JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 11:14 AM IST
| JIOFIN 26DEC2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.25
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 341.30 | 3.8 | -1.20 | 25.42 | 2,391 | -63 | 2,126 | |||
| 11 Dec | 343.00 | 5 | 2.20 | 25.92 | 11,162 | 586 | 2,159 | |||
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| 10 Dec | 335.10 | 2.8 | -0.75 | 27.30 | 1,151 | 188 | 1,575 | |||
| 9 Dec | 336.85 | 3.55 | -1.25 | 27.87 | 1,725 | 223 | 1,390 | |||
| 6 Dec | 338.90 | 4.8 | -1.30 | 27.14 | 1,001 | 142 | 1,165 | |||
| 5 Dec | 341.50 | 6.1 | -1.60 | 26.96 | 1,630 | 226 | 1,024 | |||
| 4 Dec | 345.20 | 7.7 | 1.20 | 26.75 | 3,791 | 37 | 800 | |||
| 3 Dec | 340.35 | 6.5 | 3.30 | 26.25 | 3,028 | 301 | 876 | |||
| 2 Dec | 329.70 | 3.2 | -0.40 | 27.62 | 684 | 132 | 573 | |||
| 29 Nov | 328.35 | 3.6 | 28.63 | 1,634 | 439 | 439 | ||||
For Jio Fin Services Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 CE is 0.34
Historical price for 350 CE is as follows
On 12 Dec JIOFIN was trading at 341.30. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 25.42, the open interest changed by -63 which decreased total open position to 2126
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 5, which was 2.20 higher than the previous day. The implied volatity was 25.92, the open interest changed by 586 which increased total open position to 2159
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 27.30, the open interest changed by 188 which increased total open position to 1575
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 27.87, the open interest changed by 223 which increased total open position to 1390
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 4.8, which was -1.30 lower than the previous day. The implied volatity was 27.14, the open interest changed by 142 which increased total open position to 1165
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 6.1, which was -1.60 lower than the previous day. The implied volatity was 26.96, the open interest changed by 226 which increased total open position to 1024
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 7.7, which was 1.20 higher than the previous day. The implied volatity was 26.75, the open interest changed by 37 which increased total open position to 800
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 6.5, which was 3.30 higher than the previous day. The implied volatity was 26.25, the open interest changed by 301 which increased total open position to 876
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 3.2, which was -0.40 lower than the previous day. The implied volatity was 27.62, the open interest changed by 132 which increased total open position to 573
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 28.63, the open interest changed by 439 which increased total open position to 439
| JIOFIN 26DEC2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.24
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 341.30 | 10.85 | 0.70 | 23.81 | 183 | 38 | 327 |
| 11 Dec | 343.00 | 10.15 | -5.65 | 26.24 | 376 | 99 | 285 |
| 10 Dec | 335.10 | 15.8 | 1.00 | 24.45 | 25 | -3 | 186 |
| 9 Dec | 336.85 | 14.8 | 0.60 | 24.47 | 37 | -2 | 189 |
| 6 Dec | 338.90 | 14.2 | 1.50 | 27.18 | 68 | 22 | 182 |
| 5 Dec | 341.50 | 12.7 | 1.75 | 27.93 | 166 | 9 | 153 |
| 4 Dec | 345.20 | 10.95 | -2.30 | 27.80 | 322 | 69 | 143 |
| 3 Dec | 340.35 | 13.25 | -7.75 | 29.38 | 66 | 39 | 74 |
| 2 Dec | 329.70 | 21 | -0.85 | 27.79 | 13 | 9 | 33 |
| 29 Nov | 328.35 | 21.85 | 25.63 | 26 | 24 | 24 | |
For Jio Fin Services Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 PE is -0.67
Historical price for 350 PE is as follows
On 12 Dec JIOFIN was trading at 341.30. The strike last trading price was 10.85, which was 0.70 higher than the previous day. The implied volatity was 23.81, the open interest changed by 38 which increased total open position to 327
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 10.15, which was -5.65 lower than the previous day. The implied volatity was 26.24, the open interest changed by 99 which increased total open position to 285
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 15.8, which was 1.00 higher than the previous day. The implied volatity was 24.45, the open interest changed by -3 which decreased total open position to 186
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 14.8, which was 0.60 higher than the previous day. The implied volatity was 24.47, the open interest changed by -2 which decreased total open position to 189
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 14.2, which was 1.50 higher than the previous day. The implied volatity was 27.18, the open interest changed by 22 which increased total open position to 182
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 12.7, which was 1.75 higher than the previous day. The implied volatity was 27.93, the open interest changed by 9 which increased total open position to 153
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 10.95, which was -2.30 lower than the previous day. The implied volatity was 27.80, the open interest changed by 69 which increased total open position to 143
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 13.25, which was -7.75 lower than the previous day. The implied volatity was 29.38, the open interest changed by 39 which increased total open position to 74
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 21, which was -0.85 lower than the previous day. The implied volatity was 27.79, the open interest changed by 9 which increased total open position to 33
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was 25.63, the open interest changed by 24 which increased total open position to 24
