JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 590 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.14
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 1.05 | 0.1 | 30.27 | 288 | 28 | 126 | |||||||||
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| 14 Sept | 525.75 | 0.7 | -0.25 | 29.59 | 10 | 3 | 7 | |||||||||
| 17 Aug | 529.15 | 17.65 | 0 | 7.68 | 0 | 0 | 0 | |||||||||
For Jsw Energy Limited - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.08
Historical price for 590 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 30.27, the open interest changed by 28 which increased total open position to 126
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 29.59, the open interest changed by 3 which increased total open position to 7
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
| JSWENERGY 30SEP2025 590 PE | |||||||
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Delta: -0.81
Vega: 0.25
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 46.5 | -3.55 | 46.00 | 6 | 1 | 8 |
| 14 Sept | 525.75 | 86.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 529.15 | 86.65 | 0 | - | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.81
Historical price for 590 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 46.5, which was -3.55 lower than the previous day. The implied volatity was 46.00, the open interest changed by 1 which increased total open position to 8
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 86.65, 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
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 86.65, 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
