JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
02 Jan 2025 04:10 PM IST
| JSWSTEEL 30JAN2025 990 CE | ||||||||||
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Delta: 0.13
Vega: 0.55
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 912.50 | 3.95 | 0.05 | 23.75 | 411 | 111 | 395 | |||
| 1 Jan | 905.45 | 3.9 | 0.05 | 24.31 | 154 | 12 | 283 | |||
| 31 Dec | 901.50 | 3.85 | -0.20 | 25.09 | 96 | 12 | 272 | |||
| 30 Dec | 898.95 | 4.05 | -1.65 | 24.82 | 237 | 40 | 261 | |||
| 27 Dec | 913.30 | 5.7 | -1.25 | 23.31 | 371 | 149 | 221 | |||
| 26 Dec | 914.45 | 6.95 | -2.25 | 24.49 | 56 | 18 | 72 | |||
| 24 Dec | 921.85 | 9.2 | -5.80 | 24.05 | 68 | 8 | 52 | |||
| 23 Dec | 937.05 | 15 | 1.00 | 25.31 | 54 | 8 | 40 | |||
| 20 Dec | 917.35 | 14 | -0.75 | 25.34 | 28 | 7 | 32 | |||
| 19 Dec | 925.95 | 14.75 | -5.05 | 27.41 | 3 | 1 | 24 | |||
| 18 Dec | 946.85 | 19.8 | -6.90 | 24.34 | 21 | 9 | 24 | |||
| 17 Dec | 966.85 | 26.7 | -14.10 | 25.10 | 20 | 11 | 15 | |||
| 16 Dec | 990.35 | 40.8 | -13.20 | 24.63 | 5 | 3 | 3 | |||
| 13 Dec | 999.85 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1005.80 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1000.20 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 1012.95 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1011.90 | 54 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 1003.80 | 54 | 2.00 | 24.28 | 1 | 0 | 1 | |||
| 5 Dec | 999.20 | 52 | 11.40 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 989.80 | 40.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 966.00 | 40.6 | 0.57 | 0 | 0 | 0 | ||||
For Jsw Steel Limited - strike price 990 expiring on 30JAN2025
Delta for 990 CE is 0.13
Historical price for 990 CE is as follows
On 2 Jan JSWSTEEL was trading at 912.50. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 23.75, the open interest changed by 111 which increased total open position to 395
On 1 Jan JSWSTEEL was trading at 905.45. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 24.31, the open interest changed by 12 which increased total open position to 283
On 31 Dec JSWSTEEL was trading at 901.50. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by 12 which increased total open position to 272
On 30 Dec JSWSTEEL was trading at 898.95. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 24.82, the open interest changed by 40 which increased total open position to 261
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 5.7, which was -1.25 lower than the previous day. The implied volatity was 23.31, the open interest changed by 149 which increased total open position to 221
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 6.95, which was -2.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by 18 which increased total open position to 72
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 9.2, which was -5.80 lower than the previous day. The implied volatity was 24.05, the open interest changed by 8 which increased total open position to 52
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 15, which was 1.00 higher than the previous day. The implied volatity was 25.31, the open interest changed by 8 which increased total open position to 40
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 14, which was -0.75 lower than the previous day. The implied volatity was 25.34, the open interest changed by 7 which increased total open position to 32
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 14.75, which was -5.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 24
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 19.8, which was -6.90 lower than the previous day. The implied volatity was 24.34, the open interest changed by 9 which increased total open position to 24
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 26.7, which was -14.10 lower than the previous day. The implied volatity was 25.10, the open interest changed by 11 which increased total open position to 15
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 40.8, which was -13.20 lower than the previous day. The implied volatity was 24.63, the open interest changed by 3 which increased total open position to 3
On 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 54, 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 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 54, 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 54, 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 54, 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 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 54, which was 2.00 higher than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 1
On 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 52, which was 11.40 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec JSWSTEEL was trading at 989.80. The strike last trading price was 40.6, 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 40.6, which was lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30JAN2025 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.61
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 912.50 | 76.3 | -7.15 | 26.19 | 11 | 3 | 49 |
| 1 Jan | 905.45 | 83.45 | -0.55 | 31.08 | 4 | 2 | 45 |
| 31 Dec | 901.50 | 84 | 5.45 | 23.92 | 11 | 1 | 44 |
| 30 Dec | 898.95 | 78.55 | 10.30 | - | 5 | 1 | 43 |
| 27 Dec | 913.30 | 68.25 | 1.15 | 15.74 | 2 | 0 | 41 |
| 26 Dec | 914.45 | 67.1 | -1.30 | 14.34 | 1 | 0 | 41 |
| 24 Dec | 921.85 | 68.4 | 14.40 | 27.26 | 31 | 26 | 40 |
| 23 Dec | 937.05 | 54 | -6.80 | 23.67 | 2 | 0 | 15 |
| 20 Dec | 917.35 | 60.8 | 7.25 | 24.70 | 32 | -1 | 15 |
| 19 Dec | 925.95 | 53.55 | 0.00 | 0.00 | 0 | 10 | 0 |
| 18 Dec | 946.85 | 53.55 | 14.95 | 28.41 | 12 | 3 | 9 |
| 17 Dec | 966.85 | 38.6 | 13.40 | 22.64 | 5 | 1 | 6 |
| 16 Dec | 990.35 | 25.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 999.85 | 25.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 12 Dec | 1005.80 | 25.2 | 0.20 | 25.30 | 2 | 1 | 4 |
| 11 Dec | 1000.20 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1012.95 | 25 | 0.00 | 27.52 | 1 | 0 | 3 |
| 9 Dec | 1011.90 | 25 | -39.05 | 27.06 | 3 | 2 | 2 |
| 6 Dec | 1003.80 | 64.05 | 0.00 | 2.10 | 0 | 0 | 0 |
| 5 Dec | 999.20 | 64.05 | 0.00 | 1.67 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 64.05 | 0.00 | 1.31 | 0 | 0 | 0 |
| 29 Nov | 966.00 | 64.05 | - | 0 | 0 | 0 | |
For Jsw Steel Limited - strike price 990 expiring on 30JAN2025
Delta for 990 PE is -0.84
Historical price for 990 PE is as follows
On 2 Jan JSWSTEEL was trading at 912.50. The strike last trading price was 76.3, which was -7.15 lower than the previous day. The implied volatity was 26.19, the open interest changed by 3 which increased total open position to 49
On 1 Jan JSWSTEEL was trading at 905.45. The strike last trading price was 83.45, which was -0.55 lower than the previous day. The implied volatity was 31.08, the open interest changed by 2 which increased total open position to 45
On 31 Dec JSWSTEEL was trading at 901.50. The strike last trading price was 84, which was 5.45 higher than the previous day. The implied volatity was 23.92, the open interest changed by 1 which increased total open position to 44
On 30 Dec JSWSTEEL was trading at 898.95. The strike last trading price was 78.55, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43
On 27 Dec JSWSTEEL was trading at 913.30. The strike last trading price was 68.25, which was 1.15 higher than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 41
On 26 Dec JSWSTEEL was trading at 914.45. The strike last trading price was 67.1, which was -1.30 lower than the previous day. The implied volatity was 14.34, the open interest changed by 0 which decreased total open position to 41
On 24 Dec JSWSTEEL was trading at 921.85. The strike last trading price was 68.4, which was 14.40 higher than the previous day. The implied volatity was 27.26, the open interest changed by 26 which increased total open position to 40
On 23 Dec JSWSTEEL was trading at 937.05. The strike last trading price was 54, which was -6.80 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 15
On 20 Dec JSWSTEEL was trading at 917.35. The strike last trading price was 60.8, which was 7.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by -1 which decreased total open position to 15
On 19 Dec JSWSTEEL was trading at 925.95. The strike last trading price was 53.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 18 Dec JSWSTEEL was trading at 946.85. The strike last trading price was 53.55, which was 14.95 higher than the previous day. The implied volatity was 28.41, the open interest changed by 3 which increased total open position to 9
On 17 Dec JSWSTEEL was trading at 966.85. The strike last trading price was 38.6, which was 13.40 higher than the previous day. The implied volatity was 22.64, the open interest changed by 1 which increased total open position to 6
On 16 Dec JSWSTEEL was trading at 990.35. The strike last trading price was 25.2, 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 13 Dec JSWSTEEL was trading at 999.85. The strike last trading price was 25.2, which was 0.00 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 12 Dec JSWSTEEL was trading at 1005.80. The strike last trading price was 25.2, which was 0.20 higher than the previous day. The implied volatity was 25.30, the open interest changed by 1 which increased total open position to 4
On 11 Dec JSWSTEEL was trading at 1000.20. The strike last trading price was 25, 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 25, which was 0.00 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 3
On 9 Dec JSWSTEEL was trading at 1011.90. The strike last trading price was 25, which was -39.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 2
On 6 Dec JSWSTEEL was trading at 1003.80. The strike last trading price was 64.05, 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 5 Dec JSWSTEEL was trading at 999.20. The strike last trading price was 64.05, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 64.05, 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 29 Nov JSWSTEEL was trading at 966.00. The strike last trading price was 64.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
