JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 870 CE | ||||||||||
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Delta: 0.74
Vega: 0.91
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 67.2 | -42.80 | 32.59 | 1 | 0 | 0 | |||
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| 26 Dec | 914.45 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 921.85 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 937.05 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 917.35 | 110 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 870 expiring on 30JAN2025
Delta for 870 CE is 0.74
Historical price for 870 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 67.2, which was -42.80 lower than the previous day. The implied volatity was 32.59, 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 110, 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 110, 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 110, 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 110, 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 870 PE | |||||||
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Delta: -0.22
Vega: 0.82
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 9.15 | -0.50 | 25.68 | 190 | 30 | 76 |
| 26 Dec | 914.45 | 9.65 | 0.90 | 26.11 | 68 | 34 | 46 |
| 24 Dec | 921.85 | 8.75 | -3.25 | 26.74 | 15 | 8 | 12 |
| 23 Dec | 937.05 | 12 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Dec | 917.35 | 12 | 31.14 | 5 | 4 | 4 | |
For Jsw Steel Limited - strike price 870 expiring on 30JAN2025
Delta for 870 PE is -0.22
Historical price for 870 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 9.15, which was -0.50 lower than the previous day. The implied volatity was 25.68, the open interest changed by 30 which increased total open position to 76
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 9.65, which was 0.90 higher than the previous day. The implied volatity was 26.11, the open interest changed by 34 which increased total open position to 46
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by 8 which increased total open position to 12
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 31.14, the open interest changed by 4 which increased total open position to 4
