JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.35
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 2.25 | -1.2 | 20.71 | 731 | -13 | 627 | |||||||||
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| 21 Sept | 1122.80 | 3.65 | -0.8 | 17.75 | 630 | -13 | 640 | |||||||||
| 18 Sept | 1121.10 | 4.45 | 0.45 | 19.95 | 1,014 | 331 | 653 | |||||||||
| 14 Sept | 1099.00 | 3.45 | -0.5 | 19.97 | 351 | -55 | 325 | |||||||||
For Jsw Steel Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.13
Historical price for 1160 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 2.25, which was -1.2 lower than the previous day. The implied volatity was 20.71, the open interest changed by -13 which decreased total open position to 627
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 3.65, which was -0.8 lower than the previous day. The implied volatity was 17.75, the open interest changed by -13 which decreased total open position to 640
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 19.95, the open interest changed by 331 which increased total open position to 653
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 3.45, which was -0.5 lower than the previous day. The implied volatity was 19.97, the open interest changed by -55 which decreased total open position to 325
| JSWSTEEL 30SEP2025 1160 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 38.8 | 1.6 | - | 51 | -2 | 19 |
| 21 Sept | 1122.80 | 37.2 | -1.85 | 22.14 | 5 | 1 | 22 |
| 18 Sept | 1121.10 | 38.1 | -7.1 | 16.66 | 25 | 1 | 21 |
| 14 Sept | 1099.00 | 59.2 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -
Historical price for 1160 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 38.8, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 19
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 37.2, which was -1.85 lower than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 22
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 38.1, which was -7.1 lower than the previous day. The implied volatity was 16.66, 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 59.2, 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
