JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.88
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 9.1 | -1.20 | 22.92 | 311 | 38 | 169 | |||
| 26 Dec | 914.45 | 10.3 | -3.20 | 23.70 | 319 | 7 | 132 | |||
| 24 Dec | 921.85 | 13.5 | -7.50 | 23.43 | 142 | 12 | 120 | |||
| 23 Dec | 937.05 | 21 | 1.00 | 24.83 | 168 | 50 | 108 | |||
| 20 Dec | 917.35 | 20 | 2.40 | 25.30 | 80 | 16 | 58 | |||
| 19 Dec | 925.95 | 17.6 | -7.40 | 24.89 | 42 | 21 | 42 | |||
| 18 Dec | 946.85 | 25 | -24.10 | 22.38 | 25 | 20 | 20 | |||
| 17 Dec | 966.85 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 990.35 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 999.85 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1000.20 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 989.80 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 966.00 | 49.1 | - | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 970 expiring on 30JAN2025
Delta for 970 CE is 0.25
Historical price for 970 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 9.1, which was -1.20 lower than the previous day. The implied volatity was 22.92, the open interest changed by 38 which increased total open position to 169
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 10.3, which was -3.20 lower than the previous day. The implied volatity was 23.70, the open interest changed by 7 which increased total open position to 132
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 13.5, which was -7.50 lower than the previous day. The implied volatity was 23.43, the open interest changed by 12 which increased total open position to 120
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 21, which was 1.00 higher than the previous day. The implied volatity was 24.83, the open interest changed by 50 which increased total open position to 108
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 20, which was 2.40 higher than the previous day. The implied volatity was 25.30, the open interest changed by 16 which increased total open position to 58
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 17.6, which was -7.40 lower than the previous day. The implied volatity was 24.89, the open interest changed by 21 which increased total open position to 42
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 25, which was -24.10 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 20
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.80
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 53.35 | -3.80 | 19.66 | 6 | 3 | 59 |
| 26 Dec | 914.45 | 57.15 | 5.25 | 24.36 | 43 | 17 | 55 |
| 24 Dec | 921.85 | 51.9 | 7.90 | 25.31 | 7 | 0 | 40 |
| 23 Dec | 937.05 | 44 | -21.60 | 26.56 | 12 | 9 | 39 |
| 20 Dec | 917.35 | 65.6 | 23.85 | 40.02 | 11 | 1 | 31 |
| 19 Dec | 925.95 | 41.75 | -0.05 | 16.08 | 1 | 0 | 29 |
| 18 Dec | 946.85 | 41.8 | 10.80 | 28.47 | 32 | 16 | 27 |
| 17 Dec | 966.85 | 31 | 9.00 | 25.00 | 13 | 8 | 12 |
| 16 Dec | 990.35 | 22 | 0.00 | 26.39 | 1 | 0 | 3 |
| 13 Dec | 999.85 | 22 | 6.50 | 27.38 | 1 | 0 | 2 |
| 11 Dec | 1000.20 | 15.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 15.5 | -37.30 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 1003.80 | 52.8 | 0.00 | 3.54 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 52.8 | 0.00 | 3.11 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 52.8 | 0.00 | 1.77 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 52.8 | 1.13 | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 970 expiring on 30JAN2025
Delta for 970 PE is -0.79
Historical price for 970 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 53.35, which was -3.80 lower than the previous day. The implied volatity was 19.66, the open interest changed by 3 which increased total open position to 59
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 57.15, which was 5.25 higher than the previous day. The implied volatity was 24.36, the open interest changed by 17 which increased total open position to 55
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 51.9, which was 7.90 higher than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 40
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 44, which was -21.60 lower than the previous day. The implied volatity was 26.56, the open interest changed by 9 which increased total open position to 39
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 65.6, which was 23.85 higher than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 31
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 41.75, which was -0.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 29
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 41.8, which was 10.80 higher than the previous day. The implied volatity was 28.47, the open interest changed by 16 which increased total open position to 27
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 31, which was 9.00 higher than the previous day. The implied volatity was 25.00, the open interest changed by 8 which increased total open position to 12
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 3
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 22, which was 6.50 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 2
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 15.5, 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 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 15.5, which was -37.30 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 52.8, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 52.8, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 52.8, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 52.8, which was lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
