JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 440 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 107.25 | 18.75 | 49.74 | 8 | 3 | 5 | |||||||||
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| 14 Sept | 525.75 | 88.5 | 13.5 | 46.74 | 2 | -1 | 2 | |||||||||
| 17 Aug | 529.15 | 102.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.99
Historical price for 440 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 107.25, which was 18.75 higher than the previous day. The implied volatity was 49.74, the open interest changed by 3 which increased total open position to 5
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 88.5, which was 13.5 higher than the previous day. The implied volatity was 46.74, the open interest changed by -1 which decreased total open position to 2
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 102.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JSWENERGY 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 0.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 525.75 | 0.2 | -0.05 | 37.53 | 1 | 1 | 78 |
| 17 Aug | 529.15 | 3.95 | 0.25 | 44.40 | 18 | 0 | 20 |
For Jsw Energy Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 0.25, which was 0 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 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by 1 which increased total open position to 78
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 3.95, which was 0.25 higher than the previous day. The implied volatity was 44.40, the open interest changed by 0 which decreased total open position to 20
