JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.71
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 68.6 | -66.90 | 25.16 | 13 | 9 | 9 | |||
| 26 Dec | 914.45 | 135.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 921.85 | 135.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 937.05 | 135.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 917.35 | 135.5 | 135.50 | - | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 947.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 935.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 957.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 0 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 860 expiring on 30JAN2025
Delta for 860 CE is 0.83
Historical price for 860 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 68.6, which was -66.90 lower than the previous day. The implied volatity was 25.16, the open interest changed by 9 which increased total open position to 9
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 135.5, 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 135.5, 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 135.5, 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 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 135.5, which was 135.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JSWSTEEL was trading at 954.15. 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 0 which decreased total open position to 0
On 25 Nov JSWSTEEL was trading at 953.30. 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 0 which decreased total open position to 0
On 21 Nov JSWSTEEL was trading at 944.15. 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 0 which decreased total open position to 0
On 20 Nov JSWSTEEL was trading at 947.30. 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 0 which decreased total open position to 0
On 19 Nov JSWSTEEL was trading at 947.30. 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 0 which decreased total open position to 0
On 18 Nov JSWSTEEL was trading at 949.85. 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 0 which decreased total open position to 0
On 14 Nov JSWSTEEL was trading at 939.05. 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 0 which decreased total open position to 0
On 13 Nov JSWSTEEL was trading at 935.95. 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 0 which decreased total open position to 0
On 12 Nov JSWSTEEL was trading at 957.25. 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 0 which decreased total open position to 0
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 0, 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.73
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 7.35 | -0.50 | 26.17 | 475 | 185 | 244 |
| 26 Dec | 914.45 | 7.85 | 0.95 | 26.65 | 39 | 21 | 59 |
| 24 Dec | 921.85 | 6.9 | -0.05 | 26.90 | 61 | 33 | 38 |
| 23 Dec | 937.05 | 6.95 | -9.40 | 29.93 | 8 | 2 | 2 |
| 20 Dec | 917.35 | 16.35 | 0.00 | 7.26 | 0 | 0 | 0 |
| 28 Nov | 954.15 | 16.35 | 0.00 | 7.54 | 0 | 0 | 0 |
| 25 Nov | 953.30 | 16.35 | 0.00 | 7.63 | 0 | 0 | 0 |
| 21 Nov | 944.15 | 16.35 | 0.00 | 6.79 | 0 | 0 | 0 |
| 20 Nov | 947.30 | 16.35 | 0.00 | 7.02 | 0 | 0 | 0 |
| 19 Nov | 947.30 | 16.35 | 0.00 | 7.02 | 0 | 0 | 0 |
| 18 Nov | 949.85 | 16.35 | 16.35 | 6.56 | 0 | 0 | 0 |
| 14 Nov | 939.05 | 0 | 0.00 | 6.48 | 0 | 0 | 0 |
| 13 Nov | 935.95 | 0 | 0.00 | 5.95 | 0 | 0 | 0 |
| 12 Nov | 957.25 | 0 | 0.00 | 7.55 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | 6.97 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 860 expiring on 30JAN2025
Delta for 860 PE is -0.18
Historical price for 860 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 7.35, which was -0.50 lower than the previous day. The implied volatity was 26.17, the open interest changed by 185 which increased total open position to 244
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 7.85, which was 0.95 higher than the previous day. The implied volatity was 26.65, the open interest changed by 21 which increased total open position to 59
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 6.9, which was -0.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 33 which increased total open position to 38
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 6.95, which was -9.40 lower than the previous day. The implied volatity was 29.93, the open interest changed by 2 which increased total open position to 2
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
On 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0
On 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 16.35, which was 16.35 higher than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 0, which was lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
