JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.56
Theta: -1.00
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1117.00 | 27.15 | -3.25 | 22.55 | 622 | -105 | 703 | |||||||||
| 21 Sept | 1122.80 | 30.8 | -0.2 | 14.03 | 601 | -64 | 808 | |||||||||
| 18 Sept | 1121.10 | 32.25 | 5.75 | 21.68 | 1,179 | -232 | 873 | |||||||||
| 14 Sept | 1099.00 | 21 | -1.25 | 18.97 | 1,704 | 57 | 1,570 | |||||||||
| 17 Aug | 1045.50 | 15.8 | -6.2 | 20.89 | 25 | 11 | 88 | |||||||||
For Jsw Steel Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.72
Historical price for 1100 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 27.15, which was -3.25 lower than the previous day. The implied volatity was 22.55, the open interest changed by -105 which decreased total open position to 703
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 30.8, which was -0.2 lower than the previous day. The implied volatity was 14.03, the open interest changed by -64 which decreased total open position to 808
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 32.25, which was 5.75 higher than the previous day. The implied volatity was 21.68, the open interest changed by -232 which decreased total open position to 873
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 21, which was -1.25 lower than the previous day. The implied volatity was 18.97, the open interest changed by 57 which increased total open position to 1570
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 15.8, which was -6.2 lower than the previous day. The implied volatity was 20.89, the open interest changed by 11 which increased total open position to 88
| JSWSTEEL 30SEP2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.51
Theta: -0.50
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 4.2 | -0.5 | 17.84 | 1,121 | -54 | 637 |
| 21 Sept | 1122.80 | 4.45 | -1.45 | 18.89 | 1,213 | -15 | 690 |
| 18 Sept | 1121.10 | 5.5 | -4.65 | 18.17 | 1,267 | 102 | 710 |
| 14 Sept | 1099.00 | 17.1 | -0.85 | 20.02 | 681 | 22 | 505 |
| 17 Aug | 1045.50 | 65 | -32.7 | 27.57 | 1 | 1 | 0 |
For Jsw Steel Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.24
Historical price for 1100 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 4.2, which was -0.5 lower than the previous day. The implied volatity was 17.84, the open interest changed by -54 which decreased total open position to 637
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 18.89, the open interest changed by -15 which decreased total open position to 690
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 5.5, which was -4.65 lower than the previous day. The implied volatity was 18.17, the open interest changed by 102 which increased total open position to 710
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 17.1, which was -0.85 lower than the previous day. The implied volatity was 20.02, the open interest changed by 22 which increased total open position to 505
On 17 Aug JSWSTEEL was trading at 1045.50. The strike last trading price was 65, which was -32.7 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 0
