JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 28OCT2025 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 1.29
Theta: -0.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 48 | -4 | 22.81 | 91 | -20 | 330 | |||||||||
| 21 Sept | 1122.80 | 52 | -0.05 | 20.64 | 17 | 3 | 350 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1121.10 | 52.7 | 6.65 | 23.19 | 97 | 39 | 342 | |||||||||
| 14 Sept | 1099.00 | 40.95 | -1.05 | 21.91 | 38 | 22 | 198 | |||||||||
| 17 Aug | 1045.50 | 48.5 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 CE is 0.66
Historical price for 1100 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 48, which was -4 lower than the previous day. The implied volatity was 22.81, the open interest changed by -20 which decreased total open position to 330
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 52, which was -0.05 lower than the previous day. The implied volatity was 20.64, the open interest changed by 3 which increased total open position to 350
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 52.7, which was 6.65 higher than the previous day. The implied volatity was 23.19, the open interest changed by 39 which increased total open position to 342
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 40.95, which was -1.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by 22 which increased total open position to 198
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 48.5, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 28OCT2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 1.29
Theta: -0.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 19.2 | -0.05 | 22.81 | 83 | -11 | 151 |
| 21 Sept | 1122.80 | 18.8 | -0.75 | 23.72 | 89 | 35 | 162 |
| 18 Sept | 1121.10 | 19.3 | -4.8 | 22.73 | 52 | 37 | 126 |
| 14 Sept | 1099.00 | 29 | -3 | 22.78 | 3 | 1 | 24 |
| 17 Aug | 1045.50 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 PE is -0.34
Historical price for 1100 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 19.2, which was -0.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by -11 which decreased total open position to 151
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 18.8, which was -0.75 lower than the previous day. The implied volatity was 23.72, the open interest changed by 35 which increased total open position to 162
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 19.3, which was -4.8 lower than the previous day. The implied volatity was 22.73, the open interest changed by 37 which increased total open position to 126
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 29, which was -3 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 24
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 0, 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
