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[--[65.84.65.76]--]
JIOFIN
Jio Fin Services Ltd

338.7 -4.30 (-1.25%)

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Historical option data for JIOFIN

12 Dec 2024 12:04 PM IST
JIOFIN 26DEC2024 300 CE
Delta: 0.91
Vega: 0.11
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 340.05 42.8 -2.70 51.44 3 -1 40
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
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 0.91

Historical price for 300 CE is as follows

On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 42.8, which was -2.70 lower than the previous day. The implied volatity was 51.44, the open interest changed by -1 which decreased total open position to 40


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
Delta: -0.03
Vega: 0.04
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 340.05 0.25 -0.05 35.15 39 16 332
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 340.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by 16 which increased total open position to 332


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