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[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

939.05 3.10 (0.33%)

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Historical option data for JSWSTEEL

14 Nov 2024 04:10 PM IST
JSWSTEEL 28NOV2024 850 CE
Delta: 0.90
Vega: 0.33
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 97.45 12.15 43.98 2 0 42
13 Nov 935.95 85.3 -19.60 - 3 0 41
12 Nov 957.25 104.9 0.00 0.00 0 0 0
11 Nov 979.00 104.9 0.00 0.00 0 0 0
8 Nov 996.40 104.9 0.00 0.00 0 0 0
7 Nov 989.80 104.9 0.00 0.00 0 0 0
6 Nov 1008.65 104.9 0.00 0.00 0 0 0
5 Nov 999.50 104.9 0.00 0.00 0 0 0
4 Nov 954.90 104.9 -14.00 - 11 0 41
1 Nov 968.30 118.9 0.00 0.00 0 0 0
31 Oct 963.65 118.9 2.80 - 7 0 41
30 Oct 957.30 116.1 7.40 - 2 1 40
29 Oct 958.80 108.7 -13.70 - 24 18 38
28 Oct 967.25 122.4 12.40 - 15 14 20
25 Oct 943.85 110 -5.90 - 2 1 6
24 Oct 958.10 115.9 115.90 - 5 4 4
23 Oct 954.45 0 0.00 - 0 0 0
22 Oct 963.65 0 0.00 - 0 0 0
21 Oct 981.45 0 0.00 - 0 0 0
18 Oct 992.60 0 0.00 - 0 0 0
16 Oct 989.35 0 0.00 - 0 0 0
8 Oct 998.20 0 0.00 - 0 0 0
30 Sept 1030.05 0 0.00 - 0 0 0
27 Sept 1001.55 0 - 0 0 0


For Jsw Steel Limited - strike price 850 expiring on 28NOV2024

Delta for 850 CE is 0.90

Historical price for 850 CE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 97.45, which was 12.15 higher than the previous day. The implied volatity was 43.98, the open interest changed by 0 which decreased total open position to 42


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 85.3, which was -19.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 104.9, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 118.9, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 116.1, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 108.7, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 122.4, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 110, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 115.9, which was 115.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept JSWSTEEL was trading at 1030.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept JSWSTEEL was trading at 1001.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JSWSTEEL 28NOV2024 850 PE
Delta: -0.05
Vega: 0.19
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 1.25 -0.40 32.80 296 -5 241
13 Nov 935.95 1.65 0.55 32.86 315 37 247
12 Nov 957.25 1.1 0.10 33.78 103 28 213
11 Nov 979.00 1 -0.10 37.65 82 8 184
8 Nov 996.40 1.1 -0.30 38.17 12 -1 180
7 Nov 989.80 1.4 0.10 38.21 60 -6 178
6 Nov 1008.65 1.3 -0.80 39.95 225 -44 183
5 Nov 999.50 2.1 -1.65 41.62 677 21 228
4 Nov 954.90 3.75 0.65 35.65 426 135 208
1 Nov 968.30 3.1 0.05 35.16 3 1 73
31 Oct 963.65 3.05 0.40 - 24 9 71
30 Oct 957.30 2.65 -0.95 - 26 8 62
29 Oct 958.80 3.6 -0.25 - 53 -16 54
28 Oct 967.25 3.85 -3.15 - 95 24 70
25 Oct 943.85 7 1.75 - 92 46 46
24 Oct 958.10 5.25 5.25 - 0 0 0
23 Oct 954.45 0 0.00 - 0 0 0
22 Oct 963.65 0 0.00 - 0 0 0
21 Oct 981.45 0 0.00 - 0 0 0
18 Oct 992.60 0 0.00 - 0 0 0
16 Oct 989.35 0 0.00 - 0 0 0
8 Oct 998.20 0 0.00 - 0 0 0
30 Sept 1030.05 0 0.00 - 0 0 0
27 Sept 1001.55 0 - 0 0 0


For Jsw Steel Limited - strike price 850 expiring on 28NOV2024

Delta for 850 PE is -0.05

Historical price for 850 PE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 32.80, the open interest changed by -5 which decreased total open position to 241


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 32.86, the open interest changed by 37 which increased total open position to 247


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 33.78, the open interest changed by 28 which increased total open position to 213


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 37.65, the open interest changed by 8 which increased total open position to 184


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 38.17, the open interest changed by -1 which decreased total open position to 180


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 38.21, the open interest changed by -6 which decreased total open position to 178


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 39.95, the open interest changed by -44 which decreased total open position to 183


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 41.62, the open interest changed by 21 which increased total open position to 228


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 35.65, the open interest changed by 135 which increased total open position to 208


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 35.16, the open interest changed by 1 which increased total open position to 73


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 3.05, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 3.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 7, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 5.25, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept JSWSTEEL was trading at 1030.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept JSWSTEEL was trading at 1001.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to