JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 12:04 PM IST
| JIOFIN 26DEC2024 325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.19
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 340.05 | 18.85 | -2.55 | 31.49 | 9 | 5 | 55 | |||
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| 11 Dec | 343.00 | 21.4 | 6.80 | 28.81 | 155 | -32 | 52 | |||
| 10 Dec | 335.10 | 14.6 | -1.40 | 27.95 | 17 | 6 | 84 | |||
| 9 Dec | 336.85 | 16 | -2.25 | 28.24 | 13 | 0 | 79 | |||
| 6 Dec | 338.90 | 18.25 | -2.75 | 26.26 | 46 | 25 | 80 | |||
| 5 Dec | 341.50 | 21 | -2.50 | 28.96 | 24 | 12 | 54 | |||
| 4 Dec | 345.20 | 23.5 | 2.85 | 25.32 | 20 | -4 | 42 | |||
| 3 Dec | 340.35 | 20.65 | 7.60 | 22.51 | 101 | -20 | 47 | |||
| 2 Dec | 329.70 | 13.05 | -3.75 | 27.18 | 116 | 48 | 68 | |||
| 29 Nov | 328.35 | 16.8 | 38.92 | 41 | 18 | 18 | ||||
For Jio Fin Services Ltd - strike price 325 expiring on 26DEC2024
Delta for 325 CE is 0.80
Historical price for 325 CE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 18.85, which was -2.55 lower than the previous day. The implied volatity was 31.49, the open interest changed by 5 which increased total open position to 55
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 21.4, which was 6.80 higher than the previous day. The implied volatity was 28.81, the open interest changed by -32 which decreased total open position to 52
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 14.6, which was -1.40 lower than the previous day. The implied volatity was 27.95, the open interest changed by 6 which increased total open position to 84
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 16, which was -2.25 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 79
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 18.25, which was -2.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 25 which increased total open position to 80
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 21, which was -2.50 lower than the previous day. The implied volatity was 28.96, the open interest changed by 12 which increased total open position to 54
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 23.5, which was 2.85 higher than the previous day. The implied volatity was 25.32, the open interest changed by -4 which decreased total open position to 42
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 20.65, which was 7.60 higher than the previous day. The implied volatity was 22.51, the open interest changed by -20 which decreased total open position to 47
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 13.05, which was -3.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 48 which increased total open position to 68
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was 38.92, the open interest changed by 18 which increased total open position to 18
| JIOFIN 26DEC2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.16
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.05 | 1.5 | 0.05 | 25.90 | 266 | 68 | 531 |
| 11 Dec | 343.00 | 1.45 | -1.55 | 28.08 | 833 | -22 | 465 |
| 10 Dec | 335.10 | 3 | 0.25 | 26.52 | 229 | 47 | 488 |
| 9 Dec | 336.85 | 2.75 | 0.05 | 26.32 | 211 | 49 | 439 |
| 6 Dec | 338.90 | 2.7 | 0.20 | 26.62 | 111 | 0 | 387 |
| 5 Dec | 341.50 | 2.5 | 0.30 | 27.50 | 267 | 19 | 386 |
| 4 Dec | 345.20 | 2.2 | -0.75 | 28.60 | 497 | 182 | 365 |
| 3 Dec | 340.35 | 2.95 | -3.05 | 28.98 | 299 | 81 | 179 |
| 2 Dec | 329.70 | 6 | -1.65 | 27.28 | 120 | 52 | 98 |
| 29 Nov | 328.35 | 7.65 | 29.08 | 93 | 46 | 46 | |
For Jio Fin Services Ltd - strike price 325 expiring on 26DEC2024
Delta for 325 PE is -0.16
Historical price for 325 PE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 25.90, the open interest changed by 68 which increased total open position to 531
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was 28.08, the open interest changed by -22 which decreased total open position to 465
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 26.52, the open interest changed by 47 which increased total open position to 488
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by 49 which increased total open position to 439
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 387
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 27.50, the open interest changed by 19 which increased total open position to 386
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 28.60, the open interest changed by 182 which increased total open position to 365
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 2.95, which was -3.05 lower than the previous day. The implied volatity was 28.98, the open interest changed by 81 which increased total open position to 179
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by 52 which increased total open position to 98
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was 29.08, the open interest changed by 46 which increased total open position to 46
