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

939.05 3.10 (0.33%)

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Historical option data for JSWSTEEL

14 Nov 2024 04:10 PM IST
JSWSTEEL 28NOV2024 910 CE
Delta: 0.84
Vega: 0.44
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 36.3 -7.70 18.58 5 0 19
13 Nov 935.95 44 -20.70 34.69 9 1 14
12 Nov 957.25 64.7 -28.25 43.84 2 0 13
11 Nov 979.00 92.95 0.00 0.00 0 0 0
8 Nov 996.40 92.95 -5.05 30.69 3 0 13
7 Nov 989.80 98 0.00 0.00 0 0 0
6 Nov 1008.65 98 0.00 0.00 0 -2 0
5 Nov 999.50 98 42.10 31.53 9 -2 13
4 Nov 954.90 55.9 -9.10 27.60 22 13 15
1 Nov 968.30 65 0.00 0.00 0 2 0
31 Oct 963.65 65 -56.55 - 2 1 1
30 Oct 957.30 121.55 0.00 - 0 0 0
29 Oct 958.80 121.55 0.00 - 0 0 0
28 Oct 967.25 121.55 0.00 - 0 0 0
25 Oct 943.85 121.55 0.00 - 0 0 0
24 Oct 958.10 121.55 0.00 - 0 0 0
23 Oct 954.45 121.55 0.00 - 0 0 0
22 Oct 963.65 121.55 0.00 - 0 0 0
21 Oct 981.45 121.55 0.00 - 0 0 0
18 Oct 992.60 121.55 0.00 - 0 0 0
17 Oct 979.50 121.55 0.00 - 0 0 0
16 Oct 989.35 121.55 0.00 - 0 0 0
8 Oct 998.20 121.55 0.00 - 0 0 0
30 Sept 1030.05 121.55 0.00 - 0 0 0
27 Sept 1001.55 121.55 - 0 0 0


For Jsw Steel Limited - strike price 910 expiring on 28NOV2024

Delta for 910 CE is 0.84

Historical price for 910 CE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 36.3, which was -7.70 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 19


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 44, which was -20.70 lower than the previous day. The implied volatity was 34.69, the open interest changed by 1 which increased total open position to 14


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 64.7, which was -28.25 lower than the previous day. The implied volatity was 43.84, the open interest changed by 0 which decreased total open position to 13


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 92.95, 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 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 92.95, which was -5.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 13


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 98, 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 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 98, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 98, which was 42.10 higher than the previous day. The implied volatity was 31.53, the open interest changed by -2 which decreased total open position to 13


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 55.9, which was -9.10 lower than the previous day. The implied volatity was 27.60, the open interest changed by 13 which increased total open position to 15


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 65, 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 65, which was -56.55 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 121.55, 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 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 121.55, 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 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 121.55, 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 Oct JSWSTEEL was trading at 943.85. The strike last trading price was 121.55, 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 Oct JSWSTEEL was trading at 958.10. The strike last trading price was 121.55, 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 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 121.55, 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 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 121.55, 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 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 121.55, 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 121.55, 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 121.55, 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 121.55, 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 121.55, 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 121.55, 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 121.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JSWSTEEL 28NOV2024 910 PE
Delta: -0.24
Vega: 0.57
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 7.15 -1.85 27.02 655 63 217
13 Nov 935.95 9 3.40 27.96 1,423 45 167
12 Nov 957.25 5.6 1.75 28.53 670 0 136
11 Nov 979.00 3.85 -0.15 31.64 287 -4 137
8 Nov 996.40 4 -0.25 33.27 479 28 142
7 Nov 989.80 4.25 0.50 32.11 140 23 110
6 Nov 1008.65 3.75 -2.40 34.20 185 -5 88
5 Nov 999.50 6.15 -6.00 36.43 678 -1 94
4 Nov 954.90 12.15 2.20 31.51 467 47 96
1 Nov 968.30 9.95 -0.55 31.37 1 0 48
31 Oct 963.65 10.5 -0.20 - 107 4 43
30 Oct 957.30 10.7 -0.95 - 21 2 37
29 Oct 958.80 11.65 0.35 - 32 9 36
28 Oct 967.25 11.3 -6.90 - 49 21 25
25 Oct 943.85 18.2 3.60 - 14 4 4
24 Oct 958.10 14.6 0.00 - 0 0 0
23 Oct 954.45 14.6 0.00 - 0 0 0
22 Oct 963.65 14.6 0.00 - 0 0 0
21 Oct 981.45 14.6 0.00 - 0 0 0
18 Oct 992.60 14.6 0.00 - 0 0 0
17 Oct 979.50 14.6 0.00 - 0 0 0
16 Oct 989.35 14.6 0.00 - 0 0 0
8 Oct 998.20 14.6 0.00 - 0 0 0
30 Sept 1030.05 14.6 0.00 - 0 0 0
27 Sept 1001.55 14.6 - 0 0 0


For Jsw Steel Limited - strike price 910 expiring on 28NOV2024

Delta for 910 PE is -0.24

Historical price for 910 PE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 7.15, which was -1.85 lower than the previous day. The implied volatity was 27.02, the open interest changed by 63 which increased total open position to 217


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 9, which was 3.40 higher than the previous day. The implied volatity was 27.96, the open interest changed by 45 which increased total open position to 167


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 5.6, which was 1.75 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 136


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 31.64, the open interest changed by -4 which decreased total open position to 137


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 33.27, the open interest changed by 28 which increased total open position to 142


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 4.25, which was 0.50 higher than the previous day. The implied volatity was 32.11, the open interest changed by 23 which increased total open position to 110


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 3.75, which was -2.40 lower than the previous day. The implied volatity was 34.20, the open interest changed by -5 which decreased total open position to 88


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 6.15, which was -6.00 lower than the previous day. The implied volatity was 36.43, the open interest changed by -1 which decreased total open position to 94


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 12.15, which was 2.20 higher than the previous day. The implied volatity was 31.51, the open interest changed by 47 which increased total open position to 96


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 9.95, which was -0.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 48


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 10.5, which was -0.20 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 10.7, which was -0.95 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 11.65, which was 0.35 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 11.3, which was -6.90 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 18.2, which was 3.60 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 14.6, 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 14.6, 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 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to