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

304.95 -0.60 (-0.20%)

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Historical option data for JIOFIN

27 Dec 2024 04:14 PM IST
JIOFIN 30JAN2025 330 CE
Delta: 0.20
Vega: 0.26
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 304.95 2.6 -0.50 25.69 437 61 625
26 Dec 305.55 3.1 -0.35 27.01 358 73 566
24 Dec 304.70 3.45 -0.40 27.66 501 101 490
23 Dec 304.70 3.85 -0.75 28.59 333 61 390
20 Dec 304.30 4.6 -2.25 29.24 278 59 329
19 Dec 313.00 6.85 -3.65 27.90 402 140 270
18 Dec 324.60 10.5 -9.70 24.81 235 114 121
17 Dec 337.10 20.2 0.00 0.00 0 1 0
16 Dec 340.35 20.2 0.20 25.73 1 0 6
13 Dec 339.75 20 -4.30 25.87 6 3 6
12 Dec 338.30 24.3 0.00 0.00 0 2 0
11 Dec 343.00 24.3 3.30 27.21 5 2 3
10 Dec 335.10 21 0.00 0.00 0 0 0
9 Dec 336.85 21 0.00 0.00 0 0 0
6 Dec 338.90 21 0.00 0.00 0 0 0
5 Dec 341.50 21 0.00 0.00 0 0 0
4 Dec 345.20 21 0.00 0.00 0 1 0
3 Dec 340.35 21 1.20 19.00 2 1 1
2 Dec 329.70 19.8 0.00 - 0 0 0
29 Nov 328.35 19.8 - 0 0 0


For Jio Fin Services Ltd - strike price 330 expiring on 30JAN2025

Delta for 330 CE is 0.20

Historical price for 330 CE is as follows

On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 2.6, which was -0.50 lower than the previous day. The implied volatity was 25.69, the open interest changed by 61 which increased total open position to 625


On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 73 which increased total open position to 566


On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 27.66, the open interest changed by 101 which increased total open position to 490


On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 61 which increased total open position to 390


On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 4.6, which was -2.25 lower than the previous day. The implied volatity was 29.24, the open interest changed by 59 which increased total open position to 329


On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 6.85, which was -3.65 lower than the previous day. The implied volatity was 27.90, the open interest changed by 140 which increased total open position to 270


On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 10.5, which was -9.70 lower than the previous day. The implied volatity was 24.81, the open interest changed by 114 which increased total open position to 121


On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 20.2, 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 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 20.2, which was 0.20 higher than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 6


On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 20, which was -4.30 lower than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 6


On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 24.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 24.3, which was 3.30 higher than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 3


On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 21, 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 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 21, which was 1.20 higher than the previous day. The implied volatity was 19.00, the open interest changed by 1 which increased total open position to 1


On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 19.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


JIOFIN 30JAN2025 330 PE
Delta: -0.81
Vega: 0.26
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 304.95 24.1 -0.90 24.96 27 0 236
26 Dec 305.55 25 -0.55 28.41 73 54 236
24 Dec 304.70 25.55 -0.65 28.92 88 29 183
23 Dec 304.70 26.2 5.20 30.72 51 7 156
20 Dec 304.30 21 1.05 9.83 2 0 148
19 Dec 313.00 19.95 7.35 29.47 52 3 146
18 Dec 324.60 12.6 5.40 26.98 142 51 144
17 Dec 337.10 7.2 1.05 25.69 36 6 92
16 Dec 340.35 6.15 -0.80 25.36 41 30 86
13 Dec 339.75 6.95 -0.75 25.78 66 12 56
12 Dec 338.30 7.7 2.30 27.01 27 12 43
11 Dec 343.00 5.4 -3.60 25.06 41 19 31
10 Dec 335.10 9 0.55 26.79 8 7 11
9 Dec 336.85 8.45 -1.55 26.54 3 2 3
6 Dec 338.90 10 0.00 0.00 0 0 0
5 Dec 341.50 10 0.00 0.00 0 0 0
4 Dec 345.20 10 0.00 0.00 0 1 0
3 Dec 340.35 10 -10.20 32.64 1 0 0
2 Dec 329.70 20.2 0.00 1.36 0 0 0
29 Nov 328.35 20.2 1.13 0 0 0


For Jio Fin Services Ltd - strike price 330 expiring on 30JAN2025

Delta for 330 PE is -0.81

Historical price for 330 PE is as follows

On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 24.1, which was -0.90 lower than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 236


On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was 28.41, the open interest changed by 54 which increased total open position to 236


On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 25.55, which was -0.65 lower than the previous day. The implied volatity was 28.92, the open interest changed by 29 which increased total open position to 183


On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 26.2, which was 5.20 higher than the previous day. The implied volatity was 30.72, the open interest changed by 7 which increased total open position to 156


On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 21, which was 1.05 higher than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 148


On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 19.95, which was 7.35 higher than the previous day. The implied volatity was 29.47, the open interest changed by 3 which increased total open position to 146


On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 12.6, which was 5.40 higher than the previous day. The implied volatity was 26.98, the open interest changed by 51 which increased total open position to 144


On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 7.2, which was 1.05 higher than the previous day. The implied volatity was 25.69, the open interest changed by 6 which increased total open position to 92


On 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 6.15, which was -0.80 lower than the previous day. The implied volatity was 25.36, the open interest changed by 30 which increased total open position to 86


On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 6.95, which was -0.75 lower than the previous day. The implied volatity was 25.78, the open interest changed by 12 which increased total open position to 56


On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 7.7, which was 2.30 higher than the previous day. The implied volatity was 27.01, the open interest changed by 12 which increased total open position to 43


On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 5.4, which was -3.60 lower than the previous day. The implied volatity was 25.06, the open interest changed by 19 which increased total open position to 31


On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 9, which was 0.55 higher than the previous day. The implied volatity was 26.79, the open interest changed by 7 which increased total open position to 11


On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 8.45, which was -1.55 lower than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 3


On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 10, 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 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 10, which was -10.20 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 0


On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 20.2, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0