JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 11:54 AM IST
| JIOFIN 26DEC2024 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.16
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 340.00 | 23 | -2.80 | 32.99 | 20 | -5 | 94 | |||
| 11 Dec | 343.00 | 25.8 | 5.70 | 29.46 | 70 | 3 | 98 | |||
| 10 Dec | 335.10 | 20.1 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 9 Dec | 336.85 | 20.1 | -2.10 | 29.69 | 40 | 19 | 94 | |||
| 6 Dec | 338.90 | 22.2 | -2.05 | 25.94 | 36 | 13 | 73 | |||
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| 5 Dec | 341.50 | 24.25 | -3.75 | 22.05 | 9 | 0 | 60 | |||
| 4 Dec | 345.20 | 28 | 3.60 | 26.40 | 54 | 10 | 61 | |||
| 3 Dec | 340.35 | 24.4 | 8.10 | 17.51 | 81 | -21 | 51 | |||
| 2 Dec | 329.70 | 16.3 | 0.30 | 27.25 | 133 | 27 | 73 | |||
| 29 Nov | 328.35 | 16 | 27.75 | 95 | 46 | 46 | ||||
For Jio Fin Services Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 CE is 0.85
Historical price for 320 CE is as follows
On 12 Dec JIOFIN was trading at 340.00. The strike last trading price was 23, which was -2.80 lower than the previous day. The implied volatity was 32.99, the open interest changed by -5 which decreased total open position to 94
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 25.8, which was 5.70 higher than the previous day. The implied volatity was 29.46, the open interest changed by 3 which increased total open position to 98
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 20.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 20.1, which was -2.10 lower than the previous day. The implied volatity was 29.69, the open interest changed by 19 which increased total open position to 94
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 22.2, which was -2.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 13 which increased total open position to 73
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 24.25, which was -3.75 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 60
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 28, which was 3.60 higher than the previous day. The implied volatity was 26.40, the open interest changed by 10 which increased total open position to 61
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 24.4, which was 8.10 higher than the previous day. The implied volatity was 17.51, the open interest changed by -21 which decreased total open position to 51
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 16.3, which was 0.30 higher than the previous day. The implied volatity was 27.25, the open interest changed by 27 which increased total open position to 73
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 16, which was lower than the previous day. The implied volatity was 27.75, the open interest changed by 46 which increased total open position to 46
| JIOFIN 26DEC2024 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.12
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.00 | 0.9 | -0.10 | 26.51 | 497 | 92 | 796 |
| 11 Dec | 343.00 | 1 | -0.85 | 29.56 | 1,359 | -181 | 705 |
| 10 Dec | 335.10 | 1.85 | 0.15 | 26.60 | 391 | -38 | 890 |
| 9 Dec | 336.85 | 1.7 | -0.05 | 26.43 | 336 | 39 | 929 |
| 6 Dec | 338.90 | 1.75 | 0.05 | 26.86 | 547 | 96 | 899 |
| 5 Dec | 341.50 | 1.7 | 0.25 | 28.05 | 445 | 41 | 803 |
| 4 Dec | 345.20 | 1.45 | -0.60 | 28.76 | 1,363 | 269 | 760 |
| 3 Dec | 340.35 | 2.05 | -2.20 | 29.33 | 917 | 85 | 500 |
| 2 Dec | 329.70 | 4.25 | -1.35 | 27.24 | 337 | 38 | 416 |
| 29 Nov | 328.35 | 5.6 | 28.72 | 772 | 349 | 349 | |
For Jio Fin Services Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.10
Historical price for 320 PE is as follows
On 12 Dec JIOFIN was trading at 340.00. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 26.51, the open interest changed by 92 which increased total open position to 796
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 29.56, the open interest changed by -181 which decreased total open position to 705
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by -38 which decreased total open position to 890
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 39 which increased total open position to 929
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 26.86, the open interest changed by 96 which increased total open position to 899
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 28.05, the open interest changed by 41 which increased total open position to 803
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 28.76, the open interest changed by 269 which increased total open position to 760
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 2.05, which was -2.20 lower than the previous day. The implied volatity was 29.33, the open interest changed by 85 which increased total open position to 500
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 27.24, the open interest changed by 38 which increased total open position to 416
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was 28.72, the open interest changed by 349 which increased total open position to 349
