JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1130 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.64
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 9.1 | -2.75 | 20.09 | 1,874 | 31 | 660 | |||||||||
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| 21 Sept | 1122.80 | 12.25 | -1.25 | 16.40 | 1,497 | 53 | 631 | |||||||||
| 18 Sept | 1121.10 | 13.7 | 2.6 | 20.06 | 1,095 | -6 | 575 | |||||||||
| 14 Sept | 1099.00 | 8.9 | -1.15 | 19.08 | 603 | 66 | 782 | |||||||||
For Jsw Steel Limited - strike price 1130 expiring on 30SEP2025
Delta for 1130 CE is 0.39
Historical price for 1130 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 9.1, which was -2.75 lower than the previous day. The implied volatity was 20.09, the open interest changed by 31 which increased total open position to 660
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 12.25, which was -1.25 lower than the previous day. The implied volatity was 16.40, the open interest changed by 53 which increased total open position to 631
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 13.7, which was 2.6 higher than the previous day. The implied volatity was 20.06, the open interest changed by -6 which decreased total open position to 575
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 8.9, which was -1.15 lower than the previous day. The implied volatity was 19.08, the open interest changed by 66 which increased total open position to 782
| JSWSTEEL 30SEP2025 1130 PE | |||||||
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Delta: -0.63
Vega: 0.62
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 16.4 | 0.25 | 16.57 | 635 | -9 | 484 |
| 21 Sept | 1122.80 | 15.15 | -2.35 | 18.71 | 719 | 52 | 492 |
| 18 Sept | 1121.10 | 16.9 | -7.9 | 17.21 | 369 | 42 | 437 |
| 14 Sept | 1099.00 | 35.1 | 0.15 | 20.54 | 26 | -1 | 367 |
For Jsw Steel Limited - strike price 1130 expiring on 30SEP2025
Delta for 1130 PE is -0.63
Historical price for 1130 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 16.4, which was 0.25 higher than the previous day. The implied volatity was 16.57, the open interest changed by -9 which decreased total open position to 484
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 15.15, which was -2.35 lower than the previous day. The implied volatity was 18.71, the open interest changed by 52 which increased total open position to 492
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 16.9, which was -7.9 lower than the previous day. The implied volatity was 17.21, the open interest changed by 42 which increased total open position to 437
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 35.1, which was 0.15 higher than the previous day. The implied volatity was 20.54, the open interest changed by -1 which decreased total open position to 367
