JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 1.03
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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: -0.65
Vega: 1.04
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.65
Historical price for 950 PE is as follows
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
