JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 11:54 AM IST
| JIOFIN 26DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.21
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 340.00 | 13.8 | -3.25 | 25.72 | 109 | 2 | 461 | |||
| 11 Dec | 343.00 | 17.05 | 6.15 | 27.08 | 1,140 | 9 | 461 | |||
| 10 Dec | 335.10 | 10.9 | -1.50 | 26.45 | 411 | 17 | 452 | |||
| 9 Dec | 336.85 | 12.4 | -2.35 | 27.51 | 247 | 9 | 428 | |||
| 6 Dec | 338.90 | 14.75 | -2.30 | 27.25 | 269 | -1 | 420 | |||
| 5 Dec | 341.50 | 17.05 | -2.80 | 27.95 | 212 | 23 | 459 | |||
| 4 Dec | 345.20 | 19.85 | 2.50 | 27.00 | 763 | -221 | 436 | |||
| 3 Dec | 340.35 | 17.35 | 7.10 | 25.16 | 1,711 | -103 | 663 | |||
| 2 Dec | 329.70 | 10.25 | -0.30 | 27.22 | 1,085 | 205 | 769 | |||
| 29 Nov | 328.35 | 10.55 | 28.54 | 1,732 | 566 | 566 | ||||
For Jio Fin Services Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.75
Historical price for 330 CE is as follows
On 12 Dec JIOFIN was trading at 340.00. The strike last trading price was 13.8, which was -3.25 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 461
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 17.05, which was 6.15 higher than the previous day. The implied volatity was 27.08, the open interest changed by 9 which increased total open position to 461
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 10.9, which was -1.50 lower than the previous day. The implied volatity was 26.45, the open interest changed by 17 which increased total open position to 452
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 12.4, which was -2.35 lower than the previous day. The implied volatity was 27.51, the open interest changed by 9 which increased total open position to 428
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 14.75, which was -2.30 lower than the previous day. The implied volatity was 27.25, the open interest changed by -1 which decreased total open position to 420
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 17.05, which was -2.80 lower than the previous day. The implied volatity was 27.95, the open interest changed by 23 which increased total open position to 459
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 19.85, which was 2.50 higher than the previous day. The implied volatity was 27.00, the open interest changed by -221 which decreased total open position to 436
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 17.35, which was 7.10 higher than the previous day. The implied volatity was 25.16, the open interest changed by -103 which decreased total open position to 663
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 10.25, which was -0.30 lower than the previous day. The implied volatity was 27.22, the open interest changed by 205 which increased total open position to 769
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was 28.54, the open interest changed by 566 which increased total open position to 566
| JIOFIN 26DEC2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.21
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.00 | 2.55 | 0.30 | 25.61 | 467 | 89 | 807 |
| 11 Dec | 343.00 | 2.25 | -2.45 | 27.35 | 1,460 | 109 | 732 |
| 10 Dec | 335.10 | 4.7 | 0.50 | 26.81 | 420 | 18 | 620 |
| 9 Dec | 336.85 | 4.2 | 0.10 | 26.12 | 317 | 17 | 588 |
| 6 Dec | 338.90 | 4.1 | 0.35 | 26.72 | 262 | 46 | 555 |
| 5 Dec | 341.50 | 3.75 | 0.50 | 27.55 | 332 | -31 | 507 |
| 4 Dec | 345.20 | 3.25 | -0.95 | 28.53 | 1,049 | 36 | 537 |
| 3 Dec | 340.35 | 4.2 | -3.90 | 28.87 | 1,161 | 46 | 506 |
| 2 Dec | 329.70 | 8.1 | -1.95 | 27.11 | 453 | 98 | 463 |
| 29 Nov | 328.35 | 10.05 | 29.34 | 767 | 368 | 368 | |
For Jio Fin Services Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.24
Historical price for 330 PE is as follows
On 12 Dec JIOFIN was trading at 340.00. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 25.61, the open interest changed by 89 which increased total open position to 807
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 2.25, which was -2.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by 109 which increased total open position to 732
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 4.7, which was 0.50 higher than the previous day. The implied volatity was 26.81, the open interest changed by 18 which increased total open position to 620
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 4.2, which was 0.10 higher than the previous day. The implied volatity was 26.12, the open interest changed by 17 which increased total open position to 588
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 26.72, the open interest changed by 46 which increased total open position to 555
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 3.75, which was 0.50 higher than the previous day. The implied volatity was 27.55, the open interest changed by -31 which decreased total open position to 507
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 28.53, the open interest changed by 36 which increased total open position to 537
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 4.2, which was -3.90 lower than the previous day. The implied volatity was 28.87, the open interest changed by 46 which increased total open position to 506
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 8.1, which was -1.95 lower than the previous day. The implied volatity was 27.11, the open interest changed by 98 which increased total open position to 463
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was 29.34, the open interest changed by 368 which increased total open position to 368
