JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.38
Theta: -0.49
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 8.2 | 1.55 | 24.61 | 8,849 | 297 | 2,184 | |||||||||
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| 14 Sept | 525.75 | 3.7 | 0.1 | 23.93 | 618 | 28 | 572 | |||||||||
| 17 Aug | 529.15 | 15 | -3.95 | 27.66 | 27 | 1 | 74 | |||||||||
For Jsw Energy Limited - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.47
Historical price for 550 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 8.2, which was 1.55 higher than the previous day. The implied volatity was 24.61, the open interest changed by 297 which increased total open position to 2184
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 3.7, which was 0.1 higher than the previous day. The implied volatity was 23.93, the open interest changed by 28 which increased total open position to 572
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 15, which was -3.95 lower than the previous day. The implied volatity was 27.66, the open interest changed by 1 which increased total open position to 74
| JSWENERGY 30SEP2025 550 PE | |||||||
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Delta: -0.53
Vega: 0.38
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 10.8 | -5.2 | 25.29 | 1,473 | 115 | 399 |
| 14 Sept | 525.75 | 25.75 | -3.5 | 25.32 | 89 | -36 | 92 |
| 17 Aug | 529.15 | 29.2 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.53
Historical price for 550 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 10.8, which was -5.2 lower than the previous day. The implied volatity was 25.29, the open interest changed by 115 which increased total open position to 399
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 25.75, which was -3.5 lower than the previous day. The implied volatity was 25.32, the open interest changed by -36 which decreased total open position to 92
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 29.2, 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
