JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.20
Theta: -0.38
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 29.35 | 5.5 | 27.46 | 345 | 22 | 713 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 525.75 | 15.35 | 1.5 | 23.13 | 1,120 | -111 | 881 | |||||||||
| 17 Aug | 529.15 | 38.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.87
Historical price for 520 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 29.35, which was 5.5 higher than the previous day. The implied volatity was 27.46, the open interest changed by 22 which increased total open position to 713
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 15.35, which was 1.5 higher than the previous day. The implied volatity was 23.13, the open interest changed by -111 which decreased total open position to 881
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 38.75, 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
| JSWENERGY 30SEP2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.19
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 1.5 | -1.65 | 26.01 | 831 | 77 | 596 |
| 14 Sept | 525.75 | 7.2 | -2.45 | 23.49 | 508 | 59 | 727 |
| 17 Aug | 529.15 | 22.15 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.12
Historical price for 520 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 1.5, which was -1.65 lower than the previous day. The implied volatity was 26.01, the open interest changed by 77 which increased total open position to 596
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 7.2, which was -2.45 lower than the previous day. The implied volatity was 23.49, the open interest changed by 59 which increased total open position to 727
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 22.15, 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
