JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 82.8 | 0 | 0.00 | 0 | -15 | 0 | |||||||||
| 21 Sept | 1122.80 | 82.8 | -3.35 | - | 23 | -15 | 249 | |||||||||
| 18 Sept | 1121.10 | 86.15 | 8 | 29.83 | 12 | 0 | 264 | |||||||||
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| 14 Sept | 1099.00 | 65.8 | -4 | 17.92 | 21 | -1 | 362 | |||||||||
| 17 Aug | 1045.50 | 44.9 | 0 | 23.19 | 10 | 10 | 1 | |||||||||
For Jsw Steel Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.00
Historical price for 1040 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 82.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 82.8, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 249
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 86.15, which was 8 higher than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 264
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 65.8, which was -4 lower than the previous day. The implied volatity was 17.92, the open interest changed by -1 which decreased total open position to 362
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 44.9, which was 0 lower than the previous day. The implied volatity was 23.19, the open interest changed by 10 which increased total open position to 1
| JSWSTEEL 30SEP2025 1040 PE | |||||||
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Delta: -0.03
Vega: 0.13
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 0.65 | -0.15 | 28.07 | 49 | -13 | 266 |
| 21 Sept | 1122.80 | 0.85 | -0.2 | 27.20 | 47 | 6 | 278 |
| 18 Sept | 1121.10 | 1 | -0.5 | 25.84 | 176 | 4 | 266 |
| 14 Sept | 1099.00 | 2.75 | -0.35 | 22.13 | 93 | -2 | 295 |
| 17 Aug | 1045.50 | 63.5 | 0 | 1.61 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.03
Historical price for 1040 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 28.07, the open interest changed by -13 which decreased total open position to 266
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 27.20, the open interest changed by 6 which increased total open position to 278
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 266
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 22.13, the open interest changed by -2 which decreased total open position to 295
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
