JSWENERGY
Jsw Energy Limited
Historical option data for JSWENERGY
21 Sep 2025 04:14 PM IST
| JSWENERGY 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.10
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 545.50 | 0.6 | -0.05 | 31.34 | 443 | 51 | 345 | |||||||||
| 14 Sept | 525.75 | 0.6 | 0.1 | 32.17 | 62 | 20 | 213 | |||||||||
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| 17 Aug | 529.15 | 5.2 | -0.35 | 31.33 | 1 | 0 | 67 | |||||||||
For Jsw Energy Limited - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.05
Historical price for 600 CE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by 51 which increased total open position to 345
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 32.17, the open interest changed by 20 which increased total open position to 213
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 5.2, which was -0.35 lower than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 67
| JSWENERGY 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.12
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 545.50 | 53.05 | -9.95 | 33.73 | 27 | 3 | 59 |
| 14 Sept | 525.75 | 71.75 | -11 | 30.59 | 14 | -12 | 51 |
| 17 Aug | 529.15 | 73.5 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Energy Limited - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.94
Historical price for 600 PE is as follows
On 21 Sept JSWENERGY was trading at 545.50. The strike last trading price was 53.05, which was -9.95 lower than the previous day. The implied volatity was 33.73, the open interest changed by 3 which increased total open position to 59
On 14 Sept JSWENERGY was trading at 525.75. The strike last trading price was 71.75, which was -11 lower than the previous day. The implied volatity was 30.59, the open interest changed by -12 which decreased total open position to 51
On 17 Aug JSWENERGY was trading at 529.15. The strike last trading price was 73.5, 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
