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[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

932.45 2.55 (0.27%)

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Historical option data for JSWSTEEL

24 Jan 2025 04:10 PM IST
JSWSTEEL 30JAN2025 950 CE
Delta: 0.35
Vega: 0.44
Theta: -1.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 932.45 8.95 -1.6 32.96 17,755 -823 1,322
23 Jan 929.90 10.85 4.30 36.44 8,533 1,272 2,163
22 Jan 919.40 6.55 -3.65 32.21 2,801 -79 890
21 Jan 926.85 10.2 -0.45 33.76 2,776 136 980
20 Jan 919.20 10.65 3.40 33.94 1,334 -40 858
17 Jan 908.60 7.25 -0.25 29.48 785 30 895
16 Jan 906.80 7.5 -0.25 28.85 936 73 869
15 Jan 904.05 7.75 0.60 29.20 766 64 724
14 Jan 906.05 7.15 2.90 28.43 879 -97 660
13 Jan 883.75 4.25 -2.60 29.02 956 40 760
10 Jan 900.10 6.85 0.35 27.20 1,182 -50 721
9 Jan 890.95 6.5 -1.85 27.44 812 61 771
8 Jan 902.30 8.35 -3.05 26.97 625 74 702
7 Jan 911.80 11.4 1.55 26.44 632 -65 630
6 Jan 900.90 9.85 -2.15 26.90 1,009 103 697
3 Jan 915.05 12 0.85 23.93 913 -33 599
2 Jan 912.50 11.15 0.55 22.99 652 -7 632
1 Jan 905.45 10.6 0.70 23.46 454 70 638
31 Dec 901.50 9.9 -0.45 24.02 384 48 567
30 Dec 898.95 10.35 -4.05 23.83 719 66 520
27 Dec 913.30 14.4 -1.35 22.80 472 46 456
26 Dec 914.45 15.75 -4.25 23.50 675 87 410
24 Dec 921.85 20 -9.65 23.25 453 53 321
23 Dec 937.05 29.65 0.60 25.00 1,191 32 262
20 Dec 917.35 29.05 5.75 26.29 630 30 227
19 Dec 925.95 23.3 -13.70 23.66 287 154 195
18 Dec 946.85 37 -10.65 24.18 40 18 40
17 Dec 966.85 47.65 -7.35 25.89 21 16 22
16 Dec 990.35 55 0.00 0.00 0 6 0
13 Dec 999.85 55 -3.85 - 6 0 0
11 Dec 1000.20 58.85 0.00 - 0 0 0
10 Dec 1012.95 58.85 0.00 - 0 0 0
6 Dec 1003.80 58.85 0.00 - 0 0 0
5 Dec 999.20 58.85 0.00 - 0 0 0
2 Dec 989.80 58.85 0.00 - 0 0 0
29 Nov 966.00 58.85 - 0 0 0


For Jsw Steel Limited - strike price 950 expiring on 30JAN2025

Delta for 950 CE is 0.35

Historical price for 950 CE is as follows

On 24 Jan JSWSTEEL was trading at 932.45. The strike last trading price was 8.95, which was -1.6 lower than the previous day. The implied volatity was 32.96, the open interest changed by -823 which decreased total open position to 1322


On 23 Jan JSWSTEEL was trading at 929.90. The strike last trading price was 10.85, which was 4.30 higher than the previous day. The implied volatity was 36.44, the open interest changed by 1272 which increased total open position to 2163


On 22 Jan JSWSTEEL was trading at 919.40. The strike last trading price was 6.55, which was -3.65 lower than the previous day. The implied volatity was 32.21, the open interest changed by -79 which decreased total open position to 890


On 21 Jan JSWSTEEL was trading at 926.85. The strike last trading price was 10.2, which was -0.45 lower than the previous day. The implied volatity was 33.76, the open interest changed by 136 which increased total open position to 980


On 20 Jan JSWSTEEL was trading at 919.20. The strike last trading price was 10.65, which was 3.40 higher than the previous day. The implied volatity was 33.94, the open interest changed by -40 which decreased total open position to 858


On 17 Jan JSWSTEEL was trading at 908.60. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 29.48, the open interest changed by 30 which increased total open position to 895


On 16 Jan JSWSTEEL was trading at 906.80. The strike last trading price was 7.5, which was -0.25 lower than the previous day. The implied volatity was 28.85, the open interest changed by 73 which increased total open position to 869


On 15 Jan JSWSTEEL was trading at 904.05. The strike last trading price was 7.75, which was 0.60 higher than the previous day. The implied volatity was 29.20, the open interest changed by 64 which increased total open position to 724


On 14 Jan JSWSTEEL was trading at 906.05. The strike last trading price was 7.15, which was 2.90 higher than the previous day. The implied volatity was 28.43, the open interest changed by -97 which decreased total open position to 660


On 13 Jan JSWSTEEL was trading at 883.75. The strike last trading price was 4.25, which was -2.60 lower than the previous day. The implied volatity was 29.02, the open interest changed by 40 which increased total open position to 760


On 10 Jan JSWSTEEL was trading at 900.10. The strike last trading price was 6.85, which was 0.35 higher than the previous day. The implied volatity was 27.20, the open interest changed by -50 which decreased total open position to 721


On 9 Jan JSWSTEEL was trading at 890.95. The strike last trading price was 6.5, which was -1.85 lower than the previous day. The implied volatity was 27.44, the open interest changed by 61 which increased total open position to 771


On 8 Jan JSWSTEEL was trading at 902.30. The strike last trading price was 8.35, which was -3.05 lower than the previous day. The implied volatity was 26.97, the open interest changed by 74 which increased total open position to 702


On 7 Jan JSWSTEEL was trading at 911.80. The strike last trading price was 11.4, which was 1.55 higher than the previous day. The implied volatity was 26.44, the open interest changed by -65 which decreased total open position to 630


On 6 Jan JSWSTEEL was trading at 900.90. The strike last trading price was 9.85, which was -2.15 lower than the previous day. The implied volatity was 26.90, the open interest changed by 103 which increased total open position to 697


On 3 Jan JSWSTEEL was trading at 915.05. The strike last trading price was 12, which was 0.85 higher than the previous day. The implied volatity was 23.93, the open interest changed by -33 which decreased total open position to 599


On 2 Jan JSWSTEEL was trading at 912.50. The strike last trading price was 11.15, which was 0.55 higher than the previous day. The implied volatity was 22.99, the open interest changed by -7 which decreased total open position to 632


On 1 Jan JSWSTEEL was trading at 905.45. The strike last trading price was 10.6, which was 0.70 higher than the previous day. The implied volatity was 23.46, the open interest changed by 70 which increased total open position to 638


On 31 Dec JSWSTEEL was trading at 901.50. The strike last trading price was 9.9, which was -0.45 lower than the previous day. The implied volatity was 24.02, the open interest changed by 48 which increased total open position to 567


On 30 Dec JSWSTEEL was trading at 898.95. The strike last trading price was 10.35, which was -4.05 lower than the previous day. The implied volatity was 23.83, the open interest changed by 66 which increased total open position to 520


On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 14.4, which was -1.35 lower than the previous day. The implied volatity was 22.80, the open interest changed by 46 which increased total open position to 456


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 15.75, which was -4.25 lower than the previous day. The implied volatity was 23.50, the open interest changed by 87 which increased total open position to 410


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 20, which was -9.65 lower than the previous day. The implied volatity was 23.25, the open interest changed by 53 which increased total open position to 321


On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 29.65, which was 0.60 higher than the previous day. The implied volatity was 25.00, the open interest changed by 32 which increased total open position to 262


On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 29.05, which was 5.75 higher than the previous day. The implied volatity was 26.29, the open interest changed by 30 which increased total open position to 227


On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 23.3, which was -13.70 lower than the previous day. The implied volatity was 23.66, the open interest changed by 154 which increased total open position to 195


On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 37, which was -10.65 lower than the previous day. The implied volatity was 24.18, the open interest changed by 18 which increased total open position to 40


On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 47.65, which was -7.35 lower than the previous day. The implied volatity was 25.89, the open interest changed by 16 which increased total open position to 22


On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 55, which was -3.85 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 58.85, 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 58.85, 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 950 PE
Delta: -0.63
Vega: 0.45
Theta: -1.31
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 932.45 28.25 -0.4 39.24 2,525 141 448
23 Jan 929.90 28.55 -8.95 33.43 463 -45 308
22 Jan 919.40 37.5 4.65 33.63 249 -21 352
21 Jan 926.85 32.85 -4.20 32.01 286 -70 373
20 Jan 919.20 37.05 -9.35 35.75 111 -18 447
17 Jan 908.60 46.4 -0.25 33.90 21 3 465
16 Jan 906.80 46.65 -4.35 33.10 4 -2 462
15 Jan 904.05 51 2.20 36.53 14 -6 463
14 Jan 906.05 48.8 -16.85 28.53 98 -10 470
13 Jan 883.75 65.65 10.90 30.37 69 -3 479
10 Jan 900.10 54.75 -3.25 27.34 62 -10 482
9 Jan 890.95 58 6.25 26.43 16 -8 492
8 Jan 902.30 51.75 5.90 25.67 22 -5 502
7 Jan 911.80 45.85 -8.60 27.83 44 -6 507
6 Jan 900.90 54.45 11.65 30.83 37 2 514
3 Jan 915.05 42.8 -2.05 24.82 173 10 512
2 Jan 912.50 44.85 -3.75 25.71 116 -6 502
1 Jan 905.45 48.6 -1.75 26.12 60 -21 508
31 Dec 901.50 50.35 -1.85 23.28 16 -1 528
30 Dec 898.95 52.2 9.85 25.83 201 20 529
27 Dec 913.30 42.35 0.05 23.53 193 35 509
26 Dec 914.45 42.3 4.05 23.61 369 138 475
24 Dec 921.85 38.25 3.60 24.66 289 86 336
23 Dec 937.05 34.65 -2.55 28.18 492 144 250
20 Dec 917.35 37.2 -4.05 26.46 149 -17 106
19 Dec 925.95 41.25 13.25 26.74 122 111 123
18 Dec 946.85 28 -14.80 25.65 17 10 10
17 Dec 966.85 42.8 0.00 2.10 0 0 0
16 Dec 990.35 42.8 0.00 4.30 0 0 0
13 Dec 999.85 42.8 0.00 4.69 0 0 0
11 Dec 1000.20 42.8 0.00 4.70 0 0 0
10 Dec 1012.95 42.8 0.00 5.71 0 0 0
6 Dec 1003.80 42.8 0.00 5.02 0 0 0
5 Dec 999.20 42.8 0.00 4.53 0 0 0
2 Dec 989.80 42.8 0.00 2.39 0 0 0
29 Nov 966.00 42.8 1.58 0 0 0


For Jsw Steel Limited - strike price 950 expiring on 30JAN2025

Delta for 950 PE is -0.63

Historical price for 950 PE is as follows

On 24 Jan JSWSTEEL was trading at 932.45. The strike last trading price was 28.25, which was -0.4 lower than the previous day. The implied volatity was 39.24, the open interest changed by 141 which increased total open position to 448


On 23 Jan JSWSTEEL was trading at 929.90. The strike last trading price was 28.55, which was -8.95 lower than the previous day. The implied volatity was 33.43, the open interest changed by -45 which decreased total open position to 308


On 22 Jan JSWSTEEL was trading at 919.40. The strike last trading price was 37.5, which was 4.65 higher than the previous day. The implied volatity was 33.63, the open interest changed by -21 which decreased total open position to 352


On 21 Jan JSWSTEEL was trading at 926.85. The strike last trading price was 32.85, which was -4.20 lower than the previous day. The implied volatity was 32.01, the open interest changed by -70 which decreased total open position to 373


On 20 Jan JSWSTEEL was trading at 919.20. The strike last trading price was 37.05, which was -9.35 lower than the previous day. The implied volatity was 35.75, the open interest changed by -18 which decreased total open position to 447


On 17 Jan JSWSTEEL was trading at 908.60. The strike last trading price was 46.4, which was -0.25 lower than the previous day. The implied volatity was 33.90, the open interest changed by 3 which increased total open position to 465


On 16 Jan JSWSTEEL was trading at 906.80. The strike last trading price was 46.65, which was -4.35 lower than the previous day. The implied volatity was 33.10, the open interest changed by -2 which decreased total open position to 462


On 15 Jan JSWSTEEL was trading at 904.05. The strike last trading price was 51, which was 2.20 higher than the previous day. The implied volatity was 36.53, the open interest changed by -6 which decreased total open position to 463


On 14 Jan JSWSTEEL was trading at 906.05. The strike last trading price was 48.8, which was -16.85 lower than the previous day. The implied volatity was 28.53, the open interest changed by -10 which decreased total open position to 470


On 13 Jan JSWSTEEL was trading at 883.75. The strike last trading price was 65.65, which was 10.90 higher than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 479


On 10 Jan JSWSTEEL was trading at 900.10. The strike last trading price was 54.75, which was -3.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by -10 which decreased total open position to 482


On 9 Jan JSWSTEEL was trading at 890.95. The strike last trading price was 58, which was 6.25 higher than the previous day. The implied volatity was 26.43, the open interest changed by -8 which decreased total open position to 492


On 8 Jan JSWSTEEL was trading at 902.30. The strike last trading price was 51.75, which was 5.90 higher than the previous day. The implied volatity was 25.67, the open interest changed by -5 which decreased total open position to 502


On 7 Jan JSWSTEEL was trading at 911.80. The strike last trading price was 45.85, which was -8.60 lower than the previous day. The implied volatity was 27.83, the open interest changed by -6 which decreased total open position to 507


On 6 Jan JSWSTEEL was trading at 900.90. The strike last trading price was 54.45, which was 11.65 higher than the previous day. The implied volatity was 30.83, the open interest changed by 2 which increased total open position to 514


On 3 Jan JSWSTEEL was trading at 915.05. The strike last trading price was 42.8, which was -2.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 512


On 2 Jan JSWSTEEL was trading at 912.50. The strike last trading price was 44.85, which was -3.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by -6 which decreased total open position to 502


On 1 Jan JSWSTEEL was trading at 905.45. The strike last trading price was 48.6, which was -1.75 lower than the previous day. The implied volatity was 26.12, the open interest changed by -21 which decreased total open position to 508


On 31 Dec JSWSTEEL was trading at 901.50. The strike last trading price was 50.35, which was -1.85 lower than the previous day. The implied volatity was 23.28, the open interest changed by -1 which decreased total open position to 528


On 30 Dec JSWSTEEL was trading at 898.95. The strike last trading price was 52.2, which was 9.85 higher than the previous day. The implied volatity was 25.83, the open interest changed by 20 which increased total open position to 529


On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 42.35, which was 0.05 higher than the previous day. The implied volatity was 23.53, the open interest changed by 35 which increased total open position to 509


On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 42.3, which was 4.05 higher than the previous day. The implied volatity was 23.61, the open interest changed by 138 which increased total open position to 475


On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 38.25, which was 3.60 higher than the previous day. The implied volatity was 24.66, the open interest changed by 86 which increased total open position to 336


On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 34.65, which was -2.55 lower than the previous day. The implied volatity was 28.18, the open interest changed by 144 which increased total open position to 250


On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 37.2, which was -4.05 lower than the previous day. The implied volatity was 26.46, the open interest changed by -17 which decreased total open position to 106


On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 41.25, which was 13.25 higher than the previous day. The implied volatity was 26.74, the open interest changed by 111 which increased total open position to 123


On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 28, which was -14.80 lower than the previous day. The implied volatity was 25.65, the open interest changed by 10 which increased total open position to 10


On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 42.8, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 5.02, 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 42.8, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0


On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 42.8, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 42.8, which was lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0