[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

1117 -5.80 (-0.52%)

Back to Option Chain


Historical option data for JSWSTEEL

22 Sep 2025 08:00 PM IST
JSWSTEEL 30SEP2025 1000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 116 -4.2 - 2 0 188
21 Sept 1122.80 120.2 -2.85 - 5 -2 189
18 Sept 1121.10 123.05 8.05 - 15 6 190
14 Sept 1099.00 112.2 0 0.00 0 0 0
17 Aug 1045.50 76 0 0.00 0 0 0


For Jsw Steel Limited - strike price 1000 expiring on 30SEP2025

Delta for 1000 CE is -

Historical price for 1000 CE is as follows

On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 116, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188


On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 120.2, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 189


On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 123.05, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 190


On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 112.2, 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 JSWSTEEL was trading at 1045.50. The strike last trading price was 76, 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


JSWSTEEL 30SEP2025 1000 PE
Delta: -0.01
Vega: 0.05
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 0.25 -0.1 34.62 187 -29 811
21 Sept 1122.80 0.35 -0.35 32.67 238 -51 837
18 Sept 1121.10 0.7 -0.05 33.89 43 -2 890
14 Sept 1099.00 0.9 -0.15 25.35 180 -5 845
17 Aug 1045.50 14.25 0.25 24.98 16 9 13


For Jsw Steel Limited - strike price 1000 expiring on 30SEP2025

Delta for 1000 PE is -0.01

Historical price for 1000 PE is as follows

On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.62, the open interest changed by -29 which decreased total open position to 811


On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 32.67, the open interest changed by -51 which decreased total open position to 837


On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 33.89, the open interest changed by -2 which decreased total open position to 890


On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by -5 which decreased total open position to 845


On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was 24.98, the open interest changed by 9 which increased total open position to 13