JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 12:04 PM IST
| JIOFIN 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.27
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 340.05 | 7.3 | -2.65 | 24.96 | 1,603 | 293 | 1,533 | |||
| 11 Dec | 343.00 | 9.95 | 4.10 | 26.26 | 7,796 | 206 | 1,247 | |||
| 10 Dec | 335.10 | 5.85 | -1.20 | 26.82 | 1,011 | 182 | 1,041 | |||
| 9 Dec | 336.85 | 7.05 | -1.75 | 27.77 | 1,518 | 285 | 855 | |||
| 6 Dec | 338.90 | 8.8 | -1.80 | 26.63 | 1,010 | 114 | 572 | |||
| 5 Dec | 341.50 | 10.6 | -2.40 | 26.61 | 745 | 99 | 457 | |||
| 4 Dec | 345.20 | 13 | 1.95 | 27.05 | 1,903 | -143 | 362 | |||
| 3 Dec | 340.35 | 11.05 | 5.15 | 25.76 | 4,076 | 152 | 519 | |||
| 2 Dec | 329.70 | 5.9 | -0.40 | 27.21 | 553 | 92 | 374 | |||
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| 29 Nov | 328.35 | 6.3 | 28.32 | 916 | 281 | 281 | ||||
For Jio Fin Services Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.54
Historical price for 340 CE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 7.3, which was -2.65 lower than the previous day. The implied volatity was 24.96, the open interest changed by 293 which increased total open position to 1533
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 9.95, which was 4.10 higher than the previous day. The implied volatity was 26.26, the open interest changed by 206 which increased total open position to 1247
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 5.85, which was -1.20 lower than the previous day. The implied volatity was 26.82, the open interest changed by 182 which increased total open position to 1041
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 7.05, which was -1.75 lower than the previous day. The implied volatity was 27.77, the open interest changed by 285 which increased total open position to 855
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 8.8, which was -1.80 lower than the previous day. The implied volatity was 26.63, the open interest changed by 114 which increased total open position to 572
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 10.6, which was -2.40 lower than the previous day. The implied volatity was 26.61, the open interest changed by 99 which increased total open position to 457
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 13, which was 1.95 higher than the previous day. The implied volatity was 27.05, the open interest changed by -143 which decreased total open position to 362
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 11.05, which was 5.15 higher than the previous day. The implied volatity was 25.76, the open interest changed by 152 which increased total open position to 519
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 5.9, which was -0.40 lower than the previous day. The implied volatity was 27.21, the open interest changed by 92 which increased total open position to 374
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was 28.32, the open interest changed by 281 which increased total open position to 281
| JIOFIN 26DEC2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.27
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.05 | 6 | 0.85 | 24.82 | 701 | 98 | 740 |
| 11 Dec | 343.00 | 5.15 | -4.45 | 26.61 | 2,044 | 200 | 638 |
| 10 Dec | 335.10 | 9.6 | 0.95 | 27.13 | 639 | 37 | 440 |
| 9 Dec | 336.85 | 8.65 | 0.50 | 25.97 | 509 | -23 | 396 |
| 6 Dec | 338.90 | 8.15 | 0.80 | 26.67 | 692 | 26 | 420 |
| 5 Dec | 341.50 | 7.35 | 1.10 | 27.33 | 1,452 | 68 | 396 |
| 4 Dec | 345.20 | 6.25 | -1.55 | 27.97 | 962 | 189 | 327 |
| 3 Dec | 340.35 | 7.8 | -6.45 | 28.71 | 463 | 111 | 126 |
| 2 Dec | 329.70 | 14.25 | -2.25 | 28.85 | 12 | 4 | 14 |
| 29 Nov | 328.35 | 16.5 | 31.42 | 12 | 10 | 10 | |
For Jio Fin Services Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -0.46
Historical price for 340 PE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 6, which was 0.85 higher than the previous day. The implied volatity was 24.82, the open interest changed by 98 which increased total open position to 740
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 5.15, which was -4.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by 200 which increased total open position to 638
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 9.6, which was 0.95 higher than the previous day. The implied volatity was 27.13, the open interest changed by 37 which increased total open position to 440
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 8.65, which was 0.50 higher than the previous day. The implied volatity was 25.97, the open interest changed by -23 which decreased total open position to 396
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 8.15, which was 0.80 higher than the previous day. The implied volatity was 26.67, the open interest changed by 26 which increased total open position to 420
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 7.35, which was 1.10 higher than the previous day. The implied volatity was 27.33, the open interest changed by 68 which increased total open position to 396
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 6.25, which was -1.55 lower than the previous day. The implied volatity was 27.97, the open interest changed by 189 which increased total open position to 327
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 7.8, which was -6.45 lower than the previous day. The implied volatity was 28.71, the open interest changed by 111 which increased total open position to 126
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 14.25, which was -2.25 lower than the previous day. The implied volatity was 28.85, the open interest changed by 4 which increased total open position to 14
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 16.5, which was lower than the previous day. The implied volatity was 31.42, the open interest changed by 10 which increased total open position to 10
