`
[--[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 920 CE
Delta: 0.76
Vega: 0.58
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 28.65 -1.80 19.06 87 -12 60
13 Nov 935.95 30.45 -15.55 24.40 130 35 62
12 Nov 957.25 46 -30.20 25.54 15 2 21
11 Nov 979.00 76.2 -1.50 41.75 3 -2 18
8 Nov 996.40 77.7 -2.30 - 4 -1 19
7 Nov 989.80 80 -13.00 28.28 4 1 21
6 Nov 1008.65 93 4.45 - 4 0 19
5 Nov 999.50 88.55 35.10 29.98 15 -3 19
4 Nov 954.90 53.45 -5.55 33.28 38 15 22
1 Nov 968.30 59 0.00 0.00 0 2 0
31 Oct 963.65 59 2.05 - 3 0 5
30 Oct 957.30 56.95 0.25 - 6 -1 2
29 Oct 958.80 56.7 0.00 - 0 3 0
28 Oct 967.25 56.7 -24.20 - 3 0 0
25 Oct 943.85 80.9 0.00 - 0 0 0
24 Oct 958.10 80.9 0.00 - 0 0 0
23 Oct 954.45 80.9 0.00 - 0 0 0
22 Oct 963.65 80.9 0.00 - 0 0 0
21 Oct 981.45 80.9 0.00 - 0 0 0
18 Oct 992.60 80.9 0.00 - 0 0 0
17 Oct 979.50 80.9 0.00 - 0 0 0
16 Oct 989.35 80.9 0.00 - 0 0 0
15 Oct 1000.85 80.9 0.00 - 0 0 0
8 Oct 998.20 80.9 0.00 - 0 0 0
7 Oct 1018.75 80.9 0.00 - 0 0 0
30 Sept 1030.05 80.9 0.00 - 0 0 0
27 Sept 1001.55 80.9 0.00 - 0 0 0
26 Sept 1005.55 80.9 0.00 - 0 0 0
25 Sept 982.65 80.9 0.00 - 0 0 0
24 Sept 989.70 80.9 0.00 - 0 0 0
23 Sept 982.10 80.9 0.00 - 0 0 0
20 Sept 981.55 80.9 0.00 - 0 0 0
19 Sept 948.40 80.9 0.00 - 0 0 0
18 Sept 956.70 80.9 0.00 - 0 0 0
17 Sept 964.25 80.9 0.00 - 0 0 0
16 Sept 971.00 80.9 0.00 - 0 0 0
13 Sept 954.55 80.9 0.00 - 0 0 0
12 Sept 954.80 80.9 0.00 - 0 0 0
11 Sept 927.75 80.9 0.00 - 0 0 0
10 Sept 938.75 80.9 0.00 - 0 0 0
9 Sept 934.25 80.9 0.00 - 0 0 0
6 Sept 932.80 80.9 0.00 - 0 0 0
5 Sept 925.45 80.9 0.00 - 0 0 0
4 Sept 933.05 80.9 0.00 - 0 0 0
3 Sept 930.95 80.9 0.00 - 0 0 0
2 Sept 940.45 80.9 - 0 0 0


For Jsw Steel Limited - strike price 920 expiring on 28NOV2024

Delta for 920 CE is 0.76

Historical price for 920 CE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 28.65, which was -1.80 lower than the previous day. The implied volatity was 19.06, the open interest changed by -12 which decreased total open position to 60


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 30.45, which was -15.55 lower than the previous day. The implied volatity was 24.40, the open interest changed by 35 which increased total open position to 62


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 46, which was -30.20 lower than the previous day. The implied volatity was 25.54, the open interest changed by 2 which increased total open position to 21


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 76.2, which was -1.50 lower than the previous day. The implied volatity was 41.75, the open interest changed by -2 which decreased total open position to 18


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 77.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 19


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 80, which was -13.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by 1 which increased total open position to 21


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 93, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 88.55, which was 35.10 higher than the previous day. The implied volatity was 29.98, the open interest changed by -3 which decreased total open position to 19


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 53.45, which was -5.55 lower than the previous day. The implied volatity was 33.28, the open interest changed by 15 which increased total open position to 22


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 59, 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 59, which was 2.05 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 56.95, which was 0.25 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 56.7, 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 56.7, which was -24.20 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 15 Oct JSWSTEEL was trading at 1000.85. The strike last trading price was 80.9, 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 80.9, 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 7 Oct JSWSTEEL was trading at 1018.75. The strike last trading price was 80.9, 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 80.9, 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 80.9, 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 26 Sept JSWSTEEL was trading at 1005.55. The strike last trading price was 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, 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 80.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


JSWSTEEL 28NOV2024 920 PE
Delta: -0.30
Vega: 0.64
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 939.05 9.6 -2.15 26.34 856 19 364
13 Nov 935.95 11.75 4.40 27.29 2,041 -145 361
12 Nov 957.25 7.35 2.35 27.81 1,170 89 548
11 Nov 979.00 5 0.05 31.01 494 26 461
8 Nov 996.40 4.95 -0.25 32.49 839 -19 431
7 Nov 989.80 5.2 0.70 31.22 517 55 449
6 Nov 1008.65 4.5 -2.90 33.28 466 97 395
5 Nov 999.50 7.4 -7.55 35.79 1,212 22 298
4 Nov 954.90 14.95 2.75 31.25 548 29 278
1 Nov 968.30 12.2 -0.60 31.06 22 -1 249
31 Oct 963.65 12.8 -0.40 - 195 74 250
30 Oct 957.30 13.2 -1.80 - 57 -5 177
29 Oct 958.80 15 2.80 - 179 19 183
28 Oct 967.25 12.2 -9.25 - 310 95 164
25 Oct 943.85 21.45 5.90 - 134 37 69
24 Oct 958.10 15.55 0.05 - 17 -2 37
23 Oct 954.45 15.5 1.00 - 22 1 34
22 Oct 963.65 14.5 6.00 - 39 21 33
21 Oct 981.45 8.5 0.00 - 0 3 0
18 Oct 992.60 8.5 -2.85 - 4 2 11
17 Oct 979.50 11.35 2.70 - 1 0 9
16 Oct 989.35 8.65 2.55 - 2 0 7
15 Oct 1000.85 6.1 -1.00 - 2 0 7
8 Oct 998.20 7.1 0.00 - 0 7 0
7 Oct 1018.75 7.1 -37.55 - 10 5 5
30 Sept 1030.05 44.65 0.00 - 0 0 0
27 Sept 1001.55 44.65 0.00 - 0 0 0
26 Sept 1005.55 44.65 0.00 - 0 0 0
25 Sept 982.65 44.65 0.00 - 0 0 0
24 Sept 989.70 44.65 0.00 - 0 0 0
23 Sept 982.10 44.65 0.00 - 0 0 0
20 Sept 981.55 44.65 0.00 - 0 0 0
19 Sept 948.40 44.65 0.00 - 0 0 0
18 Sept 956.70 44.65 0.00 - 0 0 0
17 Sept 964.25 44.65 0.00 - 0 0 0
16 Sept 971.00 44.65 0.00 - 0 0 0
13 Sept 954.55 44.65 0.00 - 0 0 0
12 Sept 954.80 44.65 0.00 - 0 0 0
11 Sept 927.75 44.65 0.00 - 0 0 0
10 Sept 938.75 44.65 0.00 - 0 0 0
9 Sept 934.25 44.65 0.00 - 0 0 0
6 Sept 932.80 44.65 0.00 - 0 0 0
5 Sept 925.45 44.65 0.00 - 0 0 0
4 Sept 933.05 44.65 44.65 - 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 920 expiring on 28NOV2024

Delta for 920 PE is -0.30

Historical price for 920 PE is as follows

On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 9.6, which was -2.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by 19 which increased total open position to 364


On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 11.75, which was 4.40 higher than the previous day. The implied volatity was 27.29, the open interest changed by -145 which decreased total open position to 361


On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 7.35, which was 2.35 higher than the previous day. The implied volatity was 27.81, the open interest changed by 89 which increased total open position to 548


On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 31.01, the open interest changed by 26 which increased total open position to 461


On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 4.95, which was -0.25 lower than the previous day. The implied volatity was 32.49, the open interest changed by -19 which decreased total open position to 431


On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 5.2, which was 0.70 higher than the previous day. The implied volatity was 31.22, the open interest changed by 55 which increased total open position to 449


On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 4.5, which was -2.90 lower than the previous day. The implied volatity was 33.28, the open interest changed by 97 which increased total open position to 395


On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 7.4, which was -7.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by 22 which increased total open position to 298


On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 14.95, which was 2.75 higher than the previous day. The implied volatity was 31.25, the open interest changed by 29 which increased total open position to 278


On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 12.2, which was -0.60 lower than the previous day. The implied volatity was 31.06, the open interest changed by -1 which decreased total open position to 249


On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 12.8, which was -0.40 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 13.2, which was -1.80 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 15, which was 2.80 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 12.2, which was -9.25 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 21.45, which was 5.90 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 15.55, which was 0.05 higher 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 15.5, which was 1.00 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 14.5, which was 6.00 higher 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 8.5, 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 8.5, which was -2.85 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 11.35, which was 2.70 higher 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 8.65, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct JSWSTEEL was trading at 1000.85. The strike last trading price was 6.1, which was -1.00 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 7.1, 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 7 Oct JSWSTEEL was trading at 1018.75. The strike last trading price was 7.1, which was -37.55 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 44.65, 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 44.65, 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 26 Sept JSWSTEEL was trading at 1005.55. The strike last trading price was 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, 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 44.65, which was 44.65 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