JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 820 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 167.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 914.45 | 167.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 921.85 | 167.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 937.05 | 167.5 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 820 expiring on 30JAN2025
Delta for 820 CE is -
Historical price for 820 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 167.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 167.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 167.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 167.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30JAN2025 820 PE | |||||||
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Delta: -0.08
Vega: 0.42
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 3 | -0.60 | 28.42 | 95 | 45 | 67 |
| 26 Dec | 914.45 | 3.6 | 0.00 | 29.52 | 40 | 21 | 23 |
| 24 Dec | 921.85 | 3.6 | 0.85 | 30.56 | 1 | 0 | 3 |
| 23 Dec | 937.05 | 2.75 | 30.85 | 3 | 2 | 2 | |
For Jsw Steel Limited - strike price 820 expiring on 30JAN2025
Delta for 820 PE is -0.08
Historical price for 820 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 28.42, the open interest changed by 45 which increased total open position to 67
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 29.52, the open interest changed by 21 which increased total open position to 23
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 3.6, which was 0.85 higher than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 3
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 30.85, the open interest changed by 2 which increased total open position to 2
