JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1090 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.49
Theta: -0.97
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 35.5 | -3.9 | 24.41 | 55 | 1 | 236 | |||||||||
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| 21 Sept | 1122.80 | 39.4 | -0.3 | 12.88 | 52 | -6 | 236 | |||||||||
| 18 Sept | 1121.10 | 40.9 | 6.9 | 23.75 | 41 | 2 | 242 | |||||||||
| 14 Sept | 1099.00 | 26.9 | -1.05 | 19.15 | 463 | -50 | 310 | |||||||||
| 17 Aug | 1045.50 | 39.5 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1090 expiring on 30SEP2025
Delta for 1090 CE is 0.78
Historical price for 1090 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 35.5, which was -3.9 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 236
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 39.4, which was -0.3 lower than the previous day. The implied volatity was 12.88, the open interest changed by -6 which decreased total open position to 236
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 40.9, which was 6.9 higher than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 242
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 26.9, which was -1.05 lower than the previous day. The implied volatity was 19.15, the open interest changed by -50 which decreased total open position to 310
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 39.5, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 30SEP2025 1090 PE | |||||||
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Delta: -0.16
Vega: 0.40
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 2.65 | -0.5 | 18.91 | 508 | -18 | 234 |
| 21 Sept | 1122.80 | 2.9 | -1.15 | 19.47 | 478 | -53 | 250 |
| 18 Sept | 1121.10 | 3.9 | -3.35 | 19.21 | 472 | -6 | 305 |
| 14 Sept | 1099.00 | 12.6 | -1.1 | 19.76 | 374 | -6 | 328 |
| 17 Aug | 1045.50 | 70.15 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1090 expiring on 30SEP2025
Delta for 1090 PE is -0.16
Historical price for 1090 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 18.91, the open interest changed by -18 which decreased total open position to 234
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by -53 which decreased total open position to 250
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 3.9, which was -3.35 lower than the previous day. The implied volatity was 19.21, the open interest changed by -6 which decreased total open position to 305
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 12.6, which was -1.1 lower than the previous day. The implied volatity was 19.76, the open interest changed by -6 which decreased total open position to 328
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 70.15, 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
