Historical option data for JSWSTEEL
23 Jun 2026 12:16 PM IST
| JSWSTEEL 28-Jul-2026 (35d) 1250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.02
Theta: -0.63
Gamma: 0.00381
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1259.40 | 51 | -7 (-12.07%) | 25.9 | 8 | 4 | 167 | |||||||||
| 22 Jun | 1282.40 | 58 | -14.1 (-19.56%) | 24.95 | 9 | 3 | 162 | |||||||||
| 19 Jun | 1287.70 | 72.1 | 0 (0.00%) | 24.17 | 208 | 0 | 159 | |||||||||
| 18 Jun | 1293.90 | 72.95 | -23.5 (-24.36%) | 24.17 | 208 | 159 | 159 | |||||||||
| 11 Jun | 1282.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1269.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1261.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Jsw Steel Limited - strike price 1250 expiring on 28JUL2026
Delta for 1250 CE is 0.59
Historical price for 1250 CE is as follows
On 23 Jun JSWSTEEL was trading at 1259.40. The strike last trading price was 51, which was -7 lower than the previous day. The implied volatity was 25.9, the open interest changed by 4 which increased total open position to 167
On 22 Jun JSWSTEEL was trading at 1282.40. The strike last trading price was 58, which was -14.1 lower than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 162
On 19 Jun JSWSTEEL was trading at 1287.70. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 159
On 18 Jun JSWSTEEL was trading at 1293.90. The strike last trading price was 72.95, which was -23.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by 159 which increased total open position to 159
On 11 Jun JSWSTEEL was trading at 1282.30. The strike last trading price was 0, 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 10 Jun JSWSTEEL was trading at 1269.80. The strike last trading price was 0, 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 9 Jun JSWSTEEL was trading at 1261.70. The strike last trading price was 0, 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
| JSWSTEEL 28-Jul-2026 (35d) 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.01
Theta: -0.41
Gamma: 0.00357
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1259.40 | 26 | 26 (-23.53%) | 25.71 | 1 | 0 | 1 |
| 22 Jun | 1282.40 | 26 | -8 (-23.53%) | 25.71 | 1 | 0 | 0 |
| 19 Jun | 1287.70 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1293.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1282.30 | 34 | -1 (-2.86%) | 29.67 | 1 | -1 | 0 |
| 10 Jun | 1269.80 | 34 | -1 (-2.86%) | 29.67 | 1 | -1 | 0 |
| 9 Jun | 1261.70 | 35 | -5.05 (-12.61%) | 23.77 | 1 | 0 | 0 |
For Jsw Steel Limited - strike price 1250 expiring on 28JUL2026
Delta for 1250 PE is -0.35
Historical price for 1250 PE is as follows
On 23 Jun JSWSTEEL was trading at 1259.40. The strike last trading price was 26, which was 26 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 1
On 22 Jun JSWSTEEL was trading at 1282.40. The strike last trading price was 26, which was -8 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 0
On 19 Jun JSWSTEEL was trading at 1287.70. The strike last trading price was 0, 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 Jun JSWSTEEL was trading at 1293.90. The strike last trading price was 0, 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 11 Jun JSWSTEEL was trading at 1282.30. The strike last trading price was 34, which was -1 lower than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 0
On 10 Jun JSWSTEEL was trading at 1269.80. The strike last trading price was 34, which was -1 lower than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 0
On 9 Jun JSWSTEEL was trading at 1261.70. The strike last trading price was 35, which was -5.05 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 0
