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

939.05 3.10 (0.33%)

Back to Option Chain


Historical option data for JSWSTEEL

14 Nov 2024 04:10 PM IST
JSWSTEEL 28NOV2024 900 CE
Delta: 0.91
Vega: 0.29
Theta: -0.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 44.8 0.05 18.03 146 2 92
13 Nov 935.95 44.75 -18.25 23.52 61 16 90
12 Nov 957.25 63 -21.95 26.57 19 -3 75
11 Nov 979.00 84.95 -3.05 - 10 0 78
8 Nov 996.40 88 -9.80 - 5 0 79
7 Nov 989.80 97.8 -11.45 27.69 5 -2 79
6 Nov 1008.65 109.25 2.65 - 19 3 80
5 Nov 999.50 106.6 37.50 30.54 68 0 77
4 Nov 954.90 69.1 -0.40 35.43 18 1 78
1 Nov 968.30 69.5 0.00 0.00 0 2 0
31 Oct 963.65 69.5 -4.50 - 4 1 76
30 Oct 957.30 74 1.60 - 6 1 74
29 Oct 958.80 72.4 -9.85 - 28 1 74
28 Oct 967.25 82.25 12.25 - 45 9 72
25 Oct 943.85 70 -7.00 - 116 61 63
24 Oct 958.10 77 0.00 - 0 1 0
23 Oct 954.45 77 -23.00 - 2 1 2
22 Oct 963.65 100 0.00 - 0 0 0
21 Oct 981.45 100 0.00 - 0 0 0
18 Oct 992.60 100 8.00 - 1 0 1
17 Oct 979.50 92 -23.00 - 1 0 1
16 Oct 989.35 115 22.55 - 0 1 0
8 Oct 998.20 92.45 0.00 - 0 0 0
30 Sept 1030.05 92.45 0.00 - 0 0 0
27 Sept 1001.55 92.45 0.00 - 0 0 0
25 Sept 982.65 92.45 0.00 - 0 0 0
24 Sept 989.70 92.45 0.00 - 0 0 0
23 Sept 982.10 92.45 0.00 - 0 0 0
20 Sept 981.55 92.45 0.00 - 0 0 0
19 Sept 948.40 92.45 0.00 - 0 0 0
18 Sept 956.70 92.45 0.00 - 0 0 0
17 Sept 964.25 92.45 0.00 - 0 0 0
16 Sept 971.00 92.45 0.00 - 0 0 0
13 Sept 954.55 92.45 0.00 - 0 0 0
12 Sept 954.80 92.45 0.00 - 0 0 0
11 Sept 927.75 92.45 0.00 - 0 0 0
10 Sept 938.75 92.45 0.00 - 0 0 0
9 Sept 934.25 92.45 0.00 - 0 0 0
6 Sept 932.80 92.45 0.00 - 0 0 0
5 Sept 925.45 92.45 0.00 - 0 0 0
4 Sept 933.05 92.45 92.45 - 0 0 0
3 Sept 930.95 0 0.00 - 0 0 0
2 Sept 940.45 0 - 0 0 0


For Jsw Steel Limited - strike price 900 expiring on 28NOV2024

Delta for 900 CE is 0.91

Historical price for 900 CE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 44.8, which was 0.05 higher than the previous day. The implied volatity was 18.03, the open interest changed by 2 which increased total open position to 92


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 44.75, which was -18.25 lower than the previous day. The implied volatity was 23.52, the open interest changed by 16 which increased total open position to 90


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 63, which was -21.95 lower than the previous day. The implied volatity was 26.57, the open interest changed by -3 which decreased total open position to 75


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 84.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 88, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 97.8, which was -11.45 lower than the previous day. The implied volatity was 27.69, the open interest changed by -2 which decreased total open position to 79


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 109.25, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 80


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 106.6, which was 37.50 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 77


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 69.1, which was -0.40 lower than the previous day. The implied volatity was 35.43, the open interest changed by 1 which increased total open position to 78


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 69.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 69.5, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 74, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 72.4, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 82.25, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 70, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 77, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 100, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct JSWSTEEL was trading at 979.50. The strike last trading price was 92, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 115, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept JSWSTEEL was trading at 1030.05. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept JSWSTEEL was trading at 1001.55. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept JSWSTEEL was trading at 982.65. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept JSWSTEEL was trading at 989.70. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept JSWSTEEL was trading at 982.10. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept JSWSTEEL was trading at 981.55. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept JSWSTEEL was trading at 948.40. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept JSWSTEEL was trading at 956.70. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept JSWSTEEL was trading at 964.25. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept JSWSTEEL was trading at 971.00. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept JSWSTEEL was trading at 954.55. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept JSWSTEEL was trading at 954.80. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept JSWSTEEL was trading at 927.75. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept JSWSTEEL was trading at 938.75. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept JSWSTEEL was trading at 934.25. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept JSWSTEEL was trading at 932.80. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept JSWSTEEL was trading at 925.45. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept JSWSTEEL was trading at 933.05. The strike last trading price was 92.45, which was 92.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept JSWSTEEL was trading at 930.95. 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 which decreased total open position to


On 2 Sept JSWSTEEL was trading at 940.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JSWSTEEL 28NOV2024 900 PE
Delta: -0.18
Vega: 0.49
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 5.2 -1.55 27.58 1,556 198 963
13 Nov 935.95 6.75 2.50 28.51 2,427 -5 772
12 Nov 957.25 4.25 1.05 29.28 691 10 788
11 Nov 979.00 3.2 -0.05 33.00 630 54 781
8 Nov 996.40 3.25 -0.45 34.12 551 40 736
7 Nov 989.80 3.7 0.60 33.57 539 -10 692
6 Nov 1008.65 3.1 -2.10 35.05 615 8 699
5 Nov 999.50 5.2 -5.15 37.29 1,317 129 677
4 Nov 954.90 10.35 1.85 32.57 800 87 548
1 Nov 968.30 8.5 -0.50 32.34 58 7 461
31 Oct 963.65 9 0.50 - 315 41 455
30 Oct 957.30 8.5 -1.25 - 166 13 410
29 Oct 958.80 9.75 1.45 - 476 -4 394
28 Oct 967.25 8.3 -7.45 - 994 172 400
25 Oct 943.85 15.75 6.75 - 1,018 185 228
24 Oct 958.10 9 -3.00 - 14 3 42
23 Oct 954.45 12 2.00 - 25 15 35
22 Oct 963.65 10 -26.55 - 20 0 0
21 Oct 981.45 36.55 0.00 - 0 0 0
18 Oct 992.60 36.55 0.00 - 0 0 0
17 Oct 979.50 36.55 0.00 - 0 0 0
16 Oct 989.35 36.55 0.00 - 0 0 0
8 Oct 998.20 36.55 0.00 - 0 0 0
30 Sept 1030.05 36.55 0.00 - 0 0 0
27 Sept 1001.55 36.55 0.00 - 0 0 0
25 Sept 982.65 36.55 0.00 - 0 0 0
24 Sept 989.70 36.55 0.00 - 0 0 0
23 Sept 982.10 36.55 0.00 - 0 0 0
20 Sept 981.55 36.55 0.00 - 0 0 0
19 Sept 948.40 36.55 0.00 - 0 0 0
18 Sept 956.70 36.55 0.00 - 0 0 0
17 Sept 964.25 36.55 0.00 - 0 0 0
16 Sept 971.00 36.55 0.00 - 0 0 0
13 Sept 954.55 36.55 0.00 - 0 0 0
12 Sept 954.80 36.55 0.00 - 0 0 0
11 Sept 927.75 36.55 0.00 - 0 0 0
10 Sept 938.75 36.55 0.00 - 0 0 0
9 Sept 934.25 36.55 0.00 - 0 0 0
6 Sept 932.80 36.55 0.00 - 0 0 0
5 Sept 925.45 36.55 0.00 - 0 0 0
4 Sept 933.05 36.55 0.00 - 0 0 0
3 Sept 930.95 36.55 0.00 - 0 0 0
2 Sept 940.45 36.55 - 0 0 0


For Jsw Steel Limited - strike price 900 expiring on 28NOV2024

Delta for 900 PE is -0.18

Historical price for 900 PE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 5.2, which was -1.55 lower than the previous day. The implied volatity was 27.58, the open interest changed by 198 which increased total open position to 963


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 6.75, which was 2.50 higher than the previous day. The implied volatity was 28.51, the open interest changed by -5 which decreased total open position to 772


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 4.25, which was 1.05 higher than the previous day. The implied volatity was 29.28, the open interest changed by 10 which increased total open position to 788


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 33.00, the open interest changed by 54 which increased total open position to 781


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 34.12, the open interest changed by 40 which increased total open position to 736


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 3.7, which was 0.60 higher than the previous day. The implied volatity was 33.57, the open interest changed by -10 which decreased total open position to 692


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 3.1, which was -2.10 lower than the previous day. The implied volatity was 35.05, the open interest changed by 8 which increased total open position to 699


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 5.2, which was -5.15 lower than the previous day. The implied volatity was 37.29, the open interest changed by 129 which increased total open position to 677


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 10.35, which was 1.85 higher than the previous day. The implied volatity was 32.57, the open interest changed by 87 which increased total open position to 548


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 8.5, which was -0.50 lower than the previous day. The implied volatity was 32.34, the open interest changed by 7 which increased total open position to 461


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 9, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct JSWSTEEL was trading at 957.30. The strike last trading price was 8.5, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 9.75, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 8.3, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 15.75, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 9, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 12, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 10, which was -26.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct JSWSTEEL was trading at 979.50. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept JSWSTEEL was trading at 1030.05. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept JSWSTEEL was trading at 1001.55. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept JSWSTEEL was trading at 982.65. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept JSWSTEEL was trading at 989.70. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept JSWSTEEL was trading at 982.10. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept JSWSTEEL was trading at 981.55. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept JSWSTEEL was trading at 948.40. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept JSWSTEEL was trading at 956.70. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept JSWSTEEL was trading at 964.25. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept JSWSTEEL was trading at 971.00. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept JSWSTEEL was trading at 954.55. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept JSWSTEEL was trading at 954.80. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept JSWSTEEL was trading at 927.75. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept JSWSTEEL was trading at 938.75. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept JSWSTEEL was trading at 934.25. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept JSWSTEEL was trading at 932.80. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept JSWSTEEL was trading at 925.45. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept JSWSTEEL was trading at 933.05. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept JSWSTEEL was trading at 930.95. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept JSWSTEEL was trading at 940.45. The strike last trading price was 36.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to