JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 28OCT2025 540 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.69
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 27.05 | 6.1 | 29.33 | 214 | 124 | 201 | |||||||||
| 14 Sept | 525.75 | 16.2 | -26.1 | 26.30 | 34 | 29 | 29 | |||||||||
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| 17 Aug | 529.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 540 expiring on 28OCT2025
Delta for 540 CE is 0.61
Historical price for 540 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 27.05, which was 6.1 higher than the previous day. The implied volatity was 29.33, the open interest changed by 124 which increased total open position to 201
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 16.2, which was -26.1 lower than the previous day. The implied volatity was 26.30, the open interest changed by 29 which increased total open position to 29
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 0, 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 28OCT2025 540 PE | |||||||
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Delta: -0.39
Vega: 0.69
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 16.25 | -1.3 | 30.70 | 121 | 51 | 116 |
| 14 Sept | 525.75 | 59.3 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 529.15 | 0 | 0 | 0.12 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 540 expiring on 28OCT2025
Delta for 540 PE is -0.39
Historical price for 540 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 16.25, which was -1.3 lower than the previous day. The implied volatity was 30.70, the open interest changed by 51 which increased total open position to 116
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 59.3, 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
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
