JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1030 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.36
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.00 | 96.5 | -2 | 53.45 | 12 | -9 | 204 | |||||||||
| 21 Sept | 1122.80 | 98.5 | 14.85 | - | 35 | -34 | 224 | |||||||||
| 18 Sept | 1121.10 | 83.65 | 0 | 0.00 | 0 | -2 | 0 | |||||||||
| 14 Sept | 1099.00 | 77.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1045.50 | 67.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.87
Historical price for 1030 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 96.5, which was -2 lower than the previous day. The implied volatity was 53.45, the open interest changed by -9 which decreased total open position to 204
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 98.5, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 224
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 83.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 77.15, 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 67.6, 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 1030 PE | |||||||
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Delta: -0.03
Vega: 0.11
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 0.55 | -0.2 | 30.16 | 108 | -30 | 520 |
| 21 Sept | 1122.80 | 0.8 | -0.05 | 29.46 | 73 | 2 | 548 |
| 18 Sept | 1121.10 | 0.95 | -0.25 | 28.13 | 140 | -13 | 545 |
| 14 Sept | 1099.00 | 2.05 | -0.35 | 22.86 | 172 | -11 | 393 |
| 17 Aug | 1045.50 | 23.35 | -15.5 | 24.44 | 3 | 1 | 1 |
For Jsw Steel Limited - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.03
Historical price for 1030 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 30.16, the open interest changed by -30 which decreased total open position to 520
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by 2 which increased total open position to 548
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 28.13, the open interest changed by -13 which decreased total open position to 545
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 22.86, the open interest changed by -11 which decreased total open position to 393
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 23.35, which was -15.5 lower than the previous day. The implied volatity was 24.44, the open interest changed by 1 which increased total open position to 1
