JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
14 Nov 2024 04:10 PM IST
| JSWSTEEL 28NOV2024 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.61
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 939.05 | 6.55 | -1.80 | 22.11 | 1,400 | 20 | 496 | |||
| 13 Nov | 935.95 | 8.35 | -7.15 | 25.42 | 2,043 | 61 | 475 | |||
| 12 Nov | 957.25 | 15.5 | -14.30 | 24.95 | 1,576 | 130 | 428 | |||
| 11 Nov | 979.00 | 29.8 | -13.50 | 25.24 | 614 | 4 | 298 | |||
| 8 Nov | 996.40 | 43.3 | 2.90 | 27.68 | 570 | -77 | 298 | |||
| 7 Nov | 989.80 | 40.4 | -13.45 | 26.65 | 236 | -62 | 374 | |||
| 6 Nov | 1008.65 | 53.85 | 3.70 | 28.66 | 218 | -16 | 434 | |||
| 5 Nov | 999.50 | 50.15 | 26.70 | 30.24 | 7,343 | -13 | 449 | |||
| 4 Nov | 954.90 | 23.45 | -7.15 | 30.08 | 1,024 | 79 | 466 | |||
| 1 Nov | 968.30 | 30.6 | 1.15 | 28.32 | 99 | -3 | 389 | |||
| 31 Oct | 963.65 | 29.45 | 2.45 | - | 1,037 | 151 | 397 | |||
| 30 Oct | 957.30 | 27 | -1.80 | - | 350 | 72 | 247 | |||
| 29 Oct | 958.80 | 28.8 | -4.45 | - | 204 | 49 | 178 | |||
| 28 Oct | 967.25 | 33.25 | 6.00 | - | 190 | 72 | 130 | |||
| 25 Oct | 943.85 | 27.25 | -4.90 | - | 39 | 4 | 58 | |||
| 24 Oct | 958.10 | 32.15 | 0.35 | - | 16 | 10 | 52 | |||
| 23 Oct | 954.45 | 31.8 | -48.35 | - | 82 | 42 | 42 | |||
| 22 Oct | 963.65 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 981.45 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 992.60 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 979.50 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 989.35 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1000.85 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1012.50 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1012.05 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1007.40 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 994.50 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 998.20 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1018.75 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1039.10 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 1030.05 | 80.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1001.55 | 80.15 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 970 expiring on 28NOV2024
Delta for 970 CE is 0.27
Historical price for 970 CE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 6.55, which was -1.80 lower than the previous day. The implied volatity was 22.11, the open interest changed by 20 which increased total open position to 496
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 8.35, which was -7.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 61 which increased total open position to 475
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 15.5, which was -14.30 lower than the previous day. The implied volatity was 24.95, the open interest changed by 130 which increased total open position to 428
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 29.8, which was -13.50 lower than the previous day. The implied volatity was 25.24, the open interest changed by 4 which increased total open position to 298
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 43.3, which was 2.90 higher than the previous day. The implied volatity was 27.68, the open interest changed by -77 which decreased total open position to 298
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 40.4, which was -13.45 lower than the previous day. The implied volatity was 26.65, the open interest changed by -62 which decreased total open position to 374
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 53.85, which was 3.70 higher than the previous day. The implied volatity was 28.66, the open interest changed by -16 which decreased total open position to 434
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 50.15, which was 26.70 higher than the previous day. The implied volatity was 30.24, the open interest changed by -13 which decreased total open position to 449
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 23.45, which was -7.15 lower than the previous day. The implied volatity was 30.08, the open interest changed by 79 which increased total open position to 466
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 30.6, which was 1.15 higher than the previous day. The implied volatity was 28.32, the open interest changed by -3 which decreased total open position to 389
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 29.45, which was 2.45 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 27, which was -1.80 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 28.8, which was -4.45 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 33.25, which was 6.00 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 27.25, which was -4.90 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 32.15, which was 0.35 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 31.8, which was -48.35 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 80.15, 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 21 Oct JSWSTEEL was trading at 981.45. The strike last trading price was 80.15, 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 80.15, 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 80.15, 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 16 Oct JSWSTEEL was trading at 989.35. The strike last trading price was 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, 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 80.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| JSWSTEEL 28NOV2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.66
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 939.05 | 37.5 | -2.00 | 29.40 | 160 | -36 | 214 |
| 13 Nov | 935.95 | 39.5 | 13.65 | 28.51 | 395 | -66 | 250 |
| 12 Nov | 957.25 | 25.85 | 8.75 | 25.64 | 2,252 | -84 | 356 |
| 11 Nov | 979.00 | 17.1 | 3.25 | 28.72 | 996 | -11 | 440 |
| 8 Nov | 996.40 | 13.85 | -2.15 | 28.71 | 1,299 | 21 | 453 |
| 7 Nov | 989.80 | 16 | 4.35 | 29.11 | 877 | -107 | 432 |
| 6 Nov | 1008.65 | 11.65 | -5.95 | 29.27 | 1,114 | 65 | 538 |
| 5 Nov | 999.50 | 17.6 | -18.60 | 32.54 | 3,229 | 254 | 470 |
| 4 Nov | 954.90 | 36.2 | 5.30 | 29.93 | 447 | 28 | 216 |
| 1 Nov | 968.30 | 30.9 | -0.60 | 30.63 | 35 | 16 | 189 |
| 31 Oct | 963.65 | 31.5 | -1.70 | - | 204 | 64 | 173 |
| 30 Oct | 957.30 | 33.2 | -1.25 | - | 119 | 52 | 110 |
| 29 Oct | 958.80 | 34.45 | 6.45 | - | 121 | -22 | 58 |
| 28 Oct | 967.25 | 28 | -15.00 | - | 129 | 56 | 81 |
| 25 Oct | 943.85 | 43 | 7.00 | - | 34 | -3 | 25 |
| 24 Oct | 958.10 | 36 | 1.15 | - | 5 | 0 | 25 |
| 23 Oct | 954.45 | 34.85 | 3.10 | - | 13 | 7 | 25 |
| 22 Oct | 963.65 | 31.75 | 6.90 | - | 17 | -2 | 17 |
| 21 Oct | 981.45 | 24.85 | 5.95 | - | 2 | 1 | 20 |
| 18 Oct | 992.60 | 18.9 | -6.20 | - | 4 | 0 | 18 |
| 17 Oct | 979.50 | 25.1 | 6.60 | - | 6 | 0 | 18 |
| 16 Oct | 989.35 | 18.5 | 0.00 | - | 0 | 18 | 0 |
| 15 Oct | 1000.85 | 18.5 | -13.95 | - | 386 | 18 | 18 |
| 14 Oct | 1012.50 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1012.05 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1007.40 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 994.50 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 998.20 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1018.75 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1039.10 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1030.05 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1001.55 | 32.45 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 970 expiring on 28NOV2024
Delta for 970 PE is -0.67
Historical price for 970 PE is as follows
On 14 Nov JSWSTEEL was trading at 939.05. The strike last trading price was 37.5, which was -2.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by -36 which decreased total open position to 214
On 13 Nov JSWSTEEL was trading at 935.95. The strike last trading price was 39.5, which was 13.65 higher than the previous day. The implied volatity was 28.51, the open interest changed by -66 which decreased total open position to 250
On 12 Nov JSWSTEEL was trading at 957.25. The strike last trading price was 25.85, which was 8.75 higher than the previous day. The implied volatity was 25.64, the open interest changed by -84 which decreased total open position to 356
On 11 Nov JSWSTEEL was trading at 979.00. The strike last trading price was 17.1, which was 3.25 higher than the previous day. The implied volatity was 28.72, the open interest changed by -11 which decreased total open position to 440
On 8 Nov JSWSTEEL was trading at 996.40. The strike last trading price was 13.85, which was -2.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by 21 which increased total open position to 453
On 7 Nov JSWSTEEL was trading at 989.80. The strike last trading price was 16, which was 4.35 higher than the previous day. The implied volatity was 29.11, the open interest changed by -107 which decreased total open position to 432
On 6 Nov JSWSTEEL was trading at 1008.65. The strike last trading price was 11.65, which was -5.95 lower than the previous day. The implied volatity was 29.27, the open interest changed by 65 which increased total open position to 538
On 5 Nov JSWSTEEL was trading at 999.50. The strike last trading price was 17.6, which was -18.60 lower than the previous day. The implied volatity was 32.54, the open interest changed by 254 which increased total open position to 470
On 4 Nov JSWSTEEL was trading at 954.90. The strike last trading price was 36.2, which was 5.30 higher than the previous day. The implied volatity was 29.93, the open interest changed by 28 which increased total open position to 216
On 1 Nov JSWSTEEL was trading at 968.30. The strike last trading price was 30.9, which was -0.60 lower than the previous day. The implied volatity was 30.63, the open interest changed by 16 which increased total open position to 189
On 31 Oct JSWSTEEL was trading at 963.65. The strike last trading price was 31.5, which was -1.70 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 33.2, which was -1.25 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 34.45, 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 28 Oct JSWSTEEL was trading at 967.25. The strike last trading price was 28, which was -15.00 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 43, which was 7.00 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 36, which was 1.15 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 34.85, which was 3.10 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 31.75, which was 6.90 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 24.85, which was 5.95 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 18.9, which was -6.20 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 25.1, which was 6.60 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 18.5, 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 18.5, which was -13.95 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
