JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.41
Theta: -0.89
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 44.05 | -4.9 | 25.65 | 130 | -62 | 356 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1122.80 | 48.95 | 0.25 | 12.69 | 51 | -11 | 418 | |||||||||
| 18 Sept | 1121.10 | 48.95 | 7.15 | 24.09 | 42 | -10 | 429 | |||||||||
| 14 Sept | 1099.00 | 33.4 | -0.6 | 19.10 | 220 | -8 | 478 | |||||||||
| 17 Aug | 1045.50 | 25 | -7.4 | 22.59 | 3 | 0 | 6 | |||||||||
For Jsw Steel Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.84
Historical price for 1080 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 44.05, which was -4.9 lower than the previous day. The implied volatity was 25.65, the open interest changed by -62 which decreased total open position to 356
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 48.95, which was 0.25 higher than the previous day. The implied volatity was 12.69, the open interest changed by -11 which decreased total open position to 418
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 48.95, which was 7.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by -10 which decreased total open position to 429
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 33.4, which was -0.6 lower than the previous day. The implied volatity was 19.10, the open interest changed by -8 which decreased total open position to 478
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 25, which was -7.4 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 6
| JSWSTEEL 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.30
Theta: -0.35
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 1.7 | -0.4 | 20.09 | 334 | -33 | 616 |
| 21 Sept | 1122.80 | 1.95 | -0.75 | 20.34 | 414 | 100 | 650 |
| 18 Sept | 1121.10 | 2.6 | -2.55 | 19.85 | 723 | 55 | 544 |
| 14 Sept | 1099.00 | 9.55 | -0.8 | 20.25 | 371 | -9 | 444 |
| 17 Aug | 1045.50 | 85.45 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.11
Historical price for 1080 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 20.09, the open interest changed by -33 which decreased total open position to 616
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 20.34, the open interest changed by 100 which increased total open position to 650
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 2.6, which was -2.55 lower than the previous day. The implied volatity was 19.85, the open interest changed by 55 which increased total open position to 544
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 9.55, which was -0.8 lower than the previous day. The implied volatity was 20.25, the open interest changed by -9 which decreased total open position to 444
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 85.45, 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
