JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1050 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.34
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.00 | 74.5 | -3.2 | 39.35 | 7 | -2 | 323 | |||||||||
| 21 Sept | 1122.80 | 77.7 | 0.95 | - | 23 | 0 | 326 | |||||||||
| 18 Sept | 1121.10 | 77.5 | 10.25 | 30.93 | 31 | -2 | 325 | |||||||||
| 14 Sept | 1099.00 | 57.35 | -1.75 | 19.41 | 18 | 0 | 324 | |||||||||
| 17 Aug | 1045.50 | 45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.87
Historical price for 1050 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 74.5, which was -3.2 lower than the previous day. The implied volatity was 39.35, the open interest changed by -2 which decreased total open position to 323
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 77.7, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 326
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 77.5, which was 10.25 higher than the previous day. The implied volatity was 30.93, the open interest changed by -2 which decreased total open position to 325
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 57.35, which was -1.75 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 324
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 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
| JSWSTEEL 30SEP2025 1050 PE | |||||||
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Delta: -0.04
Vega: 0.14
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 0.7 | -0.2 | 25.42 | 69 | -12 | 391 |
| 21 Sept | 1122.80 | 1 | -0.15 | 25.38 | 205 | -36 | 402 |
| 18 Sept | 1121.10 | 1.15 | -0.85 | 23.95 | 307 | 43 | 439 |
| 14 Sept | 1099.00 | 3.7 | -0.5 | 21.43 | 468 | -39 | 525 |
| 17 Aug | 1045.50 | 48.1 | 0 | 0.79 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.04
Historical price for 1050 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 25.42, the open interest changed by -12 which decreased total open position to 391
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by -36 which decreased total open position to 402
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 23.95, the open interest changed by 43 which increased total open position to 439
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 21.43, the open interest changed by -39 which decreased total open position to 525
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 48.1, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
