. The strike last trading price was 28.1, which was -3.95 lower than the previous day. The implied volatity was 24.76, the open interest changed by 10 which increased total open position to 22
On 22 May JSWSTEEL was trading at 1285.50. The strike last trading price was 32.05, which was -1.6 lower than the previous day. The implied volatity was 25.15, the open interest changed by 5 which increased total open position to 11
On 21 May JSWSTEEL was trading at 1281.30. The strike last trading price was 33.65, which was -21.35 lower than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 0
On 20 May JSWSTEEL was trading at 1283.20. The strike last trading price was 0, 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 18 May JSWSTEEL was trading at 1292.80. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May JSWSTEEL was trading at 1278.80. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May JSWSTEEL was trading at 1296.90. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May JSWSTEEL was trading at 1274.90. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May JSWSTEEL was trading at 1252.30. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May JSWSTEEL was trading at 1262.60. The strike last trading price was 0, which was -55.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May JSWSTEEL was trading at 1277.80. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1283.40. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1273.30. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1252.40. The strike last trading price was 0, 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 May JSWSTEEL was trading at 1266.60. The strike last trading price was 0, 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 Apr JSWSTEEL was trading at 1264.50. The strike last trading price was 0, 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
