JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 560 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.34
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 4.75 | 0.8 | 25.34 | 4,095 | 60 | 863 | |||||||||
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| 14 Sept | 525.75 | 2.35 | 0.15 | 25.24 | 144 | -8 | 363 | |||||||||
| 17 Aug | 529.15 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.31
Historical price for 560 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 4.75, which was 0.8 higher than the previous day. The implied volatity was 25.34, the open interest changed by 60 which increased total open position to 863
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 25.24, the open interest changed by -8 which decreased total open position to 363
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 15, 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
| JSWENERGY 30SEP2025 560 PE | |||||||
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Delta: -0.69
Vega: 0.34
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 17 | -6.2 | 25.14 | 352 | 12 | 91 |
| 14 Sept | 525.75 | 33.9 | -3.85 | 25.44 | 32 | -1 | 62 |
| 17 Aug | 529.15 | 74.7 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.69
Historical price for 560 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 17, which was -6.2 lower than the previous day. The implied volatity was 25.14, the open interest changed by 12 which increased total open position to 91
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 33.9, which was -3.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by -1 which decreased total open position to 62
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 74.7, 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
