JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 900 CE | ||||||||||
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Delta: 0.65
Vega: 1.04
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 38.6 | -1.60 | 23.58 | 229 | 51 | 189 | |||
| 26 Dec | 914.45 | 40.2 | -6.80 | 24.31 | 103 | 40 | 138 | |||
| 24 Dec | 921.85 | 47 | -11.25 | 23.86 | 31 | 6 | 98 | |||
| 23 Dec | 937.05 | 58.25 | -0.25 | 23.47 | 44 | 13 | 92 | |||
| 20 Dec | 917.35 | 58.5 | 10.90 | 27.75 | 18 | 13 | 78 | |||
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| 19 Dec | 925.95 | 47.6 | -37.40 | 21.40 | 66 | 57 | 59 | |||
| 18 Dec | 946.85 | 85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Dec | 966.85 | 85 | -21.90 | 28.85 | 2 | 1 | 1 | |||
| 16 Dec | 990.35 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1000.20 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 968.85 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.60 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 977.35 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 947.30 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 106.9 | 106.90 | - | 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 | |||
| 8 Nov | 996.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 989.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 999.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 0 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 900 expiring on 30JAN2025
Delta for 900 CE is 0.65
Historical price for 900 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 38.6, which was -1.60 lower than the previous day. The implied volatity was 23.58, the open interest changed by 51 which increased total open position to 189
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 40.2, which was -6.80 lower than the previous day. The implied volatity was 24.31, the open interest changed by 40 which increased total open position to 138
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 47, which was -11.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 6 which increased total open position to 98
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 58.25, which was -0.25 lower than the previous day. The implied volatity was 23.47, the open interest changed by 13 which increased total open position to 92
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 58.5, which was 10.90 higher than the previous day. The implied volatity was 27.75, the open interest changed by 13 which increased total open position to 78
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 47.6, which was -37.40 lower than the previous day. The implied volatity was 21.40, the open interest changed by 57 which increased total open position to 59
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 85, 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 85, which was -21.90 lower than the previous day. The implied volatity was 28.85, the open interest changed by 1 which increased total open position to 1
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 106.9, 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 106.9, 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 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 106.9, 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 106.9, 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 106.9, 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 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 106.9, 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 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, 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 106.9, which was 106.90 higher 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 8 Nov JSWSTEEL was trading at 996.40. 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 7 Nov JSWSTEEL was trading at 989.80. 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 5 Nov JSWSTEEL was trading at 999.50. 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 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 1.04
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 16.9 | -0.75 | 24.20 | 624 | 9 | 706 |
| 26 Dec | 914.45 | 17.65 | 2.20 | 24.82 | 694 | 81 | 700 |
| 24 Dec | 921.85 | 15.45 | 1.10 | 25.15 | 449 | 78 | 618 |
| 23 Dec | 937.05 | 14.35 | -2.15 | 28.07 | 782 | 187 | 541 |
| 20 Dec | 917.35 | 16.5 | -0.25 | 27.29 | 549 | 209 | 354 |
| 19 Dec | 925.95 | 16.75 | 3.95 | 25.49 | 121 | 61 | 144 |
| 18 Dec | 946.85 | 12.8 | 4.65 | 27.81 | 130 | 29 | 83 |
| 17 Dec | 966.85 | 8.15 | 4.05 | 25.42 | 25 | 18 | 53 |
| 16 Dec | 990.35 | 4.1 | -1.20 | 24.68 | 20 | 15 | 34 |
| 13 Dec | 999.85 | 5.3 | 0.30 | 27.29 | 4 | 2 | 18 |
| 11 Dec | 1000.20 | 5 | -0.20 | 26.22 | 1 | 0 | 16 |
| 10 Dec | 1012.95 | 5.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1003.80 | 5.2 | -0.80 | 26.40 | 3 | 2 | 15 |
| 5 Dec | 999.20 | 6 | -21.05 | 26.24 | 13 | 3 | 3 |
| 28 Nov | 954.15 | 27.05 | 0.00 | 5.30 | 0 | 0 | 0 |
| 27 Nov | 968.85 | 27.05 | 0.00 | 6.12 | 0 | 0 | 0 |
| 26 Nov | 963.60 | 27.05 | 0.00 | 5.44 | 0 | 0 | 0 |
| 25 Nov | 953.30 | 27.05 | 0.00 | 4.99 | 0 | 0 | 0 |
| 22 Nov | 977.35 | 27.05 | 0.00 | 6.17 | 0 | 0 | 0 |
| 21 Nov | 944.15 | 27.05 | 0.00 | 4.37 | 0 | 0 | 0 |
| 20 Nov | 947.30 | 27.05 | 0.00 | 4.65 | 0 | 0 | 0 |
| 19 Nov | 947.30 | 27.05 | 0.00 | 4.65 | 0 | 0 | 0 |
| 18 Nov | 949.85 | 27.05 | 0.00 | 4.58 | 0 | 0 | 0 |
| 14 Nov | 939.05 | 27.05 | 0.00 | 3.98 | 0 | 0 | 0 |
| 13 Nov | 935.95 | 27.05 | 0.00 | 3.38 | 0 | 0 | 0 |
| 12 Nov | 957.25 | 27.05 | 0.00 | 5.11 | 0 | 0 | 0 |
| 11 Nov | 979.00 | 27.05 | 27.05 | 6.76 | 0 | 0 | 0 |
| 8 Nov | 996.40 | 0 | 0.00 | 7.00 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 0 | 0.00 | 6.59 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 0 | 0.00 | 7.16 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | 4.62 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 900 expiring on 30JAN2025
Delta for 900 PE is -0.35
Historical price for 900 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 16.9, which was -0.75 lower than the previous day. The implied volatity was 24.20, the open interest changed by 9 which increased total open position to 706
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 17.65, which was 2.20 higher than the previous day. The implied volatity was 24.82, the open interest changed by 81 which increased total open position to 700
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 15.45, which was 1.10 higher than the previous day. The implied volatity was 25.15, the open interest changed by 78 which increased total open position to 618
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 14.35, which was -2.15 lower than the previous day. The implied volatity was 28.07, the open interest changed by 187 which increased total open position to 541
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 16.5, which was -0.25 lower than the previous day. The implied volatity was 27.29, the open interest changed by 209 which increased total open position to 354
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 16.75, which was 3.95 higher than the previous day. The implied volatity was 25.49, the open interest changed by 61 which increased total open position to 144
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 12.8, which was 4.65 higher than the previous day. The implied volatity was 27.81, the open interest changed by 29 which increased total open position to 83
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 8.15, which was 4.05 higher than the previous day. The implied volatity was 25.42, the open interest changed by 18 which increased total open position to 53
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 4.1, which was -1.20 lower than the previous day. The implied volatity was 24.68, the open interest changed by 15 which increased total open position to 34
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 5.3, which was 0.30 higher than the previous day. The implied volatity was 27.29, the open interest changed by 2 which increased total open position to 18
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 26.22, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 5.2, which was -0.80 lower than the previous day. The implied volatity was 26.40, the open interest changed by 2 which increased total open position to 15
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 6, which was -21.05 lower than the previous day. The implied volatity was 26.24, the open interest changed by 3 which increased total open position to 3
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 27.05, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 6.17, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 27.05, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 27.05, which was 27.05 higher than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.16, 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 4.62, the open interest changed by 0 which decreased total open position to 0
