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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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
JSWSTEEL 30JAN2025 910 CE
Delta: 0.59
Vega: 1.08
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 32.15 -2.10 23.03 315 54 108
26 Dec 914.45 34.25 -47.75 24.21 70 55 55
24 Dec 921.85 82 0.00 - 0 0 0
23 Dec 937.05 82 0.00 - 0 0 0
20 Dec 917.35 82 0.00 - 0 0 0
19 Dec 925.95 82 0.00 - 0 0 0
18 Dec 946.85 82 0.00 - 0 0 0
17 Dec 966.85 82 0.00 - 0 0 0
16 Dec 990.35 82 0.00 - 0 0 0
13 Dec 999.85 82 0.00 - 0 0 0
11 Dec 1000.20 82 0.00 - 0 0 0
10 Dec 1012.95 82 0.00 - 0 0 0
6 Dec 1003.80 82 0.00 - 0 0 0
5 Dec 999.20 82 - 0 0 0

For Jsw Steel Limited - strike price 910 expiring on 30JAN2025

Delta for 910 CE is 0.59

Historical price for 910 CE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 32.15, which was -2.10 lower than the previous day. The implied volatity was 23.03, the open interest changed by 54 which increased total open position to 108


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 34.25, which was -47.75 lower than the previous day. The implied volatity was 24.21, the open interest changed by 55 which increased total open position to 55


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 910 PE
Delta: -0.41
Vega: 1.09
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 913.30 20.95 -0.65 24.17 688 180 270
26 Dec 914.45 21.6 3.10 24.70 167 31 90
24 Dec 921.85 18.5 1.60 24.63 53 12 59
23 Dec 937.05 16.9 -4.05 27.52 79 26 47
20 Dec 917.35 20.95 -0.30 28.17 48 5 21
19 Dec 925.95 21.25 14.80 26.24 10 -1 16
18 Dec 946.85 6.45 0.00 0.00 0 0 0
17 Dec 966.85 6.45 -2.55 21.32 6 2 19
16 Dec 990.35 9 0.00 0.00 0 0 0
13 Dec 999.85 9 2.40 30.50 3 0 17
11 Dec 1000.20 6.6 0.00 0.00 0 0 0
10 Dec 1012.95 6.6 0.00 0.00 0 0 0
6 Dec 1003.80 6.6 -19.85 26.36 17 13 13
5 Dec 999.20 26.45 6.29 0 0 0

For Jsw Steel Limited - strike price 910 expiring on 30JAN2025

Delta for 910 PE is -0.41

Historical price for 910 PE is as follows

On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 20.95, which was -0.65 lower than the previous day. The implied volatity was 24.17, the open interest changed by 180 which increased total open position to 270


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 21.6, which was 3.10 higher than the previous day. The implied volatity was 24.70, the open interest changed by 31 which increased total open position to 90


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 18.5, which was 1.60 higher than the previous day. The implied volatity was 24.63, the open interest changed by 12 which increased total open position to 59


On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 16.9, which was -4.05 lower than the previous day. The implied volatity was 27.52, the open interest changed by 26 which increased total open position to 47


On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 20.95, which was -0.30 lower than the previous day. The implied volatity was 28.17, the open interest changed by 5 which increased total open position to 21


On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 21.25, which was 14.80 higher than the previous day. The implied volatity was 26.24, the open interest changed by -1 which decreased total open position to 16


On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 6.45, 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 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 6.45, which was -2.55 lower than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 19


On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 9, 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 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 9, which was 2.40 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 17


On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 6.6, 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 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 6.6, 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 6.6, which was -19.85 lower than the previous day. The implied volatity was 26.36, the open interest changed by 13 which increased total open position to 13


On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 26.45, which was lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0