JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
14 Nov 2024 04:10 PM IST
| JSWSTEEL 28NOV2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.68
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 939.05 | 22.1 | -2.05 | 19.63 | 690 | 8 | 222 | |||
| 13 Nov | 935.95 | 24.15 | -14.35 | 24.29 | 643 | 168 | 210 | |||
| 12 Nov | 957.25 | 38.5 | -13.50 | 25.47 | 5 | 0 | 40 | |||
| 11 Nov | 979.00 | 52 | -23.30 | - | 10 | 0 | 32 | |||
| 8 Nov | 996.40 | 75.3 | 3.10 | 30.04 | 19 | 5 | 35 | |||
| 7 Nov | 989.80 | 72.2 | -4.85 | 29.57 | 1 | 0 | 30 | |||
| 6 Nov | 1008.65 | 77.05 | -2.10 | - | 5 | -1 | 31 | |||
| 5 Nov | 999.50 | 79.15 | 33.95 | 28.35 | 35 | 4 | 33 | |||
| 4 Nov | 954.90 | 45.2 | -9.55 | 31.17 | 54 | 5 | 28 | |||
| 1 Nov | 968.30 | 54.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 963.65 | 54.75 | -0.25 | - | 8 | 0 | 23 | |||
| 30 Oct | 957.30 | 55 | 3.15 | - | 2 | 1 | 24 | |||
| 29 Oct | 958.80 | 51.85 | -7.20 | - | 23 | 12 | 23 | |||
| 28 Oct | 967.25 | 59.05 | 12.50 | - | 16 | 6 | 12 | |||
| 25 Oct | 943.85 | 46.55 | -60.15 | - | 11 | 6 | 6 | |||
| 24 Oct | 958.10 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 954.45 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 963.65 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 981.45 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 992.60 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 979.50 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 989.35 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1000.85 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 998.20 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1018.75 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1030.05 | 106.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1001.55 | 106.7 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 930 expiring on 28NOV2024
Delta for 930 CE is 0.65
Historical price for 930 CE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 22.1, which was -2.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 8 which increased total open position to 222
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 24.15, which was -14.35 lower than the previous day. The implied volatity was 24.29, the open interest changed by 168 which increased total open position to 210
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 38.5, which was -13.50 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 40
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 52, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 75.3, which was 3.10 higher than the previous day. The implied volatity was 30.04, the open interest changed by 5 which increased total open position to 35
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 72.2, which was -4.85 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 30
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 77.05, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 79.15, which was 33.95 higher than the previous day. The implied volatity was 28.35, the open interest changed by 4 which increased total open position to 33
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 45.2, which was -9.55 lower than the previous day. The implied volatity was 31.17, the open interest changed by 5 which increased total open position to 28
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 54.75, 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 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 54.75, which was -0.25 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 55, which was 3.15 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 51.85, which was -7.20 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 59.05, which was 12.50 higher 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 46.55, which was -60.15 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 106.7, 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 23 Oct JSWSTEEL was trading at 954.45. The strike last trading price was 106.7, 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 22 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 106.7, 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 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 106.7, 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 18 Oct JSWSTEEL was trading at 992.60. The strike last trading price was 106.7, 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 17 Oct JSWSTEEL was trading at 979.50. The strike last trading price was 106.7, 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 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 106.7, 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 15 Oct JSWSTEEL was trading at 1000.85. The strike last trading price was 106.7, 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 8 Oct JSWSTEEL was trading at 998.20. The strike last trading price was 106.7, 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 7 Oct JSWSTEEL was trading at 1018.75. The strike last trading price was 106.7, 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 30 Sept JSWSTEEL was trading at 1030.05. The strike last trading price was 106.7, 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 27 Sept JSWSTEEL was trading at 1001.55. The strike last trading price was 106.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JSWSTEEL 28NOV2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.70
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 939.05 | 13.15 | -2.35 | 26.30 | 1,354 | 59 | 386 |
| 13 Nov | 935.95 | 15.5 | 6.10 | 27.10 | 3,043 | -163 | 337 |
| 12 Nov | 957.25 | 9.4 | 3.15 | 26.85 | 911 | 118 | 534 |
| 11 Nov | 979.00 | 6.25 | 0.15 | 30.03 | 417 | 39 | 414 |
| 8 Nov | 996.40 | 6.1 | -0.50 | 31.69 | 876 | -8 | 383 |
| 7 Nov | 989.80 | 6.6 | 1.45 | 30.75 | 486 | 70 | 385 |
| 6 Nov | 1008.65 | 5.15 | -3.50 | 31.88 | 513 | 52 | 317 |
| 5 Nov | 999.50 | 8.65 | -9.60 | 34.81 | 1,276 | 47 | 267 |
| 4 Nov | 954.90 | 18.25 | 2.35 | 31.05 | 550 | 76 | 221 |
| 1 Nov | 968.30 | 15.9 | 0.15 | 31.96 | 13 | 1 | 144 |
| 31 Oct | 963.65 | 15.75 | -0.65 | - | 203 | 46 | 145 |
| 30 Oct | 957.30 | 16.4 | -0.80 | - | 62 | 12 | 100 |
| 29 Oct | 958.80 | 17.2 | 2.50 | - | 100 | 29 | 88 |
| 28 Oct | 967.25 | 14.7 | -8.85 | - | 84 | 20 | 58 |
| 25 Oct | 943.85 | 23.55 | 5.05 | - | 86 | 19 | 38 |
| 24 Oct | 958.10 | 18.5 | 2.50 | - | 1 | 0 | 18 |
| 23 Oct | 954.45 | 16 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 963.65 | 16 | 4.00 | - | 3 | 0 | 18 |
| 21 Oct | 981.45 | 12 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 992.60 | 12 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 979.50 | 12 | 2.85 | - | 1 | 0 | 18 |
| 16 Oct | 989.35 | 9.15 | 1.60 | - | 12 | 5 | 18 |
| 15 Oct | 1000.85 | 7.55 | -0.45 | - | 47 | 2 | 13 |
| 8 Oct | 998.20 | 8 | 0.00 | - | 0 | 11 | 0 |
| 7 Oct | 1018.75 | 8 | -11.55 | - | 11 | 0 | 0 |
| 30 Sept | 1030.05 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1001.55 | 19.55 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 930 expiring on 28NOV2024
Delta for 930 PE is -0.38
Historical price for 930 PE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 13.15, which was -2.35 lower than the previous day. The implied volatity was 26.30, the open interest changed by 59 which increased total open position to 386
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 15.5, which was 6.10 higher than the previous day. The implied volatity was 27.10, the open interest changed by -163 which decreased total open position to 337
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 9.4, which was 3.15 higher than the previous day. The implied volatity was 26.85, the open interest changed by 118 which increased total open position to 534
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 6.25, which was 0.15 higher than the previous day. The implied volatity was 30.03, the open interest changed by 39 which increased total open position to 414
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 6.1, which was -0.50 lower than the previous day. The implied volatity was 31.69, the open interest changed by -8 which decreased total open position to 383
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 6.6, which was 1.45 higher than the previous day. The implied volatity was 30.75, the open interest changed by 70 which increased total open position to 385
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 5.15, which was -3.50 lower than the previous day. The implied volatity was 31.88, the open interest changed by 52 which increased total open position to 317
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 8.65, which was -9.60 lower than the previous day. The implied volatity was 34.81, the open interest changed by 47 which increased total open position to 267
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 18.25, which was 2.35 higher than the previous day. The implied volatity was 31.05, the open interest changed by 76 which increased total open position to 221
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 15.9, which was 0.15 higher than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 144
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 15.75, which was -0.65 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 16.4, which was -0.80 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 17.2, which was 2.50 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 14.7, which was -8.85 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 23.55, which was 5.05 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 18.5, which was 2.50 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 16, 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 16, which was 4.00 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 12, 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 12, 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 12, which was 2.85 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 9.15, which was 1.60 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 7.55, which was -0.45 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 8, 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 8, which was -11.55 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 19.55, 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 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
