JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
14 Nov 2024 04:10 PM IST
| JSWSTEEL 28NOV2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.73
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 939.05 | 12.3 | -2.10 | 20.72 | 2,499 | 67 | 406 | |||
| 13 Nov | 935.95 | 14.4 | -11.15 | 24.49 | 2,952 | 272 | 355 | |||
| 12 Nov | 957.25 | 25.55 | -12.60 | 25.30 | 163 | -19 | 82 | |||
| 11 Nov | 979.00 | 38.15 | -20.10 | 16.61 | 29 | 0 | 101 | |||
| 8 Nov | 996.40 | 58.25 | 4.50 | 28.42 | 48 | -4 | 102 | |||
| 7 Nov | 989.80 | 53.75 | -16.30 | 25.55 | 33 | -18 | 106 | |||
| 6 Nov | 1008.65 | 70.05 | 5.05 | 28.66 | 80 | -32 | 125 | |||
| 5 Nov | 999.50 | 65 | 31.80 | 31.16 | 902 | -67 | 158 | |||
| 4 Nov | 954.90 | 33.2 | -8.55 | 30.53 | 767 | 90 | 225 | |||
| 1 Nov | 968.30 | 41.75 | 0.85 | 28.56 | 12 | -2 | 135 | |||
| 31 Oct | 963.65 | 40.9 | 3.40 | - | 117 | 10 | 137 | |||
| 30 Oct | 957.30 | 37.5 | -2.45 | - | 66 | -1 | 127 | |||
| 29 Oct | 958.80 | 39.95 | -5.50 | - | 201 | 31 | 130 | |||
| 28 Oct | 967.25 | 45.45 | 5.90 | - | 349 | 20 | 99 | |||
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| 25 Oct | 943.85 | 39.55 | -1.45 | - | 143 | 45 | 79 | |||
| 24 Oct | 958.10 | 41 | -0.85 | - | 11 | 3 | 34 | |||
| 23 Oct | 954.45 | 41.85 | -3.20 | - | 8 | 1 | 31 | |||
| 22 Oct | 963.65 | 45.05 | -10.90 | - | 34 | 9 | 10 | |||
| 21 Oct | 981.45 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 992.60 | 55.95 | 0.00 | - | 0 | 1 | 0 | |||
| 17 Oct | 979.50 | 55.95 | -36.90 | - | 1 | 0 | 0 | |||
| 16 Oct | 989.35 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1000.85 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1012.50 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1012.05 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1007.40 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 994.50 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 998.20 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1018.75 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1039.10 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1030.05 | 92.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1001.55 | 92.85 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 950 expiring on 28NOV2024
Delta for 950 CE is 0.44
Historical price for 950 CE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 12.3, which was -2.10 lower than the previous day. The implied volatity was 20.72, the open interest changed by 67 which increased total open position to 406
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 14.4, which was -11.15 lower than the previous day. The implied volatity was 24.49, the open interest changed by 272 which increased total open position to 355
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 25.55, which was -12.60 lower than the previous day. The implied volatity was 25.30, the open interest changed by -19 which decreased total open position to 82
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 38.15, which was -20.10 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 101
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 58.25, which was 4.50 higher than the previous day. The implied volatity was 28.42, the open interest changed by -4 which decreased total open position to 102
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 53.75, which was -16.30 lower than the previous day. The implied volatity was 25.55, the open interest changed by -18 which decreased total open position to 106
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 70.05, which was 5.05 higher than the previous day. The implied volatity was 28.66, the open interest changed by -32 which decreased total open position to 125
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 65, which was 31.80 higher than the previous day. The implied volatity was 31.16, the open interest changed by -67 which decreased total open position to 158
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 33.2, which was -8.55 lower than the previous day. The implied volatity was 30.53, the open interest changed by 90 which increased total open position to 225
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 41.75, which was 0.85 higher than the previous day. The implied volatity was 28.56, the open interest changed by -2 which decreased total open position to 135
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 40.9, which was 3.40 higher 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 37.5, which was -2.45 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 39.95, which was -5.50 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 45.45, which was 5.90 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 39.55, which was -1.45 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 41, which was -0.85 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 41.85, which was -3.20 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 45.05, which was -10.90 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 55.95, 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 55.95, 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 55.95, which was -36.90 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 92.85, 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 92.85, 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 14 Oct JSWSTEEL was trading at 1012.50. The strike last trading price was 92.85, 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 11 Oct JSWSTEEL was trading at 1012.05. The strike last trading price was 92.85, 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 10 Oct JSWSTEEL was trading at 1007.40. The strike last trading price was 92.85, 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 9 Oct JSWSTEEL was trading at 994.50. The strike last trading price was 92.85, 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 92.85, 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 92.85, 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 3 Oct JSWSTEEL was trading at 1039.10. The strike last trading price was 92.85, 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 92.85, 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 92.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JSWSTEEL 28NOV2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.73
Theta: -0.56
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 939.05 | 23.15 | -2.50 | 26.88 | 617 | -1 | 456 |
| 13 Nov | 935.95 | 25.65 | 9.75 | 27.22 | 2,395 | -50 | 457 |
| 12 Nov | 957.25 | 15.9 | 5.30 | 25.89 | 1,298 | -136 | 525 |
| 11 Nov | 979.00 | 10.6 | 1.60 | 29.32 | 980 | 57 | 663 |
| 8 Nov | 996.40 | 9 | -1.45 | 29.81 | 975 | -3 | 609 |
| 7 Nov | 989.80 | 10.45 | 2.70 | 29.90 | 1,213 | -123 | 615 |
| 6 Nov | 1008.65 | 7.75 | -4.65 | 30.48 | 1,199 | 65 | 745 |
| 5 Nov | 999.50 | 12.4 | -13.60 | 34.36 | 2,889 | 214 | 678 |
| 4 Nov | 954.90 | 26 | 3.50 | 30.30 | 934 | 93 | 462 |
| 1 Nov | 968.30 | 22.5 | 0.30 | 31.30 | 18 | 4 | 368 |
| 31 Oct | 963.65 | 22.2 | -1.65 | - | 338 | 115 | 373 |
| 30 Oct | 957.30 | 23.85 | -0.45 | - | 238 | 72 | 258 |
| 29 Oct | 958.80 | 24.3 | 3.20 | - | 263 | 18 | 186 |
| 28 Oct | 967.25 | 21.1 | -10.55 | - | 249 | 64 | 168 |
| 25 Oct | 943.85 | 31.65 | 5.05 | - | 192 | -28 | 104 |
| 24 Oct | 958.10 | 26.6 | 0.60 | - | 45 | 1 | 132 |
| 23 Oct | 954.45 | 26 | 2.30 | - | 28 | -2 | 131 |
| 22 Oct | 963.65 | 23.7 | 6.55 | - | 62 | 33 | 133 |
| 21 Oct | 981.45 | 17.15 | 5.45 | - | 6 | -1 | 100 |
| 18 Oct | 992.60 | 11.7 | -5.30 | - | 2 | 0 | 101 |
| 17 Oct | 979.50 | 17 | 2.90 | - | 87 | 63 | 101 |
| 16 Oct | 989.35 | 14.1 | 0.95 | - | 25 | 1 | 39 |
| 15 Oct | 1000.85 | 13.15 | 1.40 | - | 38 | 4 | 38 |
| 14 Oct | 1012.50 | 11.75 | -0.05 | - | 18 | 1 | 34 |
| 11 Oct | 1012.05 | 11.8 | -4.60 | - | 3 | -1 | 34 |
| 10 Oct | 1007.40 | 16.4 | -1.20 | - | 1 | 0 | 35 |
| 9 Oct | 994.50 | 17.6 | 1.00 | - | 7 | 1 | 35 |
| 8 Oct | 998.20 | 16.6 | 0.05 | - | 21 | 20 | 34 |
| 7 Oct | 1018.75 | 16.55 | 6.45 | - | 1 | 0 | 13 |
| 3 Oct | 1039.10 | 10.1 | -15.30 | - | 14 | 13 | 13 |
| 30 Sept | 1030.05 | 25.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1001.55 | 25.4 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 950 expiring on 28NOV2024
Delta for 950 PE is -0.54
Historical price for 950 PE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 23.15, which was -2.50 lower than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 456
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 25.65, which was 9.75 higher than the previous day. The implied volatity was 27.22, the open interest changed by -50 which decreased total open position to 457
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 15.9, which was 5.30 higher than the previous day. The implied volatity was 25.89, the open interest changed by -136 which decreased total open position to 525
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 10.6, which was 1.60 higher than the previous day. The implied volatity was 29.32, the open interest changed by 57 which increased total open position to 663
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 9, which was -1.45 lower than the previous day. The implied volatity was 29.81, the open interest changed by -3 which decreased total open position to 609
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 10.45, which was 2.70 higher than the previous day. The implied volatity was 29.90, the open interest changed by -123 which decreased total open position to 615
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 7.75, which was -4.65 lower than the previous day. The implied volatity was 30.48, the open interest changed by 65 which increased total open position to 745
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 12.4, which was -13.60 lower than the previous day. The implied volatity was 34.36, the open interest changed by 214 which increased total open position to 678
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 26, which was 3.50 higher than the previous day. The implied volatity was 30.30, the open interest changed by 93 which increased total open position to 462
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 22.5, which was 0.30 higher than the previous day. The implied volatity was 31.30, the open interest changed by 4 which increased total open position to 368
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 22.2, which was -1.65 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 23.85, 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 29 Oct JSWSTEEL was trading at 958.80. The strike last trading price was 24.3, which was 3.20 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 21.1, which was -10.55 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 31.65, 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 26.6, which was 0.60 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 26, which was 2.30 higher 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 23.7, which was 6.55 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 17.15, which was 5.45 higher 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 11.7, which was -5.30 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 17, which was 2.90 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 14.1, which was 0.95 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 13.15, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct JSWSTEEL was trading at 1012.50. The strike last trading price was 11.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct JSWSTEEL was trading at 1012.05. The strike last trading price was 11.8, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct JSWSTEEL was trading at 1007.40. The strike last trading price was 16.4, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct JSWSTEEL was trading at 994.50. The strike last trading price was 17.6, which was 1.00 higher 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 16.6, which was 0.05 higher 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 16.55, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct JSWSTEEL was trading at 1039.10. The strike last trading price was 10.1, which was -15.30 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 25.4, 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 25.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
