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[--[65.84.65.76]--]
JIOFIN
Jio Fin Services Ltd

341.3 -1.70 (-0.50%)

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Historical option data for JIOFIN

12 Dec 2024 11:04 AM IST
JIOFIN 26DEC2024 380 CE
Delta: 0.06
Vega: 0.08
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 341.40 0.5 -0.20 32.30 485 10 676
11 Dec 343.00 0.7 0.35 32.05 1,510 -6 718
10 Dec 335.10 0.35 -0.15 32.50 431 33 725
9 Dec 336.85 0.5 -0.15 32.70 481 99 692
6 Dec 338.90 0.65 -0.20 30.10 417 156 600
5 Dec 341.50 0.85 -0.30 29.17 662 14 451
4 Dec 345.20 1.15 0.05 28.42 955 157 441
3 Dec 340.35 1.1 0.60 29.32 883 92 288
2 Dec 329.70 0.5 -0.25 30.76 161 9 195
29 Nov 328.35 0.75 32.26 378 190 190


For Jio Fin Services Ltd - strike price 380 expiring on 26DEC2024

Delta for 380 CE is 0.06

Historical price for 380 CE is as follows

On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 32.30, the open interest changed by 10 which increased total open position to 676


On 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 0.7, which was 0.35 higher than the previous day. The implied volatity was 32.05, the open interest changed by -6 which decreased total open position to 718


On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 33 which increased total open position to 725


On 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.70, the open interest changed by 99 which increased total open position to 692


On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 30.10, the open interest changed by 156 which increased total open position to 600


On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 29.17, the open interest changed by 14 which increased total open position to 451


On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 157 which increased total open position to 441


On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 1.1, which was 0.60 higher than the previous day. The implied volatity was 29.32, the open interest changed by 92 which increased total open position to 288


On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.76, the open interest changed by 9 which increased total open position to 195


On 29 Nov JIOFIN was trading at 328.35. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 32.26, the open interest changed by 190 which increased total open position to 190


JIOFIN 26DEC2024 380 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 341.40 40.45 0.00 0.00 0 0 0
11 Dec 343.00 40.45 0.35 60.98 1 0 6
10 Dec 335.10 40.1 0.00 0.00 0 1 0
9 Dec 336.85 40.1 0.50 - 1 0 5
6 Dec 338.90 39.6 3.60 26.95 1 0 4
5 Dec 341.50 36 -1.00 - 4 1 3
4 Dec 345.20 37 -4.50 43.64 2 0 2
3 Dec 340.35 41.5 -7.25 51.67 3 0 1
2 Dec 329.70 48.75 -4.90 37.11 1 0 0
29 Nov 328.35 53.65 - 0 0 0


For Jio Fin Services Ltd - strike price 380 expiring on 26DEC2024

Delta for 380 PE is 0.00

Historical price for 380 PE is as follows

On 12 Dec JIOFIN was trading at 341.40. The strike last trading price was 40.45, 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 11 Dec JIOFIN was trading at 343.00. The strike last trading price was 40.45, which was 0.35 higher than the previous day. The implied volatity was 60.98, the open interest changed by 0 which decreased total open position to 6


On 10 Dec JIOFIN was trading at 335.10. The strike last trading price was 40.1, 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 9 Dec JIOFIN was trading at 336.85. The strike last trading price was 40.1, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 6 Dec JIOFIN was trading at 338.90. The strike last trading price was 39.6, which was 3.60 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 4


On 5 Dec JIOFIN was trading at 341.50. The strike last trading price was 36, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 4 Dec JIOFIN was trading at 345.20. The strike last trading price was 37, which was -4.50 lower than the previous day. The implied volatity was 43.64, the open interest changed by 0 which decreased total open position to 2


On 3 Dec JIOFIN was trading at 340.35. The strike last trading price was 41.5, which was -7.25 lower than the previous day. The implied volatity was 51.67, the open interest changed by 0 which decreased total open position to 1


On 2 Dec JIOFIN was trading at 329.70. The strike last trading price was 48.75, which was -4.90 lower than the previous day. The implied volatity was 37.11, 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 53.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0