JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.63
Theta: -1.01
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 19.7 | -3.2 | 21.10 | 1,171 | -79 | 386 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1122.80 | 23.5 | -1.05 | 15.21 | 1,182 | -78 | 469 | |||||||||
| 18 Sept | 1121.10 | 24.85 | 4.45 | 20.66 | 3,219 | -549 | 553 | |||||||||
| 14 Sept | 1099.00 | 15.95 | -1.3 | 18.81 | 859 | 13 | 416 | |||||||||
For Jsw Steel Limited - strike price 1110 expiring on 30SEP2025
Delta for 1110 CE is 0.62
Historical price for 1110 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 19.7, which was -3.2 lower than the previous day. The implied volatity was 21.10, the open interest changed by -79 which decreased total open position to 386
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 23.5, which was -1.05 lower than the previous day. The implied volatity was 15.21, the open interest changed by -78 which decreased total open position to 469
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 24.85, which was 4.45 higher than the previous day. The implied volatity was 20.66, the open interest changed by -549 which decreased total open position to 553
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 15.95, which was -1.3 lower than the previous day. The implied volatity was 18.81, the open interest changed by 13 which increased total open position to 416
| JSWSTEEL 30SEP2025 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.62
Theta: -0.56
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 7 | -0.4 | 17.45 | 969 | -41 | 296 |
| 21 Sept | 1122.80 | 6.8 | -1.95 | 18.49 | 902 | -75 | 337 |
| 18 Sept | 1121.10 | 8.45 | -5.55 | 18.06 | 984 | 99 | 411 |
| 14 Sept | 1099.00 | 22 | -0.9 | 19.85 | 247 | -15 | 202 |
For Jsw Steel Limited - strike price 1110 expiring on 30SEP2025
Delta for 1110 PE is -0.35
Historical price for 1110 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 17.45, the open interest changed by -41 which decreased total open position to 296
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 6.8, which was -1.95 lower than the previous day. The implied volatity was 18.49, the open interest changed by -75 which decreased total open position to 337
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 8.45, which was -5.55 lower than the previous day. The implied volatity was 18.06, the open interest changed by 99 which increased total open position to 411
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 22, which was -0.9 lower than the previous day. The implied volatity was 19.85, the open interest changed by -15 which decreased total open position to 202
