JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1170 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.27
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 1.45 | -0.8 | 21.47 | 170 | -11 | 389 | |||||||||
| 21 Sept | 1122.80 | 2.3 | -0.7 | 18.13 | 263 | 2 | 401 | |||||||||
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| 18 Sept | 1121.10 | 2.95 | 0.15 | 20.16 | 300 | 89 | 398 | |||||||||
| 14 Sept | 1099.00 | 2.6 | -0.35 | 20.57 | 63 | -14 | 308 | |||||||||
For Jsw Steel Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 CE is 0.09
Historical price for 1170 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 21.47, the open interest changed by -11 which decreased total open position to 389
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 18.13, the open interest changed by 2 which increased total open position to 401
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 20.16, the open interest changed by 89 which increased total open position to 398
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 20.57, the open interest changed by -14 which decreased total open position to 308
| JSWSTEEL 30SEP2025 1170 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 | 49.4 | 2.6 | - | 27 | 4 | 9 |
| 21 Sept | 1122.80 | 46.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1121.10 | 46.8 | -80 | 16.41 | 10 | 5 | 5 |
| 14 Sept | 1099.00 | 126.8 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 PE is -
Historical price for 1170 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 49.4, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 46.8, 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
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 46.8, which was -80 lower than the previous day. The implied volatity was 16.41, the open interest changed by 5 which increased total open position to 5
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 126.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
