JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
27 Dec 2024 04:14 PM IST
| JIOFIN 30JAN2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.13
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 304.95 | 0.85 | -0.20 | 28.16 | 257 | 84 | 787 | |||
| 26 Dec | 305.55 | 1.05 | -0.25 | 29.06 | 192 | 77 | 705 | |||
| 24 Dec | 304.70 | 1.3 | -0.20 | 29.96 | 203 | 64 | 628 | |||
| 23 Dec | 304.70 | 1.5 | -0.50 | 30.68 | 286 | 81 | 563 | |||
| 20 Dec | 304.30 | 2 | -0.85 | 31.57 | 337 | 63 | 482 | |||
| 19 Dec | 313.00 | 2.85 | -1.35 | 29.45 | 460 | 140 | 418 | |||
| 18 Dec | 324.60 | 4.2 | -3.95 | 25.77 | 260 | 71 | 279 | |||
| 17 Dec | 337.10 | 8.15 | -1.35 | 25.70 | 57 | 11 | 209 | |||
| 16 Dec | 340.35 | 9.5 | 0.35 | 25.29 | 76 | 12 | 199 | |||
| 13 Dec | 339.75 | 9.15 | -0.85 | 24.70 | 165 | 33 | 189 | |||
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| 12 Dec | 338.30 | 10 | -2.25 | 26.43 | 125 | 28 | 155 | |||
| 11 Dec | 343.00 | 12.25 | 2.95 | 25.77 | 135 | 49 | 127 | |||
| 10 Dec | 335.10 | 9.3 | -1.40 | 27.31 | 20 | 10 | 76 | |||
| 9 Dec | 336.85 | 10.7 | -1.50 | 28.60 | 47 | 28 | 65 | |||
| 6 Dec | 338.90 | 12.2 | -1.30 | 28.43 | 22 | 8 | 38 | |||
| 5 Dec | 341.50 | 13.5 | -1.00 | 27.87 | 18 | 5 | 30 | |||
| 4 Dec | 345.20 | 14.5 | 3.05 | 26.30 | 95 | -40 | 26 | |||
| 3 Dec | 340.35 | 11.45 | 3.45 | 23.10 | 96 | 58 | 66 | |||
| 2 Dec | 329.70 | 8 | -4.05 | 26.15 | 8 | 7 | 7 | |||
| 29 Nov | 328.35 | 12.05 | 3.52 | 0 | 0 | 0 | ||||
For Jio Fin Services Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.07
Historical price for 350 CE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 28.16, the open interest changed by 84 which increased total open position to 787
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by 77 which increased total open position to 705
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 29.96, the open interest changed by 64 which increased total open position to 628
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 30.68, the open interest changed by 81 which increased total open position to 563
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 31.57, the open interest changed by 63 which increased total open position to 482
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 2.85, which was -1.35 lower than the previous day. The implied volatity was 29.45, the open interest changed by 140 which increased total open position to 418
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 4.2, which was -3.95 lower than the previous day. The implied volatity was 25.77, the open interest changed by 71 which increased total open position to 279
On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 8.15, which was -1.35 lower than the previous day. The implied volatity was 25.70, the open interest changed by 11 which increased total open position to 209
On 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 9.5, which was 0.35 higher than the previous day. The implied volatity was 25.29, the open interest changed by 12 which increased total open position to 199
On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 9.15, which was -0.85 lower than the previous day. The implied volatity was 24.70, the open interest changed by 33 which increased total open position to 189
On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 10, which was -2.25 lower than the previous day. The implied volatity was 26.43, the open interest changed by 28 which increased total open position to 155
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 12.25, which was 2.95 higher than the previous day. The implied volatity was 25.77, the open interest changed by 49 which increased total open position to 127
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 9.3, which was -1.40 lower than the previous day. The implied volatity was 27.31, the open interest changed by 10 which increased total open position to 76
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 10.7, which was -1.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by 28 which increased total open position to 65
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 12.2, which was -1.30 lower than the previous day. The implied volatity was 28.43, the open interest changed by 8 which increased total open position to 38
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 13.5, which was -1.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by 5 which increased total open position to 30
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 14.5, which was 3.05 higher than the previous day. The implied volatity was 26.30, the open interest changed by -40 which decreased total open position to 26
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 11.45, which was 3.45 higher than the previous day. The implied volatity was 23.10, the open interest changed by 58 which increased total open position to 66
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 8, which was -4.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by 7 which increased total open position to 7
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
| JIOFIN 30JAN2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.13
Theta: 0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 304.95 | 42.35 | 0.10 | 28.12 | 24 | 2 | 129 |
| 26 Dec | 305.55 | 42.25 | -0.55 | 28.31 | 46 | 44 | 128 |
| 24 Dec | 304.70 | 42.8 | -1.00 | 29.84 | 26 | 13 | 74 |
| 23 Dec | 304.70 | 43.8 | 7.40 | 34.78 | 32 | 8 | 60 |
| 20 Dec | 304.30 | 36.4 | -1.60 | - | 8 | 7 | 51 |
| 19 Dec | 313.00 | 38 | 12.00 | 38.82 | 6 | 3 | 43 |
| 18 Dec | 324.60 | 26 | 10.00 | 28.22 | 8 | 7 | 39 |
| 17 Dec | 337.10 | 16 | 0.45 | 23.02 | 6 | 4 | 31 |
| 16 Dec | 340.35 | 15.55 | -1.65 | 26.01 | 4 | 0 | 27 |
| 13 Dec | 339.75 | 17.2 | 0.90 | 27.44 | 31 | 0 | 26 |
| 12 Dec | 338.30 | 16.3 | 1.00 | 25.03 | 10 | 3 | 24 |
| 11 Dec | 343.00 | 15.3 | -3.70 | 28.36 | 22 | 17 | 22 |
| 10 Dec | 335.10 | 19 | 4.50 | 26.09 | 4 | 1 | 2 |
| 9 Dec | 336.85 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 338.90 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 341.50 | 14.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 345.20 | 14.5 | -17.75 | 27.08 | 1 | 0 | 0 |
| 3 Dec | 340.35 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 329.70 | 32.25 | 32.25 | - | 0 | 0 | 0 |
| 29 Nov | 328.35 | 0 | - | 0 | 0 | 0 | |
For Jio Fin Services Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.93
Historical price for 350 PE is as follows
On 27 Dec JIOFIN was trading at 304.95. The strike last trading price was 42.35, which was 0.10 higher than the previous day. The implied volatity was 28.12, the open interest changed by 2 which increased total open position to 129
On 26 Dec JIOFIN was trading at 305.55. The strike last trading price was 42.25, which was -0.55 lower than the previous day. The implied volatity was 28.31, the open interest changed by 44 which increased total open position to 128
On 24 Dec JIOFIN was trading at 304.70. The strike last trading price was 42.8, which was -1.00 lower than the previous day. The implied volatity was 29.84, the open interest changed by 13 which increased total open position to 74
On 23 Dec JIOFIN was trading at 304.70. The strike last trading price was 43.8, which was 7.40 higher than the previous day. The implied volatity was 34.78, the open interest changed by 8 which increased total open position to 60
On 20 Dec JIOFIN was trading at 304.30. The strike last trading price was 36.4, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 51
On 19 Dec JIOFIN was trading at 313.00. The strike last trading price was 38, which was 12.00 higher than the previous day. The implied volatity was 38.82, the open interest changed by 3 which increased total open position to 43
On 18 Dec JIOFIN was trading at 324.60. The strike last trading price was 26, which was 10.00 higher than the previous day. The implied volatity was 28.22, the open interest changed by 7 which increased total open position to 39
On 17 Dec JIOFIN was trading at 337.10. The strike last trading price was 16, which was 0.45 higher than the previous day. The implied volatity was 23.02, the open interest changed by 4 which increased total open position to 31
On 16 Dec JIOFIN was trading at 340.35. The strike last trading price was 15.55, which was -1.65 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 27
On 13 Dec JIOFIN was trading at 339.75. The strike last trading price was 17.2, which was 0.90 higher than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 26
On 12 Dec JIOFIN was trading at 338.30. The strike last trading price was 16.3, which was 1.00 higher than the previous day. The implied volatity was 25.03, the open interest changed by 3 which increased total open position to 24
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 15.3, which was -3.70 lower than the previous day. The implied volatity was 28.36, the open interest changed by 17 which increased total open position to 22
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 19, which was 4.50 higher than the previous day. The implied volatity was 26.09, the open interest changed by 1 which increased total open position to 2
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 14.5, which was -17.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 0
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 32.25, 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 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 32.25, which was 32.25 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
