JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.47
Theta: -0.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 74.5 | -10.50 | 20.87 | 6 | 5 | 7 | |||
|
|
||||||||||
| 26 Dec | 914.45 | 85 | -40.60 | 35.26 | 2 | 0 | 0 | |||
| 24 Dec | 921.85 | 125.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 937.05 | 125.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 917.35 | 125.6 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 850 expiring on 30JAN2025
Delta for 850 CE is 0.91
Historical price for 850 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 74.5, which was -10.50 lower than the previous day. The implied volatity was 20.87, the open interest changed by 5 which increased total open position to 7
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 85, which was -40.60 lower than the previous day. The implied volatity was 35.26, 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 125.6, 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 125.6, 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 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 125.6, 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.65
Theta: -0.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 5.95 | -0.50 | 26.79 | 377 | 44 | 299 |
| 26 Dec | 914.45 | 6.45 | 0.85 | 27.33 | 256 | 92 | 256 |
| 24 Dec | 921.85 | 5.6 | -0.10 | 27.42 | 155 | 10 | 161 |
| 23 Dec | 937.05 | 5.7 | -0.85 | 30.35 | 261 | 114 | 151 |
| 20 Dec | 917.35 | 6.55 | 29.20 | 39 | 33 | 33 | |
For Jsw Steel Limited - strike price 850 expiring on 30JAN2025
Delta for 850 PE is -0.15
Historical price for 850 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 5.95, which was -0.50 lower than the previous day. The implied volatity was 26.79, the open interest changed by 44 which increased total open position to 299
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 6.45, which was 0.85 higher than the previous day. The implied volatity was 27.33, the open interest changed by 92 which increased total open position to 256
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 5.6, which was -0.10 lower than the previous day. The implied volatity was 27.42, the open interest changed by 10 which increased total open position to 161
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 5.7, which was -0.85 lower than the previous day. The implied volatity was 30.35, the open interest changed by 114 which increased total open position to 151
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was 29.20, the open interest changed by 33 which increased total open position to 33
