JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 920 CE | ||||||||||
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Delta: 0.53
Vega: 1.11
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 27 | -1.80 | 23.14 | 1,182 | 101 | 414 | |||
| 26 Dec | 914.45 | 28.8 | -5.20 | 24.06 | 548 | 233 | 315 | |||
| 24 Dec | 921.85 | 34 | -11.35 | 23.14 | 115 | 39 | 81 | |||
| 23 Dec | 937.05 | 45.35 | 3.95 | 24.26 | 166 | 37 | 43 | |||
| 20 Dec | 917.35 | 41.4 | -52.65 | 23.78 | 74 | 9 | 9 | |||
| 19 Dec | 925.95 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 946.85 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 966.85 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 1000.20 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 94.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 94.05 | 94.05 | - | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 968.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 977.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 947.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 0 | 0.00 | - | 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 | |||
| 6 Nov | 1008.65 | 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 920 expiring on 30JAN2025
Delta for 920 CE is 0.53
Historical price for 920 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 27, which was -1.80 lower than the previous day. The implied volatity was 23.14, the open interest changed by 101 which increased total open position to 414
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 28.8, which was -5.20 lower than the previous day. The implied volatity was 24.06, the open interest changed by 233 which increased total open position to 315
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 34, which was -11.35 lower than the previous day. The implied volatity was 23.14, the open interest changed by 39 which increased total open position to 81
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 45.35, which was 3.95 higher than the previous day. The implied volatity was 24.26, the open interest changed by 37 which increased total open position to 43
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 41.4, which was -52.65 lower than the previous day. The implied volatity was 23.78, the open interest changed by 9 which increased total open position to 9
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 94.05, 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 94.05, 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 94.05, 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 94.05, 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 94.05, 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 94.05, 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 94.05, 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 94.05, 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 94.05, 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 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 94.05, which was 94.05 higher 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 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 27 Nov JSWSTEEL was trading at 968.85. 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 26 Nov JSWSTEEL was trading at 963.60. 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 25 Nov JSWSTEEL was trading at 953.30. 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 22 Nov JSWSTEEL was trading at 977.35. 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 21 Nov JSWSTEEL was trading at 944.15. 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 20 Nov JSWSTEEL was trading at 947.30. 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 19 Nov JSWSTEEL was trading at 947.30. 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 18 Nov JSWSTEEL was trading at 949.85. 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 14 Nov JSWSTEEL was trading at 939.05. 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 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 6 Nov JSWSTEEL was trading at 1008.65. 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 1.11
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 25.1 | -0.90 | 23.71 | 1,113 | 144 | 508 |
| 26 Dec | 914.45 | 26 | 3.30 | 24.49 | 859 | 69 | 358 |
| 24 Dec | 921.85 | 22.7 | 1.45 | 24.70 | 539 | 178 | 297 |
| 23 Dec | 937.05 | 21.25 | -5.75 | 28.24 | 466 | 82 | 120 |
| 20 Dec | 917.35 | 27 | 3.25 | 29.95 | 139 | 26 | 37 |
| 19 Dec | 925.95 | 23.75 | 3.70 | 24.90 | 16 | 8 | 11 |
| 18 Dec | 946.85 | 20.05 | -13.80 | 28.95 | 3 | 0 | 0 |
| 17 Dec | 966.85 | 33.85 | 0.00 | 4.64 | 0 | 0 | 0 |
| 16 Dec | 990.35 | 33.85 | 0.00 | 6.70 | 0 | 0 | 0 |
| 13 Dec | 999.85 | 33.85 | 0.00 | 7.10 | 0 | 0 | 0 |
| 11 Dec | 1000.20 | 33.85 | 0.00 | 7.14 | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 33.85 | 0.00 | 7.82 | 0 | 0 | 0 |
| 6 Dec | 1003.80 | 33.85 | 0.00 | 7.10 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 33.85 | 0.00 | 6.59 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 33.85 | 0.00 | 4.37 | 0 | 0 | 0 |
| 28 Nov | 954.15 | 33.85 | 0.00 | 3.91 | 0 | 0 | 0 |
| 27 Nov | 968.85 | 33.85 | 0.00 | 4.78 | 0 | 0 | 0 |
| 26 Nov | 963.60 | 33.85 | 0.00 | 4.08 | 0 | 0 | 0 |
| 25 Nov | 953.30 | 33.85 | 0.00 | 3.63 | 0 | 0 | 0 |
| 22 Nov | 977.35 | 33.85 | 0.00 | 4.88 | 0 | 0 | 0 |
| 21 Nov | 944.15 | 33.85 | 0.00 | 3.05 | 0 | 0 | 0 |
| 20 Nov | 947.30 | 33.85 | 0.00 | 3.10 | 0 | 0 | 0 |
| 19 Nov | 947.30 | 33.85 | 0.00 | 3.10 | 0 | 0 | 0 |
| 18 Nov | 949.85 | 33.85 | 0.00 | 3.60 | 0 | 0 | 0 |
| 14 Nov | 939.05 | 33.85 | 0.00 | 2.68 | 0 | 0 | 0 |
| 13 Nov | 935.95 | 33.85 | 0.00 | 2.51 | 0 | 0 | 0 |
| 12 Nov | 957.25 | 33.85 | 0.00 | 3.87 | 0 | 0 | 0 |
| 11 Nov | 979.00 | 33.85 | 33.85 | 5.59 | 0 | 0 | 0 |
| 8 Nov | 996.40 | 0 | 0.00 | 5.85 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 0 | 0.00 | 5.43 | 0 | 0 | 0 |
| 6 Nov | 1008.65 | 0 | 0.00 | 6.42 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 0 | 0.00 | 6.05 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | 3.42 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 920 expiring on 30JAN2025
Delta for 920 PE is -0.47
Historical price for 920 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 25.1, which was -0.90 lower than the previous day. The implied volatity was 23.71, the open interest changed by 144 which increased total open position to 508
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 26, which was 3.30 higher than the previous day. The implied volatity was 24.49, the open interest changed by 69 which increased total open position to 358
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 22.7, which was 1.45 higher than the previous day. The implied volatity was 24.70, the open interest changed by 178 which increased total open position to 297
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 21.25, which was -5.75 lower than the previous day. The implied volatity was 28.24, the open interest changed by 82 which increased total open position to 120
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 27, which was 3.25 higher than the previous day. The implied volatity was 29.95, the open interest changed by 26 which increased total open position to 37
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 23.75, which was 3.70 higher than the previous day. The implied volatity was 24.90, the open interest changed by 8 which increased total open position to 11
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 20.05, which was -13.80 lower than the previous day. The implied volatity was 28.95, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 4.64, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 6.70, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 7.14, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 7.82, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 33.85, 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 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 33.85, 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 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.91, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 4.78, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 33.85, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 33.85, which was 33.85 higher than the previous day. The implied volatity was 5.59, 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 5.85, 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 5.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 6.05, 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 3.42, the open interest changed by 0 which decreased total open position to 0
