JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 1220 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.00 | 0.35 | -0.2 | 27.94 | 21 | 0 | 288 | |||||||||
| 21 Sept | 1122.80 | 0.55 | -0.1 | 23.69 | 35 | -6 | 289 | |||||||||
| 18 Sept | 1121.10 | 0.75 | 0.15 | 24.95 | 91 | 5 | 292 | |||||||||
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| 14 Sept | 1099.00 | 0.5 | -0.1 | 22.41 | 7 | -1 | 255 | |||||||||
For Jsw Steel Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.02
Historical price for 1220 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 288
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 23.69, the open interest changed by -6 which decreased total open position to 289
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 24.95, the open interest changed by 5 which increased total open position to 292
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 22.41, the open interest changed by -1 which decreased total open position to 255
| JSWSTEEL 30SEP2025 1220 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 | 186.25 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1122.80 | 186.25 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1121.10 | 186.25 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1099.00 | 186.25 | 0 | - | 0 | 0 | 0 |
For Jsw Steel Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -
Historical price for 1220 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 186.25, 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
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 186.25, 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
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 186.25, 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
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 186.25, 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
