JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.35
Theta: -0.48
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 13.35 | 2.75 | 24.05 | 3,933 | -249 | 1,185 | |||||||||
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| 14 Sept | 525.75 | 6.05 | 0.2 | 23.10 | 1,111 | 76 | 1,398 | |||||||||
| 17 Aug | 529.15 | 19 | -5.5 | 27.55 | 17 | 13 | 31 | |||||||||
For Jsw Energy Limited - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.64
Historical price for 540 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 13.35, which was 2.75 higher than the previous day. The implied volatity was 24.05, the open interest changed by -249 which decreased total open position to 1185
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 6.05, which was 0.2 higher than the previous day. The implied volatity was 23.10, the open interest changed by 76 which increased total open position to 1398
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 19, which was -5.5 lower than the previous day. The implied volatity was 27.55, the open interest changed by 13 which increased total open position to 31
| JSWENERGY 30SEP2025 540 PE | |||||||
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Delta: -0.36
Vega: 0.35
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 5.75 | -4.25 | 24.12 | 1,999 | 281 | 607 |
| 14 Sept | 525.75 | 18.25 | -3.15 | 24.51 | 135 | -23 | 121 |
| 17 Aug | 529.15 | 26 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.36
Historical price for 540 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 5.75, which was -4.25 lower than the previous day. The implied volatity was 24.12, the open interest changed by 281 which increased total open position to 607
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 18.25, which was -3.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by -23 which decreased total open position to 121
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 26, 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
