JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
28 Sep 2025 10:06 PM IST
| JSWSTEEL 28-OCT-2025 1200 CE | ||||||||||||||||
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Delta: 0.25
Vega: 1.06
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1130.80 | 12 | -6.55 | 24.99 | 2,141 | 263 | 537 | |||||||||
| 22 Sept | 1117.00 | 8.75 | -2 | 22.49 | 30 | 13 | 64 | |||||||||
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| 21 Sept | 1122.80 | 11 | -0.4 | 21.97 | 21 | 10 | 49 | |||||||||
| 18 Sept | 1121.10 | 11.15 | 1.4 | 22.73 | 6 | 1 | 41 | |||||||||
| 14 Sept | 1099.00 | 8.6 | -1.45 | 22.55 | 13 | 9 | 9 | |||||||||
For Jsw Steel Limited - strike price 1200 expiring on 28OCT2025
Delta for 1200 CE is 0.25
Historical price for 1200 CE is as follows
On 28 Sept JSWSTEEL was trading at 1130.80. The strike last trading price was 12, which was -6.55 lower than the previous day. The implied volatity was 24.99, the open interest changed by 263 which increased total open position to 537
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 8.75, which was -2 lower than the previous day. The implied volatity was 22.49, the open interest changed by 13 which increased total open position to 64
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 11, which was -0.4 lower than the previous day. The implied volatity was 21.97, the open interest changed by 10 which increased total open position to 49
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 11.15, which was 1.4 higher than the previous day. The implied volatity was 22.73, the open interest changed by 1 which increased total open position to 41
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 8.6, which was -1.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by 9 which increased total open position to 9
| JSWSTEEL 28OCT2025 1200 PE | |||||||
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Delta: -0.75
Vega: 1.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1130.80 | 73.15 | 12.5 | 25.11 | 57 | 17 | 50 |
| 22 Sept | 1117.00 | 77 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1122.80 | 77 | -2.5 | 25.25 | 2 | 0 | 7 |
| 18 Sept | 1121.10 | 79.5 | -14.7 | 24.64 | 4 | 0 | 4 |
| 14 Sept | 1099.00 | 94.2 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1200 expiring on 28OCT2025
Delta for 1200 PE is -0.75
Historical price for 1200 PE is as follows
On 28 Sept JSWSTEEL was trading at 1130.80. The strike last trading price was 73.15, which was 12.5 higher than the previous day. The implied volatity was 25.11, the open interest changed by 17 which increased total open position to 50
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 77, 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 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 77, which was -2.5 lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 7
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 79.5, which was -14.7 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 4
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 94.2, 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
