[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

1117 -5.80 (-0.52%)

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Historical option data for JSWSTEEL

22 Sep 2025 08:00 PM IST
JSWSTEEL 30SEP2025 970 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 75.3 0 0.00 0 0 0
21 Sept 1122.80 75.3 0 0.00 0 0 0
18 Sept 1121.10 75.3 0 0.00 0 0 0
14 Sept 1099.00 75.3 0 0.00 0 0 0


For Jsw Steel Limited - strike price 970 expiring on 30SEP2025

Delta for 970 CE is 0.00

Historical price for 970 CE is as follows

On 22 Sept JSWSTEEL was trading at 1117.00. The strike last trading price was 75.3, 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 75.3, 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 75.3, 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 75.3, 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 970 PE
Delta: -0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1117.00 0.15 -0.05 39.98 20 0 431
21 Sept 1122.80 0.2 -0.15 36.54 2 0 431
18 Sept 1121.10 0.35 0 37.18 18 -5 431
14 Sept 1099.00 0.4 -0.15 27.80 16 -15 440


For Jsw Steel Limited - strike price 970 expiring on 30SEP2025

Delta for 970 PE is -0.01

Historical price for 970 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 39.98, the open interest changed by 0 which decreased total open position to 431


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 36.54, the open interest changed by 0 which decreased total open position to 431


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 37.18, the open interest changed by -5 which decreased total open position to 431


On 14 Sept JSWSTEEL was trading at 1099.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 27.80, the open interest changed by -15 which decreased total open position to 440