JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1070 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.38
Theta: -0.98
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 54.3 | -1.95 | 30.51 | 51 | 2 | 295 | |||||||||
| 21 Sept | 1122.80 | 57.9 | -0.2 | - | 32 | 1 | 294 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1121.10 | 58.25 | 8.15 | 26.14 | 41 | 7 | 303 | |||||||||
| 14 Sept | 1099.00 | 40.95 | -0.75 | 19.44 | 85 | -28 | 330 | |||||||||
| 17 Aug | 1045.50 | 47.7 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1070 expiring on 30SEP2025
Delta for 1070 CE is 0.85
Historical price for 1070 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 54.3, which was -1.95 lower than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 295
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 57.9, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 294
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 58.25, which was 8.15 higher than the previous day. The implied volatity was 26.14, the open interest changed by 7 which increased total open position to 303
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 40.95, which was -0.75 lower than the previous day. The implied volatity was 19.44, the open interest changed by -28 which decreased total open position to 330
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 47.7, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30SEP2025 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.24
Theta: -0.31
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 1.3 | -0.2 | 22.15 | 658 | -189 | 434 |
| 21 Sept | 1122.80 | 1.4 | -0.5 | 21.55 | 181 | -7 | 624 |
| 18 Sept | 1121.10 | 1.9 | -1.75 | 21.07 | 651 | -19 | 632 |
| 14 Sept | 1099.00 | 6.85 | -0.9 | 20.34 | 153 | 2 | 596 |
| 17 Aug | 1045.50 | 58.55 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1070 expiring on 30SEP2025
Delta for 1070 PE is -0.08
Historical price for 1070 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 22.15, the open interest changed by -189 which decreased total open position to 434
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 1.4, which was -0.5 lower than the previous day. The implied volatity was 21.55, the open interest changed by -7 which decreased total open position to 624
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 1.9, which was -1.75 lower than the previous day. The implied volatity was 21.07, the open interest changed by -19 which decreased total open position to 632
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 6.85, which was -0.9 lower than the previous day. The implied volatity was 20.34, the open interest changed by 2 which increased total open position to 596
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 58.55, 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
