JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
24 Jan 2025 04:10 PM IST
JSWSTEEL 30JAN2025 950 CE | ||||||||||
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Delta: 0.35
Vega: 0.44
Theta: -1.30
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.63
Vega: 0.45
Theta: -1.31
Gamma: 0.01
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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