JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 10:55 AM IST
| JIOFIN 26DEC2024 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.24
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 341.40 | 11.25 | -2.00 | 25.27 | 247 | 48 | 292 | |||
| 11 Dec | 343.00 | 13.25 | 5.05 | 26.56 | 2,039 | -16 | 245 | |||
| 10 Dec | 335.10 | 8.2 | -1.45 | 26.96 | 415 | 45 | 260 | |||
| 9 Dec | 336.85 | 9.65 | -1.70 | 28.25 | 233 | 18 | 211 | |||
| 6 Dec | 338.90 | 11.35 | -2.35 | 26.44 | 100 | 13 | 195 | |||
| 5 Dec | 341.50 | 13.7 | -2.55 | 27.01 | 100 | 33 | 183 | |||
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| 4 Dec | 345.20 | 16.25 | 2.25 | 27.10 | 227 | -7 | 149 | |||
| 3 Dec | 340.35 | 14 | 6.15 | 25.53 | 888 | -57 | 156 | |||
| 2 Dec | 329.70 | 7.85 | -0.35 | 27.17 | 279 | 0 | 214 | |||
| 29 Nov | 328.35 | 8.2 | 28.33 | 650 | 203 | 203 | ||||
For Jio Fin Services Ltd - strike price 335 expiring on 26DEC2024
Delta for 335 CE is 0.69
Historical price for 335 CE is as follows
On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 11.25, which was -2.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 48 which increased total open position to 292
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 13.25, which was 5.05 higher than the previous day. The implied volatity was 26.56, the open interest changed by -16 which decreased total open position to 245
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 8.2, which was -1.45 lower than the previous day. The implied volatity was 26.96, the open interest changed by 45 which increased total open position to 260
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 9.65, which was -1.70 lower than the previous day. The implied volatity was 28.25, the open interest changed by 18 which increased total open position to 211
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 11.35, which was -2.35 lower than the previous day. The implied volatity was 26.44, the open interest changed by 13 which increased total open position to 195
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 13.7, which was -2.55 lower than the previous day. The implied volatity was 27.01, the open interest changed by 33 which increased total open position to 183
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 16.25, which was 2.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -7 which decreased total open position to 149
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 14, which was 6.15 higher than the previous day. The implied volatity was 25.53, the open interest changed by -57 which decreased total open position to 156
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 7.85, which was -0.35 lower than the previous day. The implied volatity was 27.17, the open interest changed by 0 which decreased total open position to 214
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was 28.33, the open interest changed by 203 which increased total open position to 203
| JIOFIN 26DEC2024 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.24
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 341.40 | 3.5 | 0.05 | 25.06 | 251 | 10 | 426 |
| 11 Dec | 343.00 | 3.45 | -3.40 | 26.87 | 1,171 | 137 | 424 |
| 10 Dec | 335.10 | 6.85 | 0.55 | 26.83 | 265 | 38 | 285 |
| 9 Dec | 336.85 | 6.3 | 0.40 | 26.51 | 221 | 15 | 246 |
| 6 Dec | 338.90 | 5.9 | 0.70 | 26.96 | 558 | 7 | 229 |
| 5 Dec | 341.50 | 5.2 | 0.60 | 26.97 | 182 | 24 | 223 |
| 4 Dec | 345.20 | 4.6 | -1.20 | 28.36 | 370 | 83 | 200 |
| 3 Dec | 340.35 | 5.8 | -5.50 | 28.76 | 426 | 87 | 108 |
| 2 Dec | 329.70 | 11.3 | -2.00 | 28.94 | 10 | 4 | 25 |
| 29 Nov | 328.35 | 13.3 | 30.92 | 29 | 19 | 19 | |
For Jio Fin Services Ltd - strike price 335 expiring on 26DEC2024
Delta for 335 PE is -0.31
Historical price for 335 PE is as follows
On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 25.06, the open interest changed by 10 which increased total open position to 426
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 3.45, which was -3.40 lower than the previous day. The implied volatity was 26.87, the open interest changed by 137 which increased total open position to 424
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 6.85, which was 0.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by 38 which increased total open position to 285
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 6.3, which was 0.40 higher than the previous day. The implied volatity was 26.51, the open interest changed by 15 which increased total open position to 246
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 5.9, which was 0.70 higher than the previous day. The implied volatity was 26.96, the open interest changed by 7 which increased total open position to 229
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 5.2, which was 0.60 higher than the previous day. The implied volatity was 26.97, the open interest changed by 24 which increased total open position to 223
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 4.6, which was -1.20 lower than the previous day. The implied volatity was 28.36, the open interest changed by 83 which increased total open position to 200
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 5.8, which was -5.50 lower than the previous day. The implied volatity was 28.76, the open interest changed by 87 which increased total open position to 108
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 11.3, which was -2.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 4 which increased total open position to 25
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was 30.92, the open interest changed by 19 which increased total open position to 19
