JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
12 Dec 2024 12:04 PM IST
| JIOFIN 26DEC2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.20
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 340.05 | 2.25 | -1.15 | 26.03 | 775 | 62 | 969 | |||
| 11 Dec | 343.00 | 3.4 | 1.50 | 26.11 | 2,370 | 290 | 908 | |||
| 10 Dec | 335.10 | 1.9 | -0.60 | 27.76 | 280 | 25 | 616 | |||
| 9 Dec | 336.85 | 2.5 | -0.90 | 28.36 | 524 | 127 | 593 | |||
| 6 Dec | 338.90 | 3.4 | -1.05 | 27.17 | 317 | 110 | 463 | |||
| 5 Dec | 341.50 | 4.45 | -1.30 | 27.46 | 577 | 62 | 352 | |||
| 4 Dec | 345.20 | 5.75 | 1.05 | 26.78 | 1,030 | 105 | 291 | |||
| 3 Dec | 340.35 | 4.7 | 2.45 | 26.02 | 528 | 92 | 185 | |||
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| 2 Dec | 329.70 | 2.25 | -0.50 | 27.62 | 160 | 27 | 92 | |||
| 29 Nov | 328.35 | 2.75 | 29.14 | 141 | 66 | 66 | ||||
For Jio Fin Services Ltd - strike price 355 expiring on 26DEC2024
Delta for 355 CE is 0.23
Historical price for 355 CE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by 62 which increased total open position to 969
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 3.4, which was 1.50 higher than the previous day. The implied volatity was 26.11, the open interest changed by 290 which increased total open position to 908
On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 27.76, the open interest changed by 25 which increased total open position to 616
On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 28.36, the open interest changed by 127 which increased total open position to 593
On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 3.4, which was -1.05 lower than the previous day. The implied volatity was 27.17, the open interest changed by 110 which increased total open position to 463
On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 4.45, which was -1.30 lower than the previous day. The implied volatity was 27.46, the open interest changed by 62 which increased total open position to 352
On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 5.75, which was 1.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 105 which increased total open position to 291
On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 4.7, which was 2.45 higher than the previous day. The implied volatity was 26.02, the open interest changed by 92 which increased total open position to 185
On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 27.62, the open interest changed by 27 which increased total open position to 92
On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 29.14, the open interest changed by 66 which increased total open position to 66
| JIOFIN 26DEC2024 355 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 340.05 | 13.6 | 0.00 | 0.00 | 0 | 9 | 0 |
| 11 Dec | 343.00 | 13.6 | -0.90 | 26.75 | 13 | 6 | 7 |
| 10 Dec | 335.10 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | -17.35 | 29.51 | 2 | 1 | 1 |
| 3 Dec | 340.35 | 31.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 329.70 | 31.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 328.35 | 31.85 | - | 0 | 0 | 0 | |
For Jio Fin Services Ltd - strike price 355 expiring on 26DEC2024
Delta for 355 PE is 0.00
Historical price for 355 PE is as follows
On 12 Dec JIOFIN was trading at 340.05. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 13.6, which was -0.90 lower than the previous day. The implied volatity was 26.75, the open interest changed by 6 which increased total open position to 7
On 10 Dec JIOFIN was trading at 335.10. 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 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 -17.35 lower than the previous day. The implied volatity was 29.51, 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 31.85, 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 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 31.85, 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 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
