JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
17 Aug 2025 12:58 AM IST
| JSWENERGY 30SEP2025 500 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.61
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 529.15 | 45.5 | -2.1 | 32.31 | 1 | 0 | 11 | |||||||||
For Jsw Energy Limited - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.74
Historical price for 500 CE is as follows
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 45.5, which was -2.1 lower than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 11
| JSWENERGY 30SEP2025 500 PE | |||||||
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Delta: -0.25
Vega: 0.61
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 529.15 | 9.6 | 1.6 | 31.65 | 41 | 21 | 146 |
For Jsw Energy Limited - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.25
Historical price for 500 PE is as follows
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 9.6, which was 1.6 higher than the previous day. The implied volatity was 31.65, the open interest changed by 21 which increased total open position to 146
