JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.12
Theta: -0.21
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1117.00 | 0.55 | -0.25 | 25.13 | 254 | -17 | 1,680 | |||||||||
| 21 Sept | 1122.80 | 0.8 | -0.3 | 20.90 | 319 | 10 | 1,697 | |||||||||
| 18 Sept | 1121.10 | 1 | -0.05 | 21.99 | 252 | 5 | 1,688 | |||||||||
| 14 Sept | 1099.00 | 1 | -0.2 | 21.79 | 510 | -9 | 1,632 | |||||||||
For Jsw Steel Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.03
Historical price for 1200 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 25.13, the open interest changed by -17 which decreased total open position to 1680
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 20.90, the open interest changed by 10 which increased total open position to 1697
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 21.99, the open interest changed by 5 which increased total open position to 1688
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 21.79, the open interest changed by -9 which decreased total open position to 1632
| JSWSTEEL 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 76.5 | 2.8 | - | 8 | -2 | 9 |
| 21 Sept | 1122.80 | 73.7 | -0.5 | 27.99 | 5 | 0 | 11 |
| 18 Sept | 1121.10 | 74.2 | -9.1 | - | 16 | -1 | 11 |
| 14 Sept | 1099.00 | 96.8 | 0 | 0.00 | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -
Historical price for 1200 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 76.5, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 73.7, which was -0.5 lower than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 11
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 74.2, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 96.8, 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
