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

1117 -5.80 (-0.52%)

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Historical option data for JSWSTEEL

22 Sep 2025 08:00 PM IST
JSWSTEEL 30SEP2025 1020 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 103.85 0 0.00 0 0 0
21 Sept 1122.80 103.85 0 0.00 0 0 0
18 Sept 1121.10 103.85 0 0.00 0 1 0
14 Sept 1099.00 88.45 0 0.00 0 0 0
17 Aug 1045.50 82.8 0 - 0 0 0


For Jsw Steel Limited - strike price 1020 expiring on 30SEP2025

Delta for 1020 CE is 0.00

Historical price for 1020 CE is as follows

On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 103.85, 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 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 103.85, 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 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 103.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 88.45, 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 82.8, 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


JSWSTEEL 30SEP2025 1020 PE
Delta: -0.02
Vega: 0.09
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 0.45 -0.1 32.01 32 -11 312
21 Sept 1122.80 0.55 -0.1 30.06 39 -32 335
18 Sept 1121.10 0.65 -0.3 28.65 40 -20 358
14 Sept 1099.00 1.4 -0.35 23.15 37 2 497
17 Aug 1045.50 53.9 0 2.99 0 0 0


For Jsw Steel Limited - strike price 1020 expiring on 30SEP2025

Delta for 1020 PE is -0.02

Historical price for 1020 PE is as follows

On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 32.01, the open interest changed by -11 which decreased total open position to 312


On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 30.06, the open interest changed by -32 which decreased total open position to 335


On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 28.65, the open interest changed by -20 which decreased total open position to 358


On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 23.15, the open interest changed by 2 which increased total open position to 497


On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0