JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.35
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 64 | -3.45 | 33.82 | 40 | -14 | 317 | |||||||||
| 21 Sept | 1122.80 | 67.45 | 1.3 | - | 23 | -13 | 332 | |||||||||
| 18 Sept | 1121.10 | 66 | 7.6 | 23.39 | 54 | -29 | 347 | |||||||||
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| 14 Sept | 1099.00 | 49.55 | -1.15 | 20.53 | 33 | -7 | 401 | |||||||||
| 17 Aug | 1045.50 | 32.3 | -4.55 | 21.72 | 6 | 3 | 51 | |||||||||
For Jsw Steel Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.87
Historical price for 1060 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 64, which was -3.45 lower than the previous day. The implied volatity was 33.82, the open interest changed by -14 which decreased total open position to 317
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 67.45, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 332
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 66, which was 7.6 higher than the previous day. The implied volatity was 23.39, the open interest changed by -29 which decreased total open position to 347
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 49.55, which was -1.15 lower than the previous day. The implied volatity was 20.53, the open interest changed by -7 which decreased total open position to 401
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 32.3, which was -4.55 lower than the previous day. The implied volatity was 21.72, the open interest changed by 3 which increased total open position to 51
| JSWSTEEL 30SEP2025 1060 PE | |||||||
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Delta: -0.06
Vega: 0.19
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 1 | -0.2 | 24.09 | 224 | -26 | 782 |
| 21 Sept | 1122.80 | 1.1 | -0.3 | 23.15 | 426 | -74 | 796 |
| 18 Sept | 1121.10 | 1.4 | -1.15 | 22.27 | 325 | 34 | 877 |
| 14 Sept | 1099.00 | 4.95 | -0.8 | 20.71 | 178 | 15 | 801 |
| 17 Aug | 1045.50 | 74.05 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.06
Historical price for 1060 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 24.09, the open interest changed by -26 which decreased total open position to 782
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 23.15, the open interest changed by -74 which decreased total open position to 796
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 22.27, the open interest changed by 34 which increased total open position to 877
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 4.95, which was -0.8 lower than the previous day. The implied volatity was 20.71, the open interest changed by 15 which increased total open position to 801
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 74.05, 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
