JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 580 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.19
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 1.6 | 0.1 | 28.03 | 896 | 93 | 378 | |||||||||
| 14 Sept | 525.75 | 1.05 | 0.05 | 28.29 | 74 | 12 | 347 | |||||||||
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| 17 Aug | 529.15 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.12
Historical price for 580 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 28.03, the open interest changed by 93 which increased total open position to 378
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 28.29, the open interest changed by 12 which increased total open position to 347
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 11, 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 580 PE | |||||||
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Delta: -0.80
Vega: 0.27
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 36.25 | -4.35 | 38.24 | 44 | 3 | 28 |
| 14 Sept | 525.75 | 55.9 | -0.6 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 529.15 | 51 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.80
Historical price for 580 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 36.25, which was -4.35 lower than the previous day. The implied volatity was 38.24, the open interest changed by 3 which increased total open position to 28
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 55.9, which was -0.6 lower than the previous day. The implied volatity was 0.00, 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 51, 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
