JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 930 CE | ||||||||||
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Delta: 0.47
Vega: 1.11
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 22 | -1.65 | 22.84 | 1,053 | 171 | 517 | |||
| 26 Dec | 914.45 | 23.65 | -5.15 | 23.67 | 776 | 230 | 345 | |||
| 24 Dec | 921.85 | 28.8 | -11.00 | 23.21 | 277 | 59 | 118 | |||
| 23 Dec | 937.05 | 39.8 | 0.95 | 24.70 | 348 | 1 | 58 | |||
| 20 Dec | 917.35 | 38.85 | 6.35 | 26.34 | 217 | 48 | 53 | |||
| 19 Dec | 925.95 | 32.5 | -37.30 | 23.72 | 5 | 4 | 4 | |||
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| 18 Dec | 946.85 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 966.85 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1000.20 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 69.8 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 930 expiring on 30JAN2025
Delta for 930 CE is 0.47
Historical price for 930 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 22, which was -1.65 lower than the previous day. The implied volatity was 22.84, the open interest changed by 171 which increased total open position to 517
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 23.65, which was -5.15 lower than the previous day. The implied volatity was 23.67, the open interest changed by 230 which increased total open position to 345
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 28.8, which was -11.00 lower than the previous day. The implied volatity was 23.21, the open interest changed by 59 which increased total open position to 118
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 39.8, which was 0.95 higher than the previous day. The implied volatity was 24.70, the open interest changed by 1 which increased total open position to 58
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 38.85, which was 6.35 higher than the previous day. The implied volatity was 26.34, the open interest changed by 48 which increased total open position to 53
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 32.5, which was -37.30 lower than the previous day. The implied volatity was 23.72, the open interest changed by 4 which increased total open position to 4
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 69.8, 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 69.8, 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 69.8, 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 69.8, 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 69.8, 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 69.8, 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 69.8, 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 69.8, 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 69.8, 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 930 PE | |||||||
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Delta: -0.53
Vega: 1.11
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 30.8 | -0.50 | 24.13 | 457 | 38 | 485 |
| 26 Dec | 914.45 | 31.3 | 4.40 | 24.58 | 748 | 318 | 445 |
| 24 Dec | 921.85 | 26.9 | 2.30 | 24.30 | 498 | 29 | 130 |
| 23 Dec | 937.05 | 24.6 | -7.40 | 27.66 | 259 | 66 | 99 |
| 20 Dec | 917.35 | 32 | 3.70 | 30.42 | 100 | 22 | 33 |
| 19 Dec | 925.95 | 28.3 | -5.70 | 24.88 | 27 | 11 | 11 |
| 18 Dec | 946.85 | 34 | 0.00 | 2.54 | 0 | 0 | 0 |
| 17 Dec | 966.85 | 34 | 0.00 | 3.85 | 0 | 0 | 0 |
| 16 Dec | 990.35 | 34 | 0.00 | 5.91 | 0 | 0 | 0 |
| 13 Dec | 999.85 | 34 | 0.00 | 6.49 | 0 | 0 | 0 |
| 11 Dec | 1000.20 | 34 | 0.00 | 6.43 | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 34 | 0.00 | 7.03 | 0 | 0 | 0 |
| 6 Dec | 1003.80 | 34 | 0.00 | 6.23 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 34 | 0.00 | 6.20 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 34 | 3.24 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 930 expiring on 30JAN2025
Delta for 930 PE is -0.53
Historical price for 930 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 30.8, which was -0.50 lower than the previous day. The implied volatity was 24.13, the open interest changed by 38 which increased total open position to 485
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 31.3, which was 4.40 higher than the previous day. The implied volatity was 24.58, the open interest changed by 318 which increased total open position to 445
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 26.9, which was 2.30 higher than the previous day. The implied volatity was 24.30, the open interest changed by 29 which increased total open position to 130
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 24.6, which was -7.40 lower than the previous day. The implied volatity was 27.66, the open interest changed by 66 which increased total open position to 99
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 32, which was 3.70 higher than the previous day. The implied volatity was 30.42, the open interest changed by 22 which increased total open position to 33
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 28.3, which was -5.70 lower than the previous day. The implied volatity was 24.88, the open interest changed by 11 which increased total open position to 11
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 34, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 34, which was 0.00 lower than the previous day. The implied volatity was 5.91, 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 34, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 34, which was 0.00 lower than the previous day. The implied volatity was 6.43, 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 34, which was 0.00 lower than the previous day. The implied volatity was 7.03, 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 34, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 34, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 34, which was lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
