JSWSTEEL 27 Feb 2025 Put 990JSWSTEEL 27 Feb 2025 Put 990JSWSTEEL 27 Feb 2025 Put 990

JSWSTEEL 27 Feb 2025 Put 990

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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
990.00
Volume
Point value
675INR
Lot size
675
Implied volatility
24.00%
Expiration date
Feb 27, 2025
Time to expiration
7 days

Pricing model


Delta
−0.60
Gamma
0.012
Rho
−0.12
Theta
−0.88
Vega
0.54
Theor price
18.25INR

About JSWSTEEL250227P990


Underlying
Option style
European
Sector
Non-Energy Minerals
Industry
Steel
JSW Steel Ltd. is a holding company, which engages in the production, distribution, and trade of iron and steel products. It offers hot rolled and cold rolled coils and sheets; galvanized coils and corrugated sheets; galvalume products; steel doors; and light steel building solutions. It operates and markets through the following brands: Vishwas, Vishwas+, Colouron, Colouron+, Pragati, Neosteel, Galvos, Galveco, Trusteel, and Avante. The company was founded by Om Prakash Jindal on March 15, 1994 and is headquartered in Mumbai, India.