JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
28 Sep 2025 10:06 PM IST
| JSWSTEEL 28-OCT-2025 1120 CE | ||||||||||||||||
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Delta: 0.60
Vega: 1.29
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1130.80 | 43 | -12.9 | 25.01 | 40 | -12 | 342 | |||||||||
| 22 Sept | 1117.00 | 36.5 | -2.5 | 22.80 | 220 | 62 | 156 | |||||||||
| 21 Sept | 1122.80 | 39 | -1.1 | 20.25 | 39 | 14 | 94 | |||||||||
| 18 Sept | 1121.10 | 41.2 | 7.2 | 23.32 | 44 | 11 | 80 | |||||||||
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| 14 Sept | 1099.00 | 28.3 | -2.2 | 20.13 | 8 | 6 | 44 | |||||||||
| 17 Aug | 1045.50 | 0 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1120 expiring on 28OCT2025
Delta for 1120 CE is 0.60
Historical price for 1120 CE is as follows
On 28 Sept JSWSTEEL was trading at 1130.80. The strike last trading price was 43, which was -12.9 lower than the previous day. The implied volatity was 25.01, the open interest changed by -12 which decreased total open position to 342
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 36.5, which was -2.5 lower than the previous day. The implied volatity was 22.80, the open interest changed by 62 which increased total open position to 156
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 39, which was -1.1 lower than the previous day. The implied volatity was 20.25, the open interest changed by 14 which increased total open position to 94
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 41.2, which was 7.2 higher than the previous day. The implied volatity was 23.32, the open interest changed by 11 which increased total open position to 80
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 28.3, which was -2.2 lower than the previous day. The implied volatity was 20.13, the open interest changed by 6 which increased total open position to 44
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 3.08, the open interest changed by 0 which decreased total open position to 0
| JSWSTEEL 28OCT2025 1120 PE | |||||||
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Delta: -0.40
Vega: 1.29
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1130.80 | 26.4 | 8.6 | 26.31 | 183 | -12 | 127 |
| 22 Sept | 1117.00 | 28.8 | 1.15 | 23.73 | 62 | 20 | 52 |
| 21 Sept | 1122.80 | 27.1 | -0.6 | 24.12 | 22 | 10 | 31 |
| 18 Sept | 1121.10 | 27.7 | -5.05 | 22.98 | 2 | 1 | 21 |
| 14 Sept | 1099.00 | 96.5 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1045.50 | 0 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1120 expiring on 28OCT2025
Delta for 1120 PE is -0.40
Historical price for 1120 PE is as follows
On 28 Sept JSWSTEEL was trading at 1130.80. The strike last trading price was 26.4, which was 8.6 higher than the previous day. The implied volatity was 26.31, the open interest changed by -12 which decreased total open position to 127
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 28.8, which was 1.15 higher than the previous day. The implied volatity was 23.73, the open interest changed by 20 which increased total open position to 52
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 27.1, which was -0.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by 10 which increased total open position to 31
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 27.7, which was -5.05 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 21
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 96.5, 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
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
