JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 960 CE | ||||||||||
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Delta: 0.29
Vega: 0.96
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 11.3 | -1.70 | 22.64 | 411 | 60 | 275 | |||
| 26 Dec | 914.45 | 13 | -3.55 | 23.81 | 344 | 73 | 212 | |||
| 24 Dec | 921.85 | 16.55 | -8.35 | 23.38 | 201 | 50 | 138 | |||
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| 23 Dec | 937.05 | 24.9 | 0.90 | 24.77 | 360 | 19 | 88 | |||
| 20 Dec | 917.35 | 24 | 4.00 | 25.56 | 91 | 12 | 69 | |||
| 19 Dec | 925.95 | 20 | -9.25 | 24.07 | 69 | 54 | 57 | |||
| 18 Dec | 946.85 | 29.25 | -42.20 | 22.12 | 6 | 2 | 2 | |||
| 17 Dec | 966.85 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1000.20 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 989.80 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 968.85 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.60 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 977.35 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 947.30 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 935.95 | 71.45 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 12 Nov | 957.25 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 979.00 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 996.40 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 989.80 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1008.65 | 71.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 999.50 | 71.45 | 71.45 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 0 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 960 expiring on 30JAN2025
Delta for 960 CE is 0.29
Historical price for 960 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 11.3, which was -1.70 lower than the previous day. The implied volatity was 22.64, the open interest changed by 60 which increased total open position to 275
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 13, which was -3.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 73 which increased total open position to 212
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 16.55, which was -8.35 lower than the previous day. The implied volatity was 23.38, the open interest changed by 50 which increased total open position to 138
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 24.9, which was 0.90 higher than the previous day. The implied volatity was 24.77, the open interest changed by 19 which increased total open position to 88
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 24, which was 4.00 higher than the previous day. The implied volatity was 25.56, the open interest changed by 12 which increased total open position to 69
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 20, which was -9.25 lower than the previous day. The implied volatity was 24.07, the open interest changed by 54 which increased total open position to 57
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 29.25, which was -42.20 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 2
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 71.45, 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 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 71.45, 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 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 71.45, 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 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 71.45, 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 71.45, 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 71.45, 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 71.45, 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 71.45, 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 71.45, 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 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 71.45, 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 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 71.45, 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 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 71.45, 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 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 71.45, 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 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 71.45, 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 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 71.45, 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 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 71.45, 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 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 71.45, 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 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 71.45, 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 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 71.45, 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 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 71.45, 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 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 71.45, 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 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 71.45, 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 71.45, 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 71.45, 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 71.45, which was 71.45 higher 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 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 30JAN2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.97
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 49 | -1.10 | 23.27 | 41 | 21 | 136 |
| 26 Dec | 914.45 | 50.1 | 5.75 | 24.57 | 61 | 32 | 114 |
| 24 Dec | 921.85 | 44.35 | 3.55 | 24.54 | 69 | 26 | 81 |
| 23 Dec | 937.05 | 40.8 | 1.00 | 28.79 | 74 | 19 | 51 |
| 20 Dec | 917.35 | 39.8 | -3.20 | 23.91 | 2 | 0 | 31 |
| 19 Dec | 925.95 | 43 | 6.75 | 23.23 | 16 | 5 | 28 |
| 18 Dec | 946.85 | 36.25 | 10.15 | 28.28 | 15 | 11 | 24 |
| 17 Dec | 966.85 | 26.1 | 11.55 | 24.82 | 14 | 10 | 12 |
| 16 Dec | 990.35 | 14.55 | 7.55 | 23.09 | 1 | 0 | 1 |
| 13 Dec | 999.85 | 7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1000.20 | 7 | -6.00 | 17.09 | 4 | 2 | 3 |
| 10 Dec | 1012.95 | 13 | -37.50 | 25.44 | 1 | 0 | 0 |
| 6 Dec | 1003.80 | 50.5 | 0.00 | 4.26 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 50.5 | 0.00 | 3.82 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 50.5 | 0.00 | 2.85 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 50.5 | 0.00 | 1.55 | 0 | 0 | 0 |
| 28 Nov | 954.15 | 50.5 | 0.00 | 1.17 | 0 | 0 | 0 |
| 27 Nov | 968.85 | 50.5 | 0.00 | 2.04 | 0 | 0 | 0 |
| 26 Nov | 963.60 | 50.5 | 0.00 | 1.42 | 0 | 0 | 0 |
| 25 Nov | 953.30 | 50.5 | 0.00 | 0.94 | 0 | 0 | 0 |
| 22 Nov | 977.35 | 50.5 | 0.00 | 2.30 | 0 | 0 | 0 |
| 21 Nov | 944.15 | 50.5 | 0.00 | 0.07 | 0 | 0 | 0 |
| 20 Nov | 947.30 | 50.5 | 0.00 | 0.45 | 0 | 0 | 0 |
| 19 Nov | 947.30 | 50.5 | 0.00 | 0.45 | 0 | 0 | 0 |
| 18 Nov | 949.85 | 50.5 | 0.00 | 0.63 | 0 | 0 | 0 |
| 14 Nov | 939.05 | 50.5 | 0.00 | 0.08 | 0 | 0 | 0 |
| 13 Nov | 935.95 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 957.25 | 50.5 | 0.00 | 1.63 | 0 | 0 | 0 |
| 11 Nov | 979.00 | 50.5 | 0.00 | 2.93 | 0 | 0 | 0 |
| 8 Nov | 996.40 | 50.5 | 0.00 | 3.52 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 50.5 | 0.00 | 3.09 | 0 | 0 | 0 |
| 6 Nov | 1008.65 | 50.5 | 0.00 | 4.15 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 50.5 | 50.50 | 2.58 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | 1.08 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 960 expiring on 30JAN2025
Delta for 960 PE is -0.70
Historical price for 960 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 49, which was -1.10 lower than the previous day. The implied volatity was 23.27, the open interest changed by 21 which increased total open position to 136
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 50.1, which was 5.75 higher than the previous day. The implied volatity was 24.57, the open interest changed by 32 which increased total open position to 114
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 44.35, which was 3.55 higher than the previous day. The implied volatity was 24.54, the open interest changed by 26 which increased total open position to 81
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 40.8, which was 1.00 higher than the previous day. The implied volatity was 28.79, the open interest changed by 19 which increased total open position to 51
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 39.8, which was -3.20 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 31
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 43, which was 6.75 higher than the previous day. The implied volatity was 23.23, the open interest changed by 5 which increased total open position to 28
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 36.25, which was 10.15 higher than the previous day. The implied volatity was 28.28, the open interest changed by 11 which increased total open position to 24
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 26.1, which was 11.55 higher than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 12
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 14.55, which was 7.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 1
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7, which was -6.00 lower than the previous day. The implied volatity was 17.09, the open interest changed by 2 which increased total open position to 3
On 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 13, which was -37.50 lower than the previous day. The implied volatity was 25.44, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 28 Nov JSWSTEEL was trading at 954.15. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 27 Nov JSWSTEEL was trading at 968.85. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 26 Nov JSWSTEEL was trading at 963.60. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 25 Nov JSWSTEEL was trading at 953.30. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 22 Nov JSWSTEEL was trading at 977.35. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 21 Nov JSWSTEEL was trading at 944.15. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 20 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 19 Nov JSWSTEEL was trading at 947.30. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 18 Nov JSWSTEEL was trading at 949.85. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 50.5, 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 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 50.5, which was 50.50 higher than the previous day. The implied volatity was 2.58, 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 0, which was lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
