JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 11:04 AM IST
JIOFIN 26DEC2024 300 CE | ||||||||||
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Delta: 0.84
Vega: 0.16
Theta: -0.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 341.40 | 47 | 1.50 | 73.74 | 1 | 0 | 41 | |||
11 Dec | 343.00 | 45.5 | 8.00 | 44.62 | 13 | 4 | 42 | |||
10 Dec | 335.10 | 37.5 | -1.50 | 42.62 | 12 | -2 | 37 | |||
9 Dec | 336.85 | 39 | -4.45 | 42.27 | 5 | 0 | 34 | |||
6 Dec | 338.90 | 43.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
5 Dec | 341.50 | 43.45 | -3.65 | 32.58 | 2 | 0 | 33 | |||
4 Dec | 345.20 | 47.1 | 4.05 | 31.73 | 15 | 10 | 34 | |||
3 Dec | 340.35 | 43.05 | 10.05 | - | 9 | 2 | 23 | |||
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2 Dec | 329.70 | 33 | 1.55 | 30.28 | 5 | 2 | 20 | |||
29 Nov | 328.35 | 31.45 | 26.34 | 20 | 16 | 16 |
For Jio Fin Services Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 CE is 0.84
Historical price for 300 CE is as follows
On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 47, which was 1.50 higher than the previous day. The implied volatity was 73.74, the open interest changed by 0 which decreased total open position to 41
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 45.5, which was 8.00 higher than the previous day. The implied volatity was 44.62, the open interest changed by 4 which increased total open position to 42
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 37.5, which was -1.50 lower than the previous day. The implied volatity was 42.62, the open interest changed by -2 which decreased total open position to 37
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 39, which was -4.45 lower than the previous day. The implied volatity was 42.27, the open interest changed by 0 which decreased total open position to 34
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 43.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 43.45, which was -3.65 lower than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 33
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 47.1, which was 4.05 higher than the previous day. The implied volatity was 31.73, the open interest changed by 10 which increased total open position to 34
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 43.05, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 33, which was 1.55 higher than the previous day. The implied volatity was 30.28, the open interest changed by 2 which increased total open position to 20
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 31.45, which was lower than the previous day. The implied volatity was 26.34, the open interest changed by 16 which increased total open position to 16
JIOFIN 26DEC2024 300 PE | |||||||
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Delta: -0.03
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 341.40 | 0.3 | 0.00 | 36.98 | 33 | 17 | 333 |
11 Dec | 343.00 | 0.3 | -0.10 | 37.12 | 184 | 5 | 323 |
10 Dec | 335.10 | 0.4 | 0.00 | 32.29 | 127 | -17 | 318 |
9 Dec | 336.85 | 0.4 | 0.00 | 32.33 | 137 | 3 | 330 |
6 Dec | 338.90 | 0.4 | 0.05 | 31.38 | 92 | 34 | 326 |
5 Dec | 341.50 | 0.35 | -0.05 | 31.58 | 147 | 4 | 292 |
4 Dec | 345.20 | 0.4 | -0.20 | 33.45 | 410 | -159 | 288 |
3 Dec | 340.35 | 0.6 | -0.45 | 33.83 | 558 | -34 | 487 |
2 Dec | 329.70 | 1.05 | -0.60 | 30.03 | 499 | 2 | 521 |
29 Nov | 328.35 | 1.65 | 31.24 | 1,040 | 507 | 507 |
For Jio Fin Services Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 PE is -0.03
Historical price for 300 PE is as follows
On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 36.98, the open interest changed by 17 which increased total open position to 333
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 37.12, the open interest changed by 5 which increased total open position to 323
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 32.29, the open interest changed by -17 which decreased total open position to 318
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 32.33, the open interest changed by 3 which increased total open position to 330
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by 34 which increased total open position to 326
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.58, the open interest changed by 4 which increased total open position to 292
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 33.45, the open interest changed by -159 which decreased total open position to 288
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by -34 which decreased total open position to 487
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 30.03, the open interest changed by 2 which increased total open position to 521
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 31.24, the open interest changed by 507 which increased total open position to 507