JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
28 Sep 2025 10:09 PM IST
| JSWENERGY 28OCT2025 530 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.61
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 520.10 | 15.25 | -6.25 | 28.08 | 265 | 68 | 348 | |||||||||
| 21 Sept | 545.50 | 33.25 | 5.85 | 29.61 | 8 | 3 | 31 | |||||||||
| 14 Sept | 525.75 | 20.25 | 0.25 | 25.63 | 18 | 11 | 15 | |||||||||
For Jsw Energy Limited - strike price 530 expiring on 28OCT2025
Delta for 530 CE is 0.48
Historical price for 530 CE is as follows
On 28 Sept JSWENERGY was trading at 520.10. The strike last trading price was 15.25, which was -6.25 lower than the previous day. The implied volatity was 28.08, the open interest changed by 68 which increased total open position to 348
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 33.25, which was 5.85 higher than the previous day. The implied volatity was 29.61, the open interest changed by 3 which increased total open position to 31
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 20.25, which was 0.25 higher than the previous day. The implied volatity was 25.63, the open interest changed by 11 which increased total open position to 15
| JSWENERGY 28OCT2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.61
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 520.10 | 21.5 | 3.55 | 31.13 | 314 | 167 | 313 |
| 21 Sept | 545.50 | 12 | -1.2 | 30.21 | 16 | 2 | 34 |
| 14 Sept | 525.75 | 19 | -2 | 27.16 | 3 | 2 | 4 |
For Jsw Energy Limited - strike price 530 expiring on 28OCT2025
Delta for 530 PE is -0.52
Historical price for 530 PE is as follows
On 28 Sept JSWENERGY was trading at 520.10. The strike last trading price was 21.5, which was 3.55 higher than the previous day. The implied volatity was 31.13, the open interest changed by 167 which increased total open position to 313
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 12, which was -1.2 lower than the previous day. The implied volatity was 30.21, the open interest changed by 2 which increased total open position to 34
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 27.16, the open interest changed by 2 which increased total open position to 4
