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

913.3 -1.15 (-0.13%)

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Historical option data for JSWSTEEL

27 Dec 2024 04:10 PM IST
JSWSTEEL 30JAN2025 880 CE
Delta: 0.75
Vega: 0.88
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 52.1 -68.65 23.65 115 103 103
26 Dec 914.45 120.75 0.00 - 0 0 0
24 Dec 921.85 120.75 0.00 - 0 0 0
23 Dec 937.05 120.75 0.00 - 0 0 0
20 Dec 917.35 120.75 120.75 - 0 0 0
28 Nov 954.15 0 0.00 - 0 0 0
27 Nov 968.85 0 0.00 - 0 0 0
26 Nov 963.60 0 0.00 - 0 0 0
25 Nov 953.30 0 0.00 - 0 0 0
22 Nov 977.35 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
11 Nov 979.00 0 0.00 - 0 0 0
4 Nov 954.90 0 - 0 0 0


For Jsw Steel Limited - strike price 880 expiring on 30JAN2025

Delta for 880 CE is 0.75

Historical price for 880 CE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 52.1, which was -68.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 103 which increased total open position to 103


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 120.75, 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 120.75, 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 120.75, 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 120.75, which was 120.75 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 27 Nov JSWSTEEL was trading at 968.85. 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 26 Nov JSWSTEEL was trading at 963.60. 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 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 22 Nov JSWSTEEL was trading at 977.35. 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 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 11 Nov JSWSTEEL was trading at 979.00. 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 880 PE
Delta: -0.26
Vega: 0.90
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 11.35 -0.05 25.24 245 40 160
26 Dec 914.45 11.4 0.60 25.15 98 42 120
24 Dec 921.85 10.8 0.60 26.40 41 19 78
23 Dec 937.05 10.2 -0.75 29.14 152 16 59
20 Dec 917.35 10.95 -10.30 27.34 70 43 43
28 Nov 954.15 21.25 0.00 6.65 0 0 0
27 Nov 968.85 21.25 0.00 7.44 0 0 0
26 Nov 963.60 21.25 0.00 6.78 0 0 0
25 Nov 953.30 21.25 0.00 6.31 0 0 0
22 Nov 977.35 21.25 0.00 7.48 0 0 0
21 Nov 944.15 21.25 0.00 5.48 0 0 0
20 Nov 947.30 21.25 0.00 5.74 0 0 0
19 Nov 947.30 21.25 0.00 5.74 0 0 0
18 Nov 949.85 21.25 21.25 5.09 0 0 0
14 Nov 939.05 0 0.00 5.22 0 0 0
13 Nov 935.95 0 0.00 4.68 0 0 0
12 Nov 957.25 0 0.00 6.34 0 0 0
11 Nov 979.00 0 0.00 7.13 0 0 0
4 Nov 954.90 0 5.80 0 0 0


For Jsw Steel Limited - strike price 880 expiring on 30JAN2025

Delta for 880 PE is -0.26

Historical price for 880 PE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 11.35, which was -0.05 lower than the previous day. The implied volatity was 25.24, the open interest changed by 40 which increased total open position to 160


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 11.4, which was 0.60 higher than the previous day. The implied volatity was 25.15, the open interest changed by 42 which increased total open position to 120


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 10.8, which was 0.60 higher than the previous day. The implied volatity was 26.40, the open interest changed by 19 which increased total open position to 78


On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 10.2, which was -0.75 lower than the previous day. The implied volatity was 29.14, the open interest changed by 16 which increased total open position to 59


On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 10.95, which was -10.30 lower than the previous day. The implied volatity was 27.34, the open interest changed by 43 which increased total open position to 43


On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 21.25, which was 0.00 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0


On 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 21.25, which was 0.00 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0


On 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 21.25, which was 0.00 lower than the previous day. The implied volatity was 6.78, 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 21.25, which was 0.00 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0


On 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 21.25, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 21.25, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 21.25, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 21.25, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 21.25, which was 21.25 higher than the previous day. The implied volatity was 5.09, 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 5.22, 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 4.68, 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 6.34, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 5.80, the open interest changed by 0 which decreased total open position to 0