JSWSTEEL
Jsw Steel Limited
Historical option data for JSWSTEEL
22 Sep 2025 08:00 PM IST
| JSWSTEEL 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.00 | 96.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1122.80 | 96.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1121.10 | 96.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1099.00 | 96.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 96.65, 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 96.65, 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 96.65, 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 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 96.65, 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
| JSWSTEEL 30SEP2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.00 | 0.15 | -0.05 | 42.53 | 19 | -1 | 702 |
| 21 Sept | 1122.80 | 0.2 | -0.15 | 38.77 | 23 | 0 | 703 |
| 18 Sept | 1121.10 | 0.35 | 0 | 0.00 | 0 | -5 | 0 |
| 14 Sept | 1099.00 | 0.25 | -0.05 | 27.79 | 2 | -2 | 758 |
For Jsw Steel Limited - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.01
Historical price for 960 PE is as follows
On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.53, the open interest changed by -1 which decreased total open position to 702
On 21 Sept JSWSTEEL was trading at 1122.80. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.77, the open interest changed by 0 which decreased total open position to 703
On 18 Sept JSWSTEEL was trading at 1121.10. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 27.79, the open interest changed by -2 which decreased total open position to 758
