Historical option data for JSWSTEEL
03 Jun 2026 04:10 PM IST
| JSWSTEEL 30-Jun-2026 (27d) 1300 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.01
Theta: -0.78
Gamma: 0.00404
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 1312.90 | 45.65 | 0.7 (1.56%) | 27.19 | 775 | -64 | 673 | |||||||||
| 2 Jun | 1310.80 | 45.5 | 4.55 (11.11%) | 24.9 | 1,712 | -138 | 739 | |||||||||
| 1 Jun | 1299.40 | 42.2 | 8.35 (24.67%) | 25.01 | 1,731 | 119 | 886 | |||||||||
| 29 May | 1278.00 | 36 | -11.45 (-24.13%) | 28.73 | 1,125 | 175 | 768 | |||||||||
| 27 May | 1309.30 | 48 | 8.15 (20.45%) | 24.54 | 2,920 | -21 | 592 | |||||||||
| 26 May | 1293.60 | 41.45 | 1.7 (4.28%) | 25.67 | 1,048 | 77 | 611 | |||||||||
| 25 May | 1289.40 | 40.25 | -1.95 (-4.62%) | 25.96 | 595 | 203 | 535 | |||||||||
| 22 May | 1285.50 | 42.4 | 1.95 (4.82%) | 26.51 | 198 | 106 | 333 | |||||||||
| 21 May | 1281.30 | 40.55 | -2.15 (-5.04%) | 27.39 | 130 | 26 | 220 | |||||||||
| 20 May | 1283.20 | 39.5 | -6.85 (-14.78%) | 26 | 205 | 33 | 194 | |||||||||
| 19 May | 1285.20 | 45.85 | -5.75 (-11.14%) | 28 | 120 | 34 | 161 | |||||||||
| 18 May | 1292.80 | 49.95 | 4.2 (9.18%) | 28.88 | 297 | 30 | 127 | |||||||||
| 15 May | 1278.80 | 47 | -13 (-21.67%) | 28.96 | 229 | 43 | 96 | |||||||||
| 14 May | 1296.90 | 60 | 9.25 (18.23%) | 30.62 | 87 | 34 | 53 | |||||||||
| 13 May | 1274.90 | 50.6 | 7.5 (17.40%) | 0 | 30 | 14 | 18 | |||||||||
| 12 May | 1252.30 | 43.1 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 1262.60 | 43.1 | -3.8 (-8.10%) | 0 | 2 | 0 | 5 | |||||||||
| 8 May | 1277.80 | 46.9 | -4.55 (-8.84%) | 27.26 | 1 | 0 | 5 | |||||||||
| 7 May | 1283.40 | 51.45 | 8.45 (19.65%) | 27.48 | 6 | 1 | 5 | |||||||||
| 6 May | 1273.30 | 43 | -12 (-21.82%) | - | 0 | -2 | 2 | |||||||||
| 5 May | 1252.40 | 43 | -12 (-21.82%) | - | 0 | -2 | 2 | |||||||||
| 4 May | 1266.60 | 43 | -12 (-21.82%) | - | 0 | -2 | 2 | |||||||||
| 30 Apr | 1264.50 | 43 | -12 (-21.82%) | 28.04 | 2 | -1 | 3 | |||||||||
| 29 Apr | 1279.70 | 55 | 32.35 (142.83%) | 28.52 | 4 | 3 | 3 | |||||||||
| 28 Apr | 1281.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1282.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1204.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1219.00 | 0 | 0 (0.00%) | 2.38 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1209.70 | 0 | 0 (0.00%) | 2.96 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1300 expiring on 30JUN2026
Delta for 1300 CE is 0.57
Historical price for 1300 CE is as follows
On 3 Jun JSWSTEEL was trading at 1312.90. The strike last trading price was 45.65, which was 0.7 higher than the previous day. The implied volatity was 27.19, the open interest changed by -64 which decreased total open position to 673
On 2 Jun JSWSTEEL was trading at 1310.80. The strike last trading price was 45.5, which was 4.55 higher than the previous day. The implied volatity was 24.9, the open interest changed by -138 which decreased total open position to 739
On 1 Jun JSWSTEEL was trading at 1299.40. The strike last trading price was 42.2, which was 8.35 higher than the previous day. The implied volatity was 25.01, the open interest changed by 119 which increased total open position to 886
On 29 May JSWSTEEL was trading at 1278.00. The strike last trading price was 36, which was -11.45 lower than the previous day. The implied volatity was 28.73, the open interest changed by 175 which increased total open position to 768
On 27 May JSWSTEEL was trading at 1309.30. The strike last trading price was 48, which was 8.15 higher than the previous day. The implied volatity was 24.54, the open interest changed by -21 which decreased total open position to 592
On 26 May JSWSTEEL was trading at 1293.60. The strike last trading price was 41.45, which was 1.7 higher than the previous day. The implied volatity was 25.67, the open interest changed by 77 which increased total open position to 611
On 25 May JSWSTEEL was trading at 1289.40. The strike last trading price was 40.25, which was -1.95 lower than the previous day. The implied volatity was 25.96, the open interest changed by 203 which increased total open position to 535
On 22 May JSWSTEEL was trading at 1285.50. The strike last trading price was 42.4, which was 1.95 higher than the previous day. The implied volatity was 26.51, the open interest changed by 106 which increased total open position to 333
On 21 May JSWSTEEL was trading at 1281.30. The strike last trading price was 40.55, which was -2.15 lower than the previous day. The implied volatity was 27.39, the open interest changed by 26 which increased total open position to 220
On 20 May JSWSTEEL was trading at 1283.20. The strike last trading price was 39.5, which was -6.85 lower than the previous day. The implied volatity was 26, the open interest changed by 33 which increased total open position to 194
On 19 May JSWSTEEL was trading at 1285.20. The strike last trading price was 45.85, which was -5.75 lower than the previous day. The implied volatity was 28, the open interest changed by 34 which increased total open position to 161
On 18 May JSWSTEEL was trading at 1292.80. The strike last trading price was 49.95, which was 4.2 higher than the previous day. The implied volatity was 28.88, the open interest changed by 30 which increased total open position to 127
On 15 May JSWSTEEL was trading at 1278.80. The strike last trading price was 47, which was -13 lower than the previous day. The implied volatity was 28.96, the open interest changed by 43 which increased total open position to 96
On 14 May JSWSTEEL was trading at 1296.90. The strike last trading price was 60, which was 9.25 higher than the previous day. The implied volatity was 30.62, the open interest changed by 34 which increased total open position to 53
On 13 May JSWSTEEL was trading at 1274.90. The strike last trading price was 50.6, which was 7.5 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 18
On 12 May JSWSTEEL was trading at 1252.30. The strike last trading price was 43.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May JSWSTEEL was trading at 1262.60. The strike last trading price was 43.1, which was -3.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 8 May JSWSTEEL was trading at 1277.80. The strike last trading price was 46.9, which was -4.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 5
On 7 May JSWSTEEL was trading at 1283.40. The strike last trading price was 51.45, which was 8.45 higher than the previous day. The implied volatity was 27.48, the open interest changed by 1 which increased total open position to 5
On 6 May JSWSTEEL was trading at 1273.30. The strike last trading price was 43, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 5 May JSWSTEEL was trading at 1252.40. The strike last trading price was 43, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 4 May JSWSTEEL was trading at 1266.60. The strike last trading price was 43, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 30 Apr JSWSTEEL was trading at 1264.50. The strike last trading price was 43, which was -12 lower than the previous day. The implied volatity was 28.04, the open interest changed by -1 which decreased total open position to 3
On 29 Apr JSWSTEEL was trading at 1279.70. The strike last trading price was 55, which was 32.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by 3 which increased total open position to 3
On 28 Apr JSWSTEEL was trading at 1281.60. 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 27 Apr JSWSTEEL was trading at 1282.70. 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 13 Apr JSWSTEEL was trading at 1204.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr JSWSTEEL was trading at 1219.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 9 Apr JSWSTEEL was trading at 1209.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30-Jun-2026 (27d) 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.01
Theta: -0.43
Gamma: 0.00511
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 1312.90 | 24.55 | -0.8 (-3.16%) | 21.41 | 883 | 41 | 614 |
| 2 Jun | 1310.80 | 25.25 | -6.1 (-19.46%) | 23.41 | 956 | 60 | 573 |
| 1 Jun | 1299.40 | 30.1 | -8.5 (-22.02%) | 22.73 | 508 | 69 | 512 |
| 29 May | 1278.00 | 38 | 9.3 (32.40%) | 21.03 | 586 | -13 | 451 |
| 27 May | 1309.30 | 28 | -8.9 (-24.12%) | 22.44 | 1,132 | 162 | 464 |
| 26 May | 1293.60 | 35.2 | -5.15 (-12.76%) | 22.08 | 457 | 101 | 303 |
| 25 May | 1289.40 | 40.6 | -4.85 (-10.67%) | 24.14 | 86 | 47 | 199 |
| 22 May | 1285.50 | 45 | -3.55 (-7.31%) | 24.44 | 102 | 44 | 147 |
| 21 May | 1281.30 | 48 | 2 (4.35%) | 24.69 | 88 | 34 | 102 |
| 20 May | 1283.20 | 46 | -3.4 (-6.88%) | 24.55 | 55 | 8 | 67 |
| 19 May | 1285.20 | 48.95 | 0.4 (0.82%) | 25.77 | 42 | 26 | 59 |
| 18 May | 1292.80 | 49.1 | -5.9 (-10.73%) | 27.52 | 37 | 10 | 32 |
| 15 May | 1278.80 | 53.6 | 0.95 (1.80%) | 25.95 | 82 | 11 | 22 |
| 14 May | 1296.90 | 54.8 | -10.2 (-15.69%) | 31.12 | 12 | 7 | 9 |
| 13 May | 1274.90 | 65 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1252.30 | 65 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1262.60 | 65 | 10 (18.18%) | 0 | 1 | 0 | 2 |
| 8 May | 1277.80 | 55 | 55 (-12.70%) | 24.5 | 0 | 0 | 2 |
| 7 May | 1283.40 | 55 | -8 (-12.70%) | 24.5 | 1 | 0 | 1 |
| 6 May | 1273.30 | 63 | -113.85 (-64.38%) | 27.03 | 1 | 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 |
| 29 Apr | 1279.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1281.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1282.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1204.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1219.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1209.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1300 expiring on 30JUN2026
Delta for 1300 PE is -0.42
Historical price for 1300 PE is as follows
On 3 Jun JSWSTEEL was trading at 1312.90. The strike last trading price was 24.55, which was -0.8 lower than the previous day. The implied volatity was 21.41, the open interest changed by 41 which increased total open position to 614
On 2 Jun JSWSTEEL was trading at 1310.80. The strike last trading price was 25.25, which was -6.1 lower than the previous day. The implied volatity was 23.41, the open interest changed by 60 which increased total open position to 573
On 1 Jun JSWSTEEL was trading at 1299.40. The strike last trading price was 30.1, which was -8.5 lower than the previous day. The implied volatity was 22.73, the open interest changed by 69 which increased total open position to 512
On 29 May JSWSTEEL was trading at 1278.00. The strike last trading price was 38, which was 9.3 higher than the previous day. The implied volatity was 21.03, the open interest changed by -13 which decreased total open position to 451
On 27 May JSWSTEEL was trading at 1309.30. The strike last trading price was 28, which was -8.9 lower than the previous day. The implied volatity was 22.44, the open interest changed by 162 which increased total open position to 464
On 26 May JSWSTEEL was trading at 1293.60. The strike last trading price was 35.2, which was -5.15 lower than the previous day. The implied volatity was 22.08, the open interest changed by 101 which increased total open position to 303
On 25 May JSWSTEEL was trading at 1289.40. The strike last trading price was 40.6, which was -4.85 lower than the previous day. The implied volatity was 24.14, the open interest changed by 47 which increased total open position to 199
On 22 May JSWSTEEL was trading at 1285.50. The strike last trading price was 45, which was -3.55 lower than the previous day. The implied volatity was 24.44, the open interest changed by 44 which increased total open position to 147
On 21 May JSWSTEEL was trading at 1281.30. The strike last trading price was 48, which was 2 higher than the previous day. The implied volatity was 24.69, the open interest changed by 34 which increased total open position to 102
On 20 May JSWSTEEL was trading at 1283.20. The strike last trading price was 46, which was -3.4 lower than the previous day. The implied volatity was 24.55, the open interest changed by 8 which increased total open position to 67
On 19 May JSWSTEEL was trading at 1285.20. The strike last trading price was 48.95, which was 0.4 higher than the previous day. The implied volatity was 25.77, the open interest changed by 26 which increased total open position to 59
On 18 May JSWSTEEL was trading at 1292.80. The strike last trading price was 49.1, which was -5.9 lower than the previous day. The implied volatity was 27.52, the open interest changed by 10 which increased total open position to 32
On 15 May JSWSTEEL was trading at 1278.80. The strike last trading price was 53.6, which was 0.95 higher than the previous day. The implied volatity was 25.95, the open interest changed by 11 which increased total open position to 22
On 14 May JSWSTEEL was trading at 1296.90. The strike last trading price was 54.8, which was -10.2 lower than the previous day. The implied volatity was 31.12, the open interest changed by 7 which increased total open position to 9
On 13 May JSWSTEEL was trading at 1274.90. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May JSWSTEEL was trading at 1252.30. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May JSWSTEEL was trading at 1262.60. The strike last trading price was 65, which was 10 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May JSWSTEEL was trading at 1277.80. The strike last trading price was 55, which was 55 higher than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 2
On 7 May JSWSTEEL was trading at 1283.40. The strike last trading price was 55, which was -8 lower than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 1
On 6 May JSWSTEEL was trading at 1273.30. The strike last trading price was 63, which was -113.85 lower than the previous day. The implied volatity was 27.03, 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
On 29 Apr JSWSTEEL was trading at 1279.70. 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 28 Apr JSWSTEEL was trading at 1281.60. 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 27 Apr JSWSTEEL was trading at 1282.70. 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 13 Apr JSWSTEEL was trading at 1204.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr JSWSTEEL was trading at 1219.00. 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 9 Apr JSWSTEEL was trading at 1209.70. 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
