JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
27 Dec 2024 04:10 PM IST
| JSWSTEEL 30JAN2025 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.80
Theta: -0.32
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 913.30 | 7.35 | -1.10 | 23.27 | 378 | 32 | 266 | |||
| 26 Dec | 914.45 | 8.45 | -2.55 | 24.08 | 268 | 3 | 234 | |||
| 24 Dec | 921.85 | 11 | -7.25 | 23.57 | 154 | 6 | 222 | |||
| 23 Dec | 937.05 | 18.25 | 0.75 | 25.47 | 359 | 101 | 215 | |||
| 20 Dec | 917.35 | 17.5 | 3.40 | 25.94 | 70 | -6 | 115 | |||
| 19 Dec | 925.95 | 14.1 | -9.90 | 24.38 | 147 | 82 | 119 | |||
| 18 Dec | 946.85 | 24 | -9.90 | 24.78 | 31 | 17 | 34 | |||
| 17 Dec | 966.85 | 33.9 | -13.10 | 27.28 | 21 | 14 | 16 | |||
| 16 Dec | 990.35 | 47 | 9.00 | 25.08 | 1 | 0 | 1 | |||
| 13 Dec | 999.85 | 38 | -23.65 | 13.22 | 1 | 0 | 0 | |||
| 11 Dec | 1000.20 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1012.95 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1003.80 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 999.20 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 989.80 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 954.15 | 61.65 | 0.00 | 0.42 | 0 | 0 | 0 | |||
| 27 Nov | 968.85 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.60 | 61.65 | 0.00 | 0.25 | 0 | 0 | 0 | |||
| 25 Nov | 953.30 | 61.65 | 0.00 | 0.80 | 0 | 0 | 0 | |||
| 22 Nov | 977.35 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 944.15 | 61.65 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 20 Nov | 947.30 | 61.65 | 0.00 | 0.37 | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Nov | 947.30 | 61.65 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 18 Nov | 949.85 | 61.65 | 0.00 | 0.81 | 0 | 0 | 0 | |||
| 14 Nov | 939.05 | 61.65 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 13 Nov | 935.95 | 61.65 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 12 Nov | 957.25 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 979.00 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 996.40 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 989.80 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1008.65 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 999.50 | 61.65 | 61.65 | - | 0 | 0 | 0 | |||
| 4 Nov | 954.90 | 0 | 0.26 | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 980 expiring on 30JAN2025
Delta for 980 CE is 0.21
Historical price for 980 CE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 7.35, which was -1.10 lower than the previous day. The implied volatity was 23.27, the open interest changed by 32 which increased total open position to 266
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 24.08, the open interest changed by 3 which increased total open position to 234
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 11, which was -7.25 lower than the previous day. The implied volatity was 23.57, the open interest changed by 6 which increased total open position to 222
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 18.25, which was 0.75 higher than the previous day. The implied volatity was 25.47, the open interest changed by 101 which increased total open position to 215
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 17.5, which was 3.40 higher than the previous day. The implied volatity was 25.94, the open interest changed by -6 which decreased total open position to 115
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 14.1, which was -9.90 lower than the previous day. The implied volatity was 24.38, the open interest changed by 82 which increased total open position to 119
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 24, which was -9.90 lower than the previous day. The implied volatity was 24.78, the open interest changed by 17 which increased total open position to 34
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 33.9, which was -13.10 lower than the previous day. The implied volatity was 27.28, the open interest changed by 14 which increased total open position to 16
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 47, which was 9.00 higher than the previous day. The implied volatity was 25.08, 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 38, which was -23.65 lower than the previous day. The implied volatity was 13.22, 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 61.65, 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 61.65, 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 61.65, 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 61.65, 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 61.65, 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 61.65, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 61.65, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 61.65, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 61.65, 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 61.65, 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 61.65, 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 61.65, 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 61.65, 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 61.65, which was 61.65 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 0.26, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30JAN2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.50
Theta: 0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 913.30 | 59 | -6.00 | 15.41 | 10 | 0 | 70 |
| 26 Dec | 914.45 | 65 | 2.70 | 24.55 | 17 | 4 | 69 |
| 24 Dec | 921.85 | 62.3 | 9.80 | 28.51 | 40 | 20 | 65 |
| 23 Dec | 937.05 | 52.5 | -11.35 | 28.44 | 30 | 1 | 45 |
| 20 Dec | 917.35 | 63.85 | 0.65 | 33.41 | 15 | 2 | 45 |
| 19 Dec | 925.95 | 63.2 | 24.25 | 29.12 | 4 | -1 | 42 |
| 18 Dec | 946.85 | 38.95 | 3.70 | 21.77 | 5 | 2 | 44 |
| 17 Dec | 966.85 | 35.25 | 9.70 | 24.35 | 41 | 16 | 21 |
| 16 Dec | 990.35 | 25.55 | 0.95 | 26.11 | 9 | 4 | 6 |
| 13 Dec | 999.85 | 24.6 | 6.90 | 26.54 | 1 | 0 | 1 |
| 11 Dec | 1000.20 | 17.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 17.7 | -42.70 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1003.80 | 60.4 | 0.00 | 2.89 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 60.4 | 0.00 | 2.39 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 60.4 | 0.00 | 1.92 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 60.4 | 0.00 | 0.16 | 0 | 0 | 0 |
| 28 Nov | 954.15 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 968.85 | 60.4 | 0.00 | 0.70 | 0 | 0 | 0 |
| 26 Nov | 963.60 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 953.30 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 977.35 | 60.4 | 0.00 | 1.05 | 0 | 0 | 0 |
| 21 Nov | 944.15 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 947.30 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 947.30 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 949.85 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 939.05 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 935.95 | 60.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 957.25 | 60.4 | 0.00 | 0.11 | 0 | 0 | 0 |
| 11 Nov | 979.00 | 60.4 | 0.00 | 1.71 | 0 | 0 | 0 |
| 8 Nov | 996.40 | 60.4 | 0.00 | 2.34 | 0 | 0 | 0 |
| 7 Nov | 989.80 | 60.4 | 0.00 | 1.90 | 0 | 0 | 0 |
| 6 Nov | 1008.65 | 60.4 | 0.00 | 3.00 | 0 | 0 | 0 |
| 5 Nov | 999.50 | 60.4 | 60.40 | 2.33 | 0 | 0 | 0 |
| 4 Nov | 954.90 | 0 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 980 expiring on 30JAN2025
Delta for 980 PE is -0.90
Historical price for 980 PE is as follows
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 59, which was -6.00 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 70
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 65, which was 2.70 higher than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 69
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 62.3, which was 9.80 higher than the previous day. The implied volatity was 28.51, the open interest changed by 20 which increased total open position to 65
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 52.5, which was -11.35 lower than the previous day. The implied volatity was 28.44, the open interest changed by 1 which increased total open position to 45
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 63.85, which was 0.65 higher than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 45
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 63.2, which was 24.25 higher than the previous day. The implied volatity was 29.12, the open interest changed by -1 which decreased total open position to 42
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 38.95, which was 3.70 higher than the previous day. The implied volatity was 21.77, the open interest changed by 2 which increased total open position to 44
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 35.25, which was 9.70 higher than the previous day. The implied volatity was 24.35, the open interest changed by 16 which increased total open position to 21
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 25.55, which was 0.95 higher than the previous day. The implied volatity was 26.11, the open interest changed by 4 which increased total open position to 6
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 24.6, which was 6.90 higher than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 1
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 17.7, 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 10 Dec JSWSTEEL was trading at 1012.95. The strike last trading price was 17.7, which was -42.70 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 60.4, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 60.4, 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 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 60.4, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 60.4, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 60.4, 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 60.4, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 60.4, 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 60.4, 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 60.4, 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 60.4, 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 60.4, 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 60.4, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 60.4, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 60.4, which was 60.40 higher than the previous day. The implied volatity was 2.33, 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
