JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
27 Dec 2024 04:14 PM IST
| JIOFIN 30JAN2025 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.22
Theta: -0.17
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 304.95 | 30.35 | -0.35 | 32.20 | 2 | 1 | 7 | |||
| 26 Dec | 305.55 | 30.7 | 1.70 | 32.64 | 2 | 0 | 5 | |||
| 24 Dec | 304.70 | 29 | -1.00 | 24.59 | 2 | 1 | 4 | |||
| 23 Dec | 304.70 | 30 | 0.00 | 29.13 | 2 | 0 | 2 | |||
| 20 Dec | 304.30 | 30 | -7.25 | 25.11 | 7 | -6 | 1 | |||
|
|
||||||||||
| 19 Dec | 313.00 | 37.25 | -15.15 | 20.58 | 7 | 6 | 6 | |||
| 18 Dec | 324.60 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 335.10 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 336.85 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 345.20 | 52.4 | - | 0 | 0 | 0 | ||||
For Jio Fin Services Ltd - strike price 280 expiring on 30JAN2025
Delta for 280 CE is 0.85
Historical price for 280 CE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 30.35, which was -0.35 lower than the previous day. The implied volatity was 32.20, the open interest changed by 1 which increased total open position to 7
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 30.7, which was 1.70 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 5
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 29, which was -1.00 lower than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 4
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 2
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 30, which was -7.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by -6 which decreased total open position to 1
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 37.25, which was -15.15 lower than the previous day. The implied volatity was 20.58, the open interest changed by 6 which increased total open position to 6
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 52.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JIOFIN 30JAN2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.19
Theta: -0.07
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 304.95 | 1.7 | -0.35 | 28.31 | 386 | 149 | 563 |
| 26 Dec | 305.55 | 2.05 | -0.25 | 29.76 | 250 | 80 | 414 |
| 24 Dec | 304.70 | 2.3 | -0.70 | 29.94 | 280 | 122 | 333 |
| 23 Dec | 304.70 | 3 | -0.50 | 32.53 | 263 | 89 | 210 |
| 20 Dec | 304.30 | 3.5 | 1.70 | 33.73 | 82 | 41 | 119 |
| 19 Dec | 313.00 | 1.8 | 1.10 | 31.17 | 139 | 74 | 77 |
| 18 Dec | 324.60 | 0.7 | -0.05 | 29.28 | 2 | 1 | 2 |
| 10 Dec | 335.10 | 0.75 | -0.35 | 31.42 | 17 | 1 | 1 |
| 9 Dec | 336.85 | 1.1 | 0.10 | 34.57 | 2 | 1 | 1 |
| 4 Dec | 345.20 | 1 | 35.67 | 2 | 1 | 1 | |
For Jio Fin Services Ltd - strike price 280 expiring on 30JAN2025
Delta for 280 PE is -0.13
Historical price for 280 PE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 28.31, the open interest changed by 149 which increased total open position to 563
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 29.76, the open interest changed by 80 which increased total open position to 414
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 29.94, the open interest changed by 122 which increased total open position to 333
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 32.53, the open interest changed by 89 which increased total open position to 210
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 3.5, which was 1.70 higher than the previous day. The implied volatity was 33.73, the open interest changed by 41 which increased total open position to 119
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 1.8, which was 1.10 higher than the previous day. The implied volatity was 31.17, the open interest changed by 74 which increased total open position to 77
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 29.28, the open interest changed by 1 which increased total open position to 2
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 31.42, the open interest changed by 1 which increased total open position to 1
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 34.57, the open interest changed by 1 which increased total open position to 1
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 35.67, the open interest changed by 1 which increased total open position to 1
