JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
20 Dec 2024 04:10 PM IST
| JSWSTEEL 26DEC2024 950 CE | ||||||||||
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Delta: 0.30
Vega: 0.41
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 917.35 | 5.65 | 1.05 | 25.64 | 7,902 | 175 | 839 | |||
| 19 Dec | 925.95 | 4.6 | -9.65 | 25.21 | 3,668 | 231 | 668 | |||
| 18 Dec | 946.85 | 14.25 | -11.90 | 23.76 | 3,877 | 314 | 435 | |||
| 17 Dec | 966.85 | 26.15 | -21.00 | 29.11 | 105 | -3 | 121 | |||
| 16 Dec | 990.35 | 47.15 | -6.15 | 27.41 | 11 | 3 | 123 | |||
| 13 Dec | 999.85 | 53.3 | -9.45 | 24.08 | 76 | -17 | 121 | |||
| 12 Dec | 1005.80 | 62.75 | 4.75 | 33.54 | 28 | -2 | 138 | |||
| 11 Dec | 1000.20 | 58 | -8.75 | 29.87 | 19 | -1 | 140 | |||
| 10 Dec | 1012.95 | 66.75 | -3.25 | - | 8 | -4 | 142 | |||
| 9 Dec | 1011.90 | 70 | 6.00 | 27.35 | 16 | 2 | 146 | |||
| 6 Dec | 1003.80 | 64 | 5.95 | 26.35 | 29 | -5 | 144 | |||
| 5 Dec | 999.20 | 58.05 | 0.45 | 23.21 | 41 | -5 | 150 | |||
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| 4 Dec | 994.85 | 57.6 | -0.95 | 27.57 | 14 | 5 | 155 | |||
| 3 Dec | 998.80 | 58.55 | 3.80 | 22.37 | 83 | -8 | 150 | |||
| 2 Dec | 989.80 | 54.75 | 16.25 | 25.04 | 162 | 6 | 158 | |||
| 29 Nov | 966.00 | 38.5 | 4.50 | 25.02 | 217 | 6 | 153 | |||
| 28 Nov | 954.15 | 34 | -9.00 | 24.13 | 214 | 30 | 148 | |||
| 27 Nov | 968.85 | 43 | 4.70 | 23.77 | 246 | -25 | 117 | |||
| 26 Nov | 963.60 | 38.3 | 2.30 | 25.36 | 306 | -45 | 142 | |||
| 25 Nov | 953.30 | 36 | -13.90 | 26.48 | 604 | 143 | 187 | |||
| 22 Nov | 977.35 | 49.9 | 19.90 | 25.74 | 126 | 5 | 49 | |||
| 21 Nov | 944.15 | 30 | -3.00 | 23.32 | 81 | 22 | 43 | |||
| 20 Nov | 947.30 | 33 | 0.00 | 25.27 | 21 | 12 | 21 | |||
| 19 Nov | 947.30 | 33 | -1.50 | 25.27 | 21 | 12 | 21 | |||
| 18 Nov | 949.85 | 34.5 | 3.50 | 24.11 | 10 | 6 | 8 | |||
| 14 Nov | 939.05 | 31 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 935.95 | 31 | -29.40 | 24.91 | 2 | 1 | 1 | |||
| 8 Nov | 996.40 | 60.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 989.80 | 60.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1008.65 | 60.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 999.50 | 60.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 60.4 | 60.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 968.30 | 0 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.30
Historical price for 950 CE is as follows
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 5.65, which was 1.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by 175 which increased total open position to 839
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 4.6, which was -9.65 lower than the previous day. The implied volatity was 25.21, the open interest changed by 231 which increased total open position to 668
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 14.25, which was -11.90 lower than the previous day. The implied volatity was 23.76, the open interest changed by 314 which increased total open position to 435
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 26.15, which was -21.00 lower than the previous day. The implied volatity was 29.11, the open interest changed by -3 which decreased total open position to 121
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 47.15, which was -6.15 lower than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 123
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 53.3, which was -9.45 lower than the previous day. The implied volatity was 24.08, the open interest changed by -17 which decreased total open position to 121
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 62.75, which was 4.75 higher than the previous day. The implied volatity was 33.54, the open interest changed by -2 which decreased total open position to 138
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 58, which was -8.75 lower than the previous day. The implied volatity was 29.87, the open interest changed by -1 which decreased total open position to 140
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 66.75, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 142
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 70, which was 6.00 higher than the previous day. The implied volatity was 27.35, the open interest changed by 2 which increased total open position to 146
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 64, which was 5.95 higher than the previous day. The implied volatity was 26.35, the open interest changed by -5 which decreased total open position to 144
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 58.05, which was 0.45 higher than the previous day. The implied volatity was 23.21, the open interest changed by -5 which decreased total open position to 150
On 4 Dec JSWSTEEL was trading at 994.85. The strike last trading price was 57.6, which was -0.95 lower than the previous day. The implied volatity was 27.57, the open interest changed by 5 which increased total open position to 155
On 3 Dec JSWSTEEL was trading at 998.80. The strike last trading price was 58.55, which was 3.80 higher than the previous day. The implied volatity was 22.37, the open interest changed by -8 which decreased total open position to 150
On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 54.75, which was 16.25 higher than the previous day. The implied volatity was 25.04, the open interest changed by 6 which increased total open position to 158
On 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 38.5, which was 4.50 higher than the previous day. The implied volatity was 25.02, the open interest changed by 6 which increased total open position to 153
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 34, which was -9.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 30 which increased total open position to 148
On 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 43, which was 4.70 higher than the previous day. The implied volatity was 23.77, the open interest changed by -25 which decreased total open position to 117
On 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 38.3, which was 2.30 higher than the previous day. The implied volatity was 25.36, the open interest changed by -45 which decreased total open position to 142
On 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 36, which was -13.90 lower than the previous day. The implied volatity was 26.48, the open interest changed by 143 which increased total open position to 187
On 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 49.9, which was 19.90 higher than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 49
On 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 30, which was -3.00 lower than the previous day. The implied volatity was 23.32, the open interest changed by 22 which increased total open position to 43
On 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 12 which increased total open position to 21
On 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 33, which was -1.50 lower than the previous day. The implied volatity was 25.27, the open interest changed by 12 which increased total open position to 21
On 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 34.5, which was 3.50 higher than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 8
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 31, 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 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 31, which was -29.40 lower than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 1
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 60.4, 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 60.4, 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 60.4, 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 60.4, 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 60.4, which was 60.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov JSWSTEEL was trading at 968.30. 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 26DEC2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.41
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 917.35 | 22.55 | -6.40 | 25.42 | 1,254 | -99 | 563 |
| 19 Dec | 925.95 | 28.95 | 14.45 | 28.04 | 1,326 | -99 | 660 |
| 18 Dec | 946.85 | 14.5 | 5.50 | 27.48 | 6,283 | 186 | 757 |
| 17 Dec | 966.85 | 9 | 5.10 | 25.86 | 1,709 | -94 | 568 |
| 16 Dec | 990.35 | 3.9 | 0.80 | 27.79 | 996 | 105 | 660 |
| 13 Dec | 999.85 | 3.1 | -0.20 | 24.92 | 2,351 | 11 | 557 |
| 12 Dec | 1005.80 | 3.3 | -1.30 | 26.23 | 1,323 | 13 | 548 |
| 11 Dec | 1000.20 | 4.6 | 1.15 | 26.92 | 759 | -51 | 535 |
| 10 Dec | 1012.95 | 3.45 | -0.55 | 28.10 | 626 | 13 | 585 |
| 9 Dec | 1011.90 | 4 | -1.00 | 28.29 | 1,280 | 53 | 579 |
| 6 Dec | 1003.80 | 5 | -1.90 | 25.98 | 828 | 58 | 524 |
| 5 Dec | 999.20 | 6.9 | -0.80 | 26.98 | 1,096 | 69 | 469 |
| 4 Dec | 994.85 | 7.7 | 0.15 | 26.24 | 582 | 28 | 400 |
| 3 Dec | 998.80 | 7.55 | -2.10 | 26.87 | 671 | 22 | 371 |
| 2 Dec | 989.80 | 9.65 | -6.25 | 27.04 | 737 | 18 | 361 |
| 29 Nov | 966.00 | 15.9 | -6.05 | 24.62 | 514 | 33 | 347 |
| 28 Nov | 954.15 | 21.95 | 6.05 | 27.76 | 352 | -1 | 313 |
| 27 Nov | 968.85 | 15.9 | -4.75 | 26.24 | 381 | 88 | 313 |
| 26 Nov | 963.60 | 20.65 | -5.15 | 26.91 | 279 | 48 | 225 |
| 25 Nov | 953.30 | 25.8 | 7.85 | 28.82 | 564 | 83 | 177 |
| 22 Nov | 977.35 | 17.95 | -11.55 | 27.49 | 87 | 26 | 120 |
| 21 Nov | 944.15 | 29.5 | -0.40 | 27.59 | 31 | 6 | 95 |
| 20 Nov | 947.30 | 29.9 | 0.00 | 27.14 | 67 | 54 | 89 |
| 19 Nov | 947.30 | 29.9 | 3.40 | 27.14 | 67 | 54 | 89 |
| 18 Nov | 949.85 | 26.5 | -7.50 | 25.63 | 15 | 5 | 36 |
| 14 Nov | 939.05 | 34 | -1.85 | 27.09 | 12 | 5 | 29 |
| 13 Nov | 935.95 | 35.85 | -0.35 | 27.15 | 34 | 20 | 20 |
| 8 Nov | 996.40 | 36.2 | 0.00 | 4.54 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 36.2 | 0.00 | 4.22 | 0 | 0 | 0 |
| 6 Nov | 1008.65 | 36.2 | 0.00 | 5.42 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 36.2 | 0.00 | 4.71 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 36.2 | 36.20 | 1.24 | 0 | 0 | 0 |
| 1 Nov | 968.30 | 0 | 2.80 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 950 expiring on 26DEC2024
Delta for 950 PE is -0.70
Historical price for 950 PE is as follows
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 22.55, which was -6.40 lower than the previous day. The implied volatity was 25.42, the open interest changed by -99 which decreased total open position to 563
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 28.95, which was 14.45 higher than the previous day. The implied volatity was 28.04, the open interest changed by -99 which decreased total open position to 660
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 14.5, which was 5.50 higher than the previous day. The implied volatity was 27.48, the open interest changed by 186 which increased total open position to 757
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 9, which was 5.10 higher than the previous day. The implied volatity was 25.86, the open interest changed by -94 which decreased total open position to 568
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 3.9, which was 0.80 higher than the previous day. The implied volatity was 27.79, the open interest changed by 105 which increased total open position to 660
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 24.92, the open interest changed by 11 which increased total open position to 557
On 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 3.3, which was -1.30 lower than the previous day. The implied volatity was 26.23, the open interest changed by 13 which increased total open position to 548
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 4.6, which was 1.15 higher than the previous day. The implied volatity was 26.92, the open interest changed by -51 which decreased total open position to 535
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 28.10, the open interest changed by 13 which increased total open position to 585
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 53 which increased total open position to 579
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 5, which was -1.90 lower than the previous day. The implied volatity was 25.98, the open interest changed by 58 which increased total open position to 524
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 6.9, which was -0.80 lower than the previous day. The implied volatity was 26.98, the open interest changed by 69 which increased total open position to 469
On 4 Dec JSWSTEEL was trading at 994.85. The strike last trading price was 7.7, which was 0.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 28 which increased total open position to 400
On 3 Dec JSWSTEEL was trading at 998.80. The strike last trading price was 7.55, which was -2.10 lower than the previous day. The implied volatity was 26.87, the open interest changed by 22 which increased total open position to 371
On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 9.65, which was -6.25 lower than the previous day. The implied volatity was 27.04, the open interest changed by 18 which increased total open position to 361
On 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 15.9, which was -6.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by 33 which increased total open position to 347
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 21.95, which was 6.05 higher than the previous day. The implied volatity was 27.76, the open interest changed by -1 which decreased total open position to 313
On 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 15.9, which was -4.75 lower than the previous day. The implied volatity was 26.24, the open interest changed by 88 which increased total open position to 313
On 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 20.65, which was -5.15 lower than the previous day. The implied volatity was 26.91, the open interest changed by 48 which increased total open position to 225
On 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 25.8, which was 7.85 higher than the previous day. The implied volatity was 28.82, the open interest changed by 83 which increased total open position to 177
On 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 17.95, which was -11.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 26 which increased total open position to 120
On 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 29.5, which was -0.40 lower than the previous day. The implied volatity was 27.59, the open interest changed by 6 which increased total open position to 95
On 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 29.9, which was 0.00 lower than the previous day. The implied volatity was 27.14, the open interest changed by 54 which increased total open position to 89
On 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 29.9, which was 3.40 higher than the previous day. The implied volatity was 27.14, the open interest changed by 54 which increased total open position to 89
On 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 26.5, which was -7.50 lower than the previous day. The implied volatity was 25.63, the open interest changed by 5 which increased total open position to 36
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 34, which was -1.85 lower than the previous day. The implied volatity was 27.09, the open interest changed by 5 which increased total open position to 29
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 35.85, which was -0.35 lower than the previous day. The implied volatity was 27.15, the open interest changed by 20 which increased total open position to 20
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 36.2, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 36.2, which was 0.00 lower than the previous day. The implied volatity was 5.42, 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 36.2, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 36.2, which was 36.20 higher than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
