JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 11:44 AM IST
| JIOFIN 26DEC2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.26
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 340.55 | 5.35 | -1.75 | 25.36 | 2,549 | 634 | 1,934 | |||
| 11 Dec | 343.00 | 7.1 | 2.95 | 25.71 | 8,208 | 106 | 1,314 | |||
| 10 Dec | 335.10 | 4.15 | -0.95 | 27.23 | 1,069 | 366 | 1,209 | |||
| 9 Dec | 336.85 | 5.1 | -1.60 | 27.90 | 1,006 | 261 | 841 | |||
| 6 Dec | 338.90 | 6.7 | -1.55 | 27.15 | 808 | 165 | 579 | |||
| 5 Dec | 341.50 | 8.25 | -1.85 | 27.16 | 935 | 157 | 415 | |||
| 4 Dec | 345.20 | 10.1 | 1.55 | 26.80 | 1,519 | 72 | 260 | |||
| 3 Dec | 340.35 | 8.55 | 4.30 | 25.99 | 1,103 | 115 | 197 | |||
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| 2 Dec | 329.70 | 4.25 | -0.55 | 26.97 | 136 | 38 | 83 | |||
| 29 Nov | 328.35 | 4.8 | 28.48 | 149 | 46 | 46 | ||||
For Jio Fin Services Ltd - strike price 345 expiring on 26DEC2024
Delta for 345 CE is 0.44
Historical price for 345 CE is as follows
On 12 Dec JIOFIN was trading at 340.55. The strike last trading price was 5.35, which was -1.75 lower than the previous day. The implied volatity was 25.36, the open interest changed by 634 which increased total open position to 1934
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 7.1, which was 2.95 higher than the previous day. The implied volatity was 25.71, the open interest changed by 106 which increased total open position to 1314
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 4.15, which was -0.95 lower than the previous day. The implied volatity was 27.23, the open interest changed by 366 which increased total open position to 1209
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 5.1, which was -1.60 lower than the previous day. The implied volatity was 27.90, the open interest changed by 261 which increased total open position to 841
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 6.7, which was -1.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by 165 which increased total open position to 579
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 8.25, which was -1.85 lower than the previous day. The implied volatity was 27.16, the open interest changed by 157 which increased total open position to 415
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 10.1, which was 1.55 higher than the previous day. The implied volatity was 26.80, the open interest changed by 72 which increased total open position to 260
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 8.55, which was 4.30 higher than the previous day. The implied volatity was 25.99, the open interest changed by 115 which increased total open position to 197
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 26.97, the open interest changed by 38 which increased total open position to 83
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was 28.48, the open interest changed by 46 which increased total open position to 46
| JIOFIN 26DEC2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.26
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.55 | 8.25 | 1.00 | 24.14 | 551 | 124 | 861 |
| 11 Dec | 343.00 | 7.25 | -5.15 | 25.94 | 1,439 | 560 | 738 |
| 10 Dec | 335.10 | 12.4 | 0.75 | 25.70 | 44 | 15 | 177 |
| 9 Dec | 336.85 | 11.65 | 0.75 | 25.91 | 79 | 22 | 160 |
| 6 Dec | 338.90 | 10.9 | 1.10 | 26.74 | 166 | 43 | 136 |
| 5 Dec | 341.50 | 9.8 | 1.35 | 27.86 | 195 | 23 | 94 |
| 4 Dec | 345.20 | 8.45 | -2.00 | 28.06 | 277 | 63 | 71 |
| 3 Dec | 340.35 | 10.45 | -7.20 | 29.40 | 13 | 4 | 6 |
| 2 Dec | 329.70 | 17.65 | -6.65 | 29.01 | 3 | 2 | 2 |
| 29 Nov | 328.35 | 24.3 | - | 0 | 0 | 0 | |
For Jio Fin Services Ltd - strike price 345 expiring on 26DEC2024
Delta for 345 PE is -0.57
Historical price for 345 PE is as follows
On 12 Dec JIOFIN was trading at 340.55. The strike last trading price was 8.25, which was 1.00 higher than the previous day. The implied volatity was 24.14, the open interest changed by 124 which increased total open position to 861
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 7.25, which was -5.15 lower than the previous day. The implied volatity was 25.94, the open interest changed by 560 which increased total open position to 738
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 12.4, which was 0.75 higher than the previous day. The implied volatity was 25.70, the open interest changed by 15 which increased total open position to 177
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 11.65, which was 0.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 22 which increased total open position to 160
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 10.9, which was 1.10 higher than the previous day. The implied volatity was 26.74, the open interest changed by 43 which increased total open position to 136
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 9.8, which was 1.35 higher than the previous day. The implied volatity was 27.86, the open interest changed by 23 which increased total open position to 94
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 8.45, which was -2.00 lower than the previous day. The implied volatity was 28.06, the open interest changed by 63 which increased total open position to 71
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 10.45, which was -7.20 lower than the previous day. The implied volatity was 29.40, the open interest changed by 4 which increased total open position to 6
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 17.65, which was -6.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 2
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 24.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
