JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
27 Dec 2024 04:14 PM IST
| JIOFIN 30JAN2025 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.19
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 304.95 | 1.45 | -0.30 | 26.76 | 292 | 85 | 931 | |||
| 26 Dec | 305.55 | 1.75 | -0.25 | 27.76 | 313 | 76 | 845 | |||
| 24 Dec | 304.70 | 2 | -0.35 | 28.30 | 385 | 108 | 771 | |||
| 23 Dec | 304.70 | 2.35 | -0.40 | 29.41 | 343 | 90 | 662 | |||
| 20 Dec | 304.30 | 2.75 | -1.65 | 29.38 | 345 | 103 | 572 | |||
| 19 Dec | 313.00 | 4.4 | -2.20 | 28.52 | 695 | 214 | 468 | |||
| 18 Dec | 324.60 | 6.6 | -5.75 | 24.89 | 251 | 109 | 254 | |||
| 17 Dec | 337.10 | 12.35 | -2.10 | 25.62 | 109 | 32 | 144 | |||
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| 16 Dec | 340.35 | 14.45 | 0.80 | 25.90 | 89 | 13 | 107 | |||
| 13 Dec | 339.75 | 13.65 | -0.75 | 24.64 | 127 | 12 | 94 | |||
| 12 Dec | 338.30 | 14.4 | -2.05 | 26.22 | 54 | 16 | 76 | |||
| 11 Dec | 343.00 | 16.45 | 3.15 | 23.85 | 86 | 13 | 60 | |||
| 10 Dec | 335.10 | 13.3 | -1.95 | 27.06 | 38 | 20 | 47 | |||
| 9 Dec | 336.85 | 15.25 | -1.35 | 29.07 | 21 | 7 | 25 | |||
| 6 Dec | 338.90 | 16.6 | -1.25 | 28.06 | 19 | 10 | 19 | |||
| 5 Dec | 341.50 | 17.85 | -1.20 | 26.78 | 11 | 1 | 9 | |||
| 4 Dec | 345.20 | 19.05 | 2.55 | 24.81 | 18 | -5 | 9 | |||
| 3 Dec | 340.35 | 16.5 | 4.50 | 23.08 | 17 | 6 | 13 | |||
| 2 Dec | 329.70 | 12 | -1.75 | 26.62 | 10 | 5 | 6 | |||
| 29 Nov | 328.35 | 13.75 | 30.39 | 1 | 0 | 0 | ||||
For Jio Fin Services Ltd - strike price 340 expiring on 30JAN2025
Delta for 340 CE is 0.12
Historical price for 340 CE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 26.76, the open interest changed by 85 which increased total open position to 931
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 76 which increased total open position to 845
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 28.30, the open interest changed by 108 which increased total open position to 771
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 29.41, the open interest changed by 90 which increased total open position to 662
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 2.75, which was -1.65 lower than the previous day. The implied volatity was 29.38, the open interest changed by 103 which increased total open position to 572
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 4.4, which was -2.20 lower than the previous day. The implied volatity was 28.52, the open interest changed by 214 which increased total open position to 468
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 6.6, which was -5.75 lower than the previous day. The implied volatity was 24.89, the open interest changed by 109 which increased total open position to 254
On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 12.35, which was -2.10 lower than the previous day. The implied volatity was 25.62, the open interest changed by 32 which increased total open position to 144
On 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 14.45, which was 0.80 higher than the previous day. The implied volatity was 25.90, the open interest changed by 13 which increased total open position to 107
On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 13.65, which was -0.75 lower than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 94
On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 14.4, which was -2.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 16 which increased total open position to 76
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 16.45, which was 3.15 higher than the previous day. The implied volatity was 23.85, the open interest changed by 13 which increased total open position to 60
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 13.3, which was -1.95 lower than the previous day. The implied volatity was 27.06, the open interest changed by 20 which increased total open position to 47
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 15.25, which was -1.35 lower than the previous day. The implied volatity was 29.07, the open interest changed by 7 which increased total open position to 25
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 16.6, which was -1.25 lower than the previous day. The implied volatity was 28.06, the open interest changed by 10 which increased total open position to 19
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 17.85, which was -1.20 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 9
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 19.05, which was 2.55 higher than the previous day. The implied volatity was 24.81, the open interest changed by -5 which decreased total open position to 9
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 16.5, which was 4.50 higher than the previous day. The implied volatity was 23.08, the open interest changed by 6 which increased total open position to 13
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 12, which was -1.75 lower than the previous day. The implied volatity was 26.62, the open interest changed by 5 which increased total open position to 6
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 0
| JIOFIN 30JAN2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.22
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 304.95 | 33.75 | 0.75 | 30.19 | 28 | 1 | 119 |
| 26 Dec | 305.55 | 33 | -1.10 | 27.00 | 26 | 8 | 117 |
| 24 Dec | 304.70 | 34.1 | -0.55 | 30.37 | 18 | -4 | 111 |
| 23 Dec | 304.70 | 34.65 | -1.30 | 32.27 | 14 | -2 | 118 |
| 20 Dec | 304.30 | 35.95 | 8.95 | 37.51 | 8 | -2 | 122 |
| 19 Dec | 313.00 | 27 | 8.00 | 29.22 | 14 | -9 | 123 |
| 18 Dec | 324.60 | 19 | 6.75 | 28.16 | 59 | 18 | 133 |
| 17 Dec | 337.10 | 12.25 | 2.40 | 27.18 | 52 | 35 | 116 |
| 16 Dec | 340.35 | 9.85 | -1.05 | 24.97 | 21 | 8 | 80 |
| 13 Dec | 339.75 | 10.9 | -0.90 | 25.45 | 14 | 2 | 73 |
| 12 Dec | 338.30 | 11.8 | 1.80 | 26.80 | 55 | 32 | 71 |
| 11 Dec | 343.00 | 10 | -4.00 | 27.31 | 36 | 28 | 39 |
| 10 Dec | 335.10 | 14 | 1.00 | 27.60 | 4 | 3 | 10 |
| 9 Dec | 336.85 | 13 | 0.10 | 26.81 | 1 | 0 | 6 |
| 6 Dec | 338.90 | 12.9 | 1.40 | 28.23 | 1 | 0 | 5 |
| 5 Dec | 341.50 | 11.5 | 2.05 | 27.79 | 4 | 2 | 4 |
| 4 Dec | 345.20 | 9.45 | -16.40 | 26.12 | 2 | 1 | 1 |
| 3 Dec | 340.35 | 25.85 | 0.00 | 1.71 | 0 | 0 | 0 |
| 2 Dec | 329.70 | 25.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 328.35 | 25.85 | - | 0 | 0 | 0 | |
For Jio Fin Services Ltd - strike price 340 expiring on 30JAN2025
Delta for 340 PE is -0.85
Historical price for 340 PE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 33.75, which was 0.75 higher than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 119
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 33, which was -1.10 lower than the previous day. The implied volatity was 27.00, the open interest changed by 8 which increased total open position to 117
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 34.1, which was -0.55 lower than the previous day. The implied volatity was 30.37, the open interest changed by -4 which decreased total open position to 111
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 34.65, which was -1.30 lower than the previous day. The implied volatity was 32.27, the open interest changed by -2 which decreased total open position to 118
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 35.95, which was 8.95 higher than the previous day. The implied volatity was 37.51, the open interest changed by -2 which decreased total open position to 122
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 27, which was 8.00 higher than the previous day. The implied volatity was 29.22, the open interest changed by -9 which decreased total open position to 123
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 19, which was 6.75 higher than the previous day. The implied volatity was 28.16, the open interest changed by 18 which increased total open position to 133
On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 12.25, which was 2.40 higher than the previous day. The implied volatity was 27.18, the open interest changed by 35 which increased total open position to 116
On 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 9.85, which was -1.05 lower than the previous day. The implied volatity was 24.97, the open interest changed by 8 which increased total open position to 80
On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 10.9, which was -0.90 lower than the previous day. The implied volatity was 25.45, the open interest changed by 2 which increased total open position to 73
On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 11.8, which was 1.80 higher than the previous day. The implied volatity was 26.80, the open interest changed by 32 which increased total open position to 71
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 10, which was -4.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 28 which increased total open position to 39
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 14, which was 1.00 higher than the previous day. The implied volatity was 27.60, the open interest changed by 3 which increased total open position to 10
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 13, which was 0.10 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 6
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 12.9, which was 1.40 higher than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 5
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 11.5, which was 2.05 higher than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 4
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 9.45, which was -16.40 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 1
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 25.85, 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 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
