JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.27
Theta: -0.40
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 20.15 | 3.85 | 23.26 | 998 | -12 | 943 | |||||||||
| 14 Sept | 525.75 | 9.8 | 0.75 | 22.73 | 1,552 | 25 | 1,199 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 529.15 | 36.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.80
Historical price for 530 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 20.15, which was 3.85 higher than the previous day. The implied volatity was 23.26, the open interest changed by -12 which decreased total open position to 943
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 9.8, which was 0.75 higher than the previous day. The implied volatity was 22.73, the open interest changed by 25 which increased total open position to 1199
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 36.8, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.28
Theta: -0.27
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 2.85 | -2.95 | 24.34 | 1,317 | 160 | 755 |
| 14 Sept | 525.75 | 11.8 | -3 | 23.50 | 679 | 146 | 578 |
| 17 Aug | 529.15 | 19 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -0.21
Historical price for 530 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 2.85, which was -2.95 lower than the previous day. The implied volatity was 24.34, the open interest changed by 160 which increased total open position to 755
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 11.8, which was -3 lower than the previous day. The implied volatity was 23.50, the open interest changed by 146 which increased total open position to 578
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 19, 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
