JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.66
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 13.4 | -3.55 | 19.95 | 1,863 | -87 | 905 | |||||||||
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| 21 Sept | 1122.80 | 17.6 | -0.9 | 16.32 | 1,683 | -2 | 980 | |||||||||
| 18 Sept | 1121.10 | 18.85 | 3.5 | 20.41 | 2,420 | -187 | 1,010 | |||||||||
| 14 Sept | 1099.00 | 12.2 | -1 | 19.12 | 1,010 | -29 | 1,091 | |||||||||
For Jsw Steel Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.51
Historical price for 1120 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 13.4, which was -3.55 lower than the previous day. The implied volatity was 19.95, the open interest changed by -87 which decreased total open position to 905
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 17.6, which was -0.9 lower than the previous day. The implied volatity was 16.32, the open interest changed by -2 which decreased total open position to 980
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 18.85, which was 3.5 higher than the previous day. The implied volatity was 20.41, the open interest changed by -187 which decreased total open position to 1010
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 12.2, which was -1 lower than the previous day. The implied volatity was 19.12, the open interest changed by -29 which decreased total open position to 1091
| JSWSTEEL 30SEP2025 1120 PE | |||||||
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Delta: -0.49
Vega: 0.66
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 10.7 | -0.5 | 16.55 | 1,215 | 4 | 438 |
| 21 Sept | 1122.80 | 10.65 | -1.95 | 18.88 | 1,512 | 74 | 428 |
| 18 Sept | 1121.10 | 12 | -6.95 | 17.46 | 1,249 | 193 | 364 |
| 14 Sept | 1099.00 | 28.25 | -0.75 | 20.25 | 132 | 24 | 135 |
For Jsw Steel Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.49
Historical price for 1120 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 10.7, which was -0.5 lower than the previous day. The implied volatity was 16.55, the open interest changed by 4 which increased total open position to 438
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 10.65, which was -1.95 lower than the previous day. The implied volatity was 18.88, the open interest changed by 74 which increased total open position to 428
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 12, which was -6.95 lower than the previous day. The implied volatity was 17.46, the open interest changed by 193 which increased total open position to 364
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 28.25, which was -0.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 24 which increased total open position to 135
