JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 570 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.27
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 2.75 | 0.35 | 26.61 | 2,724 | 172 | 583 | |||||||||
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| 14 Sept | 525.75 | 1.55 | 0.15 | 26.76 | 74 | 25 | 92 | |||||||||
| 17 Aug | 529.15 | 22.8 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 570 expiring on 30SEP2025
Delta for 570 CE is 0.20
Historical price for 570 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 26.61, the open interest changed by 172 which increased total open position to 583
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 26.76, the open interest changed by 25 which increased total open position to 92
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
| JSWENERGY 30SEP2025 570 PE | |||||||
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Delta: -0.79
Vega: 0.27
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 25.2 | -6.35 | 27.23 | 205 | 24 | 52 |
| 14 Sept | 525.75 | 43.4 | -3.7 | 28.55 | 4 | 3 | 23 |
| 17 Aug | 529.15 | 71.95 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 570 expiring on 30SEP2025
Delta for 570 PE is -0.79
Historical price for 570 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 25.2, which was -6.35 lower than the previous day. The implied volatity was 27.23, the open interest changed by 24 which increased total open position to 52
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 43.4, which was -3.7 lower than the previous day. The implied volatity was 28.55, the open interest changed by 3 which increased total open position to 23
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 71.95, 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
