JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.56
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 5.65 | -2.4 | 19.77 | 1,262 | -58 | 459 | |||||||||
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| 21 Sept | 1122.80 | 8.25 | -1.35 | 16.65 | 1,272 | -10 | 517 | |||||||||
| 18 Sept | 1121.10 | 9.75 | 1.75 | 20.00 | 1,304 | -175 | 526 | |||||||||
| 14 Sept | 1099.00 | 6.5 | -0.75 | 19.29 | 490 | 62 | 549 | |||||||||
For Jsw Steel Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.28
Historical price for 1140 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 5.65, which was -2.4 lower than the previous day. The implied volatity was 19.77, the open interest changed by -58 which decreased total open position to 459
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 8.25, which was -1.35 lower than the previous day. The implied volatity was 16.65, the open interest changed by -10 which decreased total open position to 517
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 9.75, which was 1.75 higher than the previous day. The implied volatity was 20.00, the open interest changed by -175 which decreased total open position to 526
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 19.29, the open interest changed by 62 which increased total open position to 549
| JSWSTEEL 30SEP2025 1140 PE | |||||||
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Delta: -0.77
Vega: 0.50
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 22.75 | 0.55 | 15.25 | 201 | -2 | 93 |
| 21 Sept | 1122.80 | 21.45 | -1.6 | 19.51 | 127 | 4 | 93 |
| 18 Sept | 1121.10 | 23.35 | -8.45 | 17.53 | 337 | 51 | 95 |
| 14 Sept | 1099.00 | 41 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.77
Historical price for 1140 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 22.75, which was 0.55 higher than the previous day. The implied volatity was 15.25, the open interest changed by -2 which decreased total open position to 93
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 21.45, which was -1.6 lower than the previous day. The implied volatity was 19.51, the open interest changed by 4 which increased total open position to 93
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 23.35, which was -8.45 lower than the previous day. The implied volatity was 17.53, the open interest changed by 51 which increased total open position to 95
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
