JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 890 CE | ||||||||||
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Delta: 0.70
Vega: 0.96
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 44.9 | -10.20 | 23.43 | 6 | 3 | 5 | |||
| 26 Dec | 914.45 | 55.1 | -40.35 | 32.68 | 2 | 1 | 1 | |||
| 24 Dec | 921.85 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 937.05 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 917.35 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 925.95 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 946.85 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 966.85 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 95.45 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 890 expiring on 30JAN2025
Delta for 890 CE is 0.70
Historical price for 890 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 44.9, which was -10.20 lower than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 5
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 55.1, which was -40.35 lower than the previous day. The implied volatity was 32.68, the open interest changed by 1 which increased total open position to 1
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 95.45, 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 95.45, 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 95.45, 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 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 95.45, 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 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 95.45, 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 95.45, 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 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 95.45, 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 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 95.45, 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 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 95.45, 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 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 95.45, 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 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.98
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 14.15 | -0.45 | 24.98 | 185 | 43 | 140 |
| 26 Dec | 914.45 | 14.6 | 2.25 | 25.31 | 77 | 12 | 96 |
| 24 Dec | 921.85 | 12.35 | -0.40 | 25.16 | 64 | 27 | 84 |
| 23 Dec | 937.05 | 12.75 | -2.90 | 29.29 | 80 | 8 | 57 |
| 20 Dec | 917.35 | 15.65 | 2.65 | 29.42 | 22 | 8 | 49 |
| 19 Dec | 925.95 | 13 | 2.85 | 24.90 | 69 | 18 | 41 |
| 18 Dec | 946.85 | 10.15 | 4.15 | 27.53 | 26 | 6 | 22 |
| 17 Dec | 966.85 | 6 | 2.20 | 24.90 | 1 | 0 | 17 |
| 16 Dec | 990.35 | 3.8 | -2.20 | 26.01 | 2 | 1 | 17 |
| 13 Dec | 999.85 | 6 | 3.50 | 30.22 | 4 | 0 | 16 |
| 10 Dec | 1012.95 | 2.5 | -1.55 | 25.28 | 10 | 0 | 16 |
| 6 Dec | 1003.80 | 4.05 | 26.32 | 17 | 14 | 14 | |
For Jsw Steel Limited - strike price 890 expiring on 30JAN2025
Delta for 890 PE is -0.31
Historical price for 890 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 14.15, which was -0.45 lower than the previous day. The implied volatity was 24.98, the open interest changed by 43 which increased total open position to 140
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 14.6, which was 2.25 higher than the previous day. The implied volatity was 25.31, the open interest changed by 12 which increased total open position to 96
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 12.35, which was -0.40 lower than the previous day. The implied volatity was 25.16, the open interest changed by 27 which increased total open position to 84
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 12.75, which was -2.90 lower than the previous day. The implied volatity was 29.29, the open interest changed by 8 which increased total open position to 57
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 15.65, which was 2.65 higher than the previous day. The implied volatity was 29.42, the open interest changed by 8 which increased total open position to 49
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 13, which was 2.85 higher than the previous day. The implied volatity was 24.90, the open interest changed by 18 which increased total open position to 41
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 10.15, which was 4.15 higher than the previous day. The implied volatity was 27.53, the open interest changed by 6 which increased total open position to 22
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 6, which was 2.20 higher than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 17
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 3.8, which was -2.20 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 17
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 6, which was 3.50 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 16
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 2.5, which was -1.55 lower than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 16
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was 26.32, the open interest changed by 14 which increased total open position to 14
