JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1150 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.45
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 3.5 | -1.9 | 20.00 | 1,594 | -14 | 579 | |||||||||
| 21 Sept | 1122.80 | 5.55 | -1.15 | 17.22 | 1,194 | -151 | 597 | |||||||||
| 18 Sept | 1121.10 | 6.7 | 1.05 | 19.96 | 872 | 77 | 734 | |||||||||
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| 14 Sept | 1099.00 | 4.8 | -0.6 | 19.69 | 559 | 18 | 489 | |||||||||
For Jsw Steel Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 CE is 0.19
Historical price for 1150 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 3.5, which was -1.9 lower than the previous day. The implied volatity was 20.00, the open interest changed by -14 which decreased total open position to 579
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 5.55, which was -1.15 lower than the previous day. The implied volatity was 17.22, the open interest changed by -151 which decreased total open position to 597
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 6.7, which was 1.05 higher than the previous day. The implied volatity was 19.96, the open interest changed by 77 which increased total open position to 734
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 4.8, which was -0.6 lower than the previous day. The implied volatity was 19.69, the open interest changed by 18 which increased total open position to 489
| JSWSTEEL 30SEP2025 1150 PE | |||||||
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Delta: -0.88
Vega: 0.34
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 31 | 0.9 | 15.07 | 119 | 7 | 60 |
| 21 Sept | 1122.80 | 30.1 | -1 | 22.39 | 62 | -2 | 54 |
| 18 Sept | 1121.10 | 29.9 | -9.95 | 16.54 | 27 | 8 | 54 |
| 14 Sept | 1099.00 | 50.75 | 0.25 | 21.33 | 53 | -2 | 60 |
For Jsw Steel Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 PE is -0.88
Historical price for 1150 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 31, which was 0.9 higher than the previous day. The implied volatity was 15.07, the open interest changed by 7 which increased total open position to 60
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 30.1, which was -1 lower than the previous day. The implied volatity was 22.39, the open interest changed by -2 which decreased total open position to 54
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 29.9, which was -9.95 lower than the previous day. The implied volatity was 16.54, the open interest changed by 8 which increased total open position to 54
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 50.75, which was 0.25 higher than the previous day. The implied volatity was 21.33, the open interest changed by -2 which decreased total open position to 60
