JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
20 Dec 2024 04:11 PM IST
| JUBLFOOD 26DEC2024 670 CE | ||||||||||
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Delta: 0.59
Vega: 0.34
Theta: -0.67
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 672.70 | 8.9 | -6.70 | 20.27 | 887 | 29 | 284 | |||
| 19 Dec | 679.35 | 15.6 | 0.20 | 31.22 | 731 | -10 | 276 | |||
| 18 Dec | 675.80 | 15.4 | -7.10 | 26.77 | 648 | 124 | 287 | |||
| 17 Dec | 682.90 | 22.5 | -2.10 | 32.75 | 234 | -19 | 169 | |||
| 16 Dec | 686.55 | 24.6 | 2.70 | 29.91 | 300 | -2 | 188 | |||
| 13 Dec | 681.30 | 21.9 | 4.90 | 28.01 | 2,166 | -106 | 193 | |||
| 12 Dec | 672.10 | 17 | -25.00 | 28.98 | 1,211 | 113 | 304 | |||
| 11 Dec | 707.80 | 42 | 5.40 | 15.86 | 36 | -14 | 196 | |||
| 10 Dec | 702.20 | 36.6 | 3.75 | 12.22 | 16 | -6 | 211 | |||
| 9 Dec | 694.70 | 32.85 | -1.25 | 25.11 | 90 | -10 | 217 | |||
| 6 Dec | 694.50 | 34.1 | 21.15 | 24.87 | 2,153 | -48 | 226 | |||
| 5 Dec | 662.05 | 12.95 | 0.55 | 22.76 | 664 | 18 | 273 | |||
| 4 Dec | 660.15 | 12.4 | 1.30 | 23.83 | 1,242 | 40 | 256 | |||
| 3 Dec | 657.05 | 11.1 | -1.00 | 24.83 | 372 | 19 | 217 | |||
| 2 Dec | 651.90 | 12.1 | 1.45 | 26.61 | 394 | 23 | 197 | |||
| 29 Nov | 644.55 | 10.65 | -0.75 | 27.76 | 297 | -17 | 176 | |||
| 28 Nov | 642.30 | 11.4 | -3.65 | 28.61 | 429 | 91 | 193 | |||
| 27 Nov | 651.20 | 15.05 | 2.05 | 28.37 | 312 | 51 | 102 | |||
| 26 Nov | 646.90 | 13 | 3.95 | 28.50 | 105 | 15 | 51 | |||
| 25 Nov | 632.75 | 9.05 | -4.45 | 27.35 | 57 | 16 | 36 | |||
| 22 Nov | 637.65 | 13.5 | 7.65 | 28.28 | 18 | 5 | 25 | |||
| 21 Nov | 610.20 | 5.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 20 Nov | 613.05 | 5.85 | 0.00 | 28.77 | 4 | 3 | 20 | |||
| 19 Nov | 613.05 | 5.85 | 0.05 | 28.77 | 4 | 3 | 20 | |||
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| 18 Nov | 607.15 | 5.8 | 0.00 | 29.39 | 4 | 3 | 16 | |||
| 14 Nov | 608.15 | 5.8 | 26.63 | 75 | 14 | 14 | ||||
For Jubilant Foodworks Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.59
Historical price for 670 CE is as follows
On 20 Dec JUBLFOOD was trading at 672.70. The strike last trading price was 8.9, which was -6.70 lower than the previous day. The implied volatity was 20.27, the open interest changed by 29 which increased total open position to 284
On 19 Dec JUBLFOOD was trading at 679.35. The strike last trading price was 15.6, which was 0.20 higher than the previous day. The implied volatity was 31.22, the open interest changed by -10 which decreased total open position to 276
On 18 Dec JUBLFOOD was trading at 675.80. The strike last trading price was 15.4, which was -7.10 lower than the previous day. The implied volatity was 26.77, the open interest changed by 124 which increased total open position to 287
On 17 Dec JUBLFOOD was trading at 682.90. The strike last trading price was 22.5, which was -2.10 lower than the previous day. The implied volatity was 32.75, the open interest changed by -19 which decreased total open position to 169
On 16 Dec JUBLFOOD was trading at 686.55. The strike last trading price was 24.6, which was 2.70 higher than the previous day. The implied volatity was 29.91, the open interest changed by -2 which decreased total open position to 188
On 13 Dec JUBLFOOD was trading at 681.30. The strike last trading price was 21.9, which was 4.90 higher than the previous day. The implied volatity was 28.01, the open interest changed by -106 which decreased total open position to 193
On 12 Dec JUBLFOOD was trading at 672.10. The strike last trading price was 17, which was -25.00 lower than the previous day. The implied volatity was 28.98, the open interest changed by 113 which increased total open position to 304
On 11 Dec JUBLFOOD was trading at 707.80. The strike last trading price was 42, which was 5.40 higher than the previous day. The implied volatity was 15.86, the open interest changed by -14 which decreased total open position to 196
On 10 Dec JUBLFOOD was trading at 702.20. The strike last trading price was 36.6, which was 3.75 higher than the previous day. The implied volatity was 12.22, the open interest changed by -6 which decreased total open position to 211
On 9 Dec JUBLFOOD was trading at 694.70. The strike last trading price was 32.85, which was -1.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by -10 which decreased total open position to 217
On 6 Dec JUBLFOOD was trading at 694.50. The strike last trading price was 34.1, which was 21.15 higher than the previous day. The implied volatity was 24.87, the open interest changed by -48 which decreased total open position to 226
On 5 Dec JUBLFOOD was trading at 662.05. The strike last trading price was 12.95, which was 0.55 higher than the previous day. The implied volatity was 22.76, the open interest changed by 18 which increased total open position to 273
On 4 Dec JUBLFOOD was trading at 660.15. The strike last trading price was 12.4, which was 1.30 higher than the previous day. The implied volatity was 23.83, the open interest changed by 40 which increased total open position to 256
On 3 Dec JUBLFOOD was trading at 657.05. The strike last trading price was 11.1, which was -1.00 lower than the previous day. The implied volatity was 24.83, the open interest changed by 19 which increased total open position to 217
On 2 Dec JUBLFOOD was trading at 651.90. The strike last trading price was 12.1, which was 1.45 higher than the previous day. The implied volatity was 26.61, the open interest changed by 23 which increased total open position to 197
On 29 Nov JUBLFOOD was trading at 644.55. The strike last trading price was 10.65, which was -0.75 lower than the previous day. The implied volatity was 27.76, the open interest changed by -17 which decreased total open position to 176
On 28 Nov JUBLFOOD was trading at 642.30. The strike last trading price was 11.4, which was -3.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 91 which increased total open position to 193
On 27 Nov JUBLFOOD was trading at 651.20. The strike last trading price was 15.05, which was 2.05 higher than the previous day. The implied volatity was 28.37, the open interest changed by 51 which increased total open position to 102
On 26 Nov JUBLFOOD was trading at 646.90. The strike last trading price was 13, which was 3.95 higher than the previous day. The implied volatity was 28.50, the open interest changed by 15 which increased total open position to 51
On 25 Nov JUBLFOOD was trading at 632.75. The strike last trading price was 9.05, which was -4.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by 16 which increased total open position to 36
On 22 Nov JUBLFOOD was trading at 637.65. The strike last trading price was 13.5, which was 7.65 higher than the previous day. The implied volatity was 28.28, the open interest changed by 5 which increased total open position to 25
On 21 Nov JUBLFOOD was trading at 610.20. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov JUBLFOOD was trading at 613.05. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by 3 which increased total open position to 20
On 19 Nov JUBLFOOD was trading at 613.05. The strike last trading price was 5.85, which was 0.05 higher than the previous day. The implied volatity was 28.77, the open interest changed by 3 which increased total open position to 20
On 18 Nov JUBLFOOD was trading at 607.15. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 16
On 14 Nov JUBLFOOD was trading at 608.15. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was 26.63, the open interest changed by 14 which increased total open position to 14
| JUBLFOOD 26DEC2024 670 PE | |||||||
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Delta: -0.42
Vega: 0.34
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 672.70 | 5.9 | 0.50 | 22.05 | 1,539 | 20 | 446 |
| 19 Dec | 679.35 | 5.4 | -1.20 | 23.03 | 1,150 | 36 | 430 |
| 18 Dec | 675.80 | 6.6 | 1.25 | 25.88 | 1,334 | 3 | 393 |
| 17 Dec | 682.90 | 5.35 | -0.15 | 26.54 | 1,488 | -83 | 392 |
| 16 Dec | 686.55 | 5.5 | -2.30 | 28.29 | 729 | -64 | 477 |
| 13 Dec | 681.30 | 7.8 | -5.10 | 26.49 | 2,595 | 14 | 549 |
| 12 Dec | 672.10 | 12.9 | 9.75 | 27.95 | 4,005 | 218 | 535 |
| 11 Dec | 707.80 | 3.15 | -1.10 | 28.95 | 822 | -14 | 317 |
| 10 Dec | 702.20 | 4.25 | -2.15 | 28.73 | 541 | 43 | 330 |
| 9 Dec | 694.70 | 6.4 | -0.40 | 28.76 | 582 | -25 | 287 |
| 6 Dec | 694.50 | 6.8 | -12.70 | 27.58 | 1,819 | 176 | 314 |
| 5 Dec | 662.05 | 19.5 | -2.75 | 28.12 | 288 | 20 | 139 |
| 4 Dec | 660.15 | 22.25 | -1.60 | 28.94 | 315 | 75 | 120 |
| 3 Dec | 657.05 | 23.85 | -2.30 | 26.03 | 25 | -1 | 44 |
| 2 Dec | 651.90 | 26.15 | -6.05 | 27.91 | 57 | 9 | 43 |
| 29 Nov | 644.55 | 32.2 | -1.30 | 27.20 | 48 | 17 | 34 |
| 28 Nov | 642.30 | 33.5 | -0.80 | 28.33 | 34 | 8 | 16 |
| 27 Nov | 651.20 | 34.3 | -0.25 | 36.76 | 7 | 3 | 8 |
| 26 Nov | 646.90 | 34.55 | -7.40 | 31.46 | 13 | 3 | 5 |
| 25 Nov | 632.75 | 41.95 | -3.50 | 31.96 | 1 | 1 | 1 |
| 22 Nov | 637.65 | 45.45 | -47.55 | 43.57 | 1 | 0 | 0 |
| 21 Nov | 610.20 | 93 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 613.05 | 93 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 613.05 | 93 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 607.15 | 93 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 608.15 | 93 | - | 0 | 0 | 0 | |
For Jubilant Foodworks Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -0.42
Historical price for 670 PE is as follows
On 20 Dec JUBLFOOD was trading at 672.70. The strike last trading price was 5.9, which was 0.50 higher than the previous day. The implied volatity was 22.05, the open interest changed by 20 which increased total open position to 446
On 19 Dec JUBLFOOD was trading at 679.35. The strike last trading price was 5.4, which was -1.20 lower than the previous day. The implied volatity was 23.03, the open interest changed by 36 which increased total open position to 430
On 18 Dec JUBLFOOD was trading at 675.80. The strike last trading price was 6.6, which was 1.25 higher than the previous day. The implied volatity was 25.88, the open interest changed by 3 which increased total open position to 393
On 17 Dec JUBLFOOD was trading at 682.90. The strike last trading price was 5.35, which was -0.15 lower than the previous day. The implied volatity was 26.54, the open interest changed by -83 which decreased total open position to 392
On 16 Dec JUBLFOOD was trading at 686.55. The strike last trading price was 5.5, which was -2.30 lower than the previous day. The implied volatity was 28.29, the open interest changed by -64 which decreased total open position to 477
On 13 Dec JUBLFOOD was trading at 681.30. The strike last trading price was 7.8, which was -5.10 lower than the previous day. The implied volatity was 26.49, the open interest changed by 14 which increased total open position to 549
On 12 Dec JUBLFOOD was trading at 672.10. The strike last trading price was 12.9, which was 9.75 higher than the previous day. The implied volatity was 27.95, the open interest changed by 218 which increased total open position to 535
On 11 Dec JUBLFOOD was trading at 707.80. The strike last trading price was 3.15, which was -1.10 lower than the previous day. The implied volatity was 28.95, the open interest changed by -14 which decreased total open position to 317
On 10 Dec JUBLFOOD was trading at 702.20. The strike last trading price was 4.25, which was -2.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 43 which increased total open position to 330
On 9 Dec JUBLFOOD was trading at 694.70. The strike last trading price was 6.4, which was -0.40 lower than the previous day. The implied volatity was 28.76, the open interest changed by -25 which decreased total open position to 287
On 6 Dec JUBLFOOD was trading at 694.50. The strike last trading price was 6.8, which was -12.70 lower than the previous day. The implied volatity was 27.58, the open interest changed by 176 which increased total open position to 314
On 5 Dec JUBLFOOD was trading at 662.05. The strike last trading price was 19.5, which was -2.75 lower than the previous day. The implied volatity was 28.12, the open interest changed by 20 which increased total open position to 139
On 4 Dec JUBLFOOD was trading at 660.15. The strike last trading price was 22.25, which was -1.60 lower than the previous day. The implied volatity was 28.94, the open interest changed by 75 which increased total open position to 120
On 3 Dec JUBLFOOD was trading at 657.05. The strike last trading price was 23.85, which was -2.30 lower than the previous day. The implied volatity was 26.03, the open interest changed by -1 which decreased total open position to 44
On 2 Dec JUBLFOOD was trading at 651.90. The strike last trading price was 26.15, which was -6.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 9 which increased total open position to 43
On 29 Nov JUBLFOOD was trading at 644.55. The strike last trading price was 32.2, which was -1.30 lower than the previous day. The implied volatity was 27.20, the open interest changed by 17 which increased total open position to 34
On 28 Nov JUBLFOOD was trading at 642.30. The strike last trading price was 33.5, which was -0.80 lower than the previous day. The implied volatity was 28.33, the open interest changed by 8 which increased total open position to 16
On 27 Nov JUBLFOOD was trading at 651.20. The strike last trading price was 34.3, which was -0.25 lower than the previous day. The implied volatity was 36.76, the open interest changed by 3 which increased total open position to 8
On 26 Nov JUBLFOOD was trading at 646.90. The strike last trading price was 34.55, which was -7.40 lower than the previous day. The implied volatity was 31.46, the open interest changed by 3 which increased total open position to 5
On 25 Nov JUBLFOOD was trading at 632.75. The strike last trading price was 41.95, which was -3.50 lower than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 1
On 22 Nov JUBLFOOD was trading at 637.65. The strike last trading price was 45.45, which was -47.55 lower than the previous day. The implied volatity was 43.57, the open interest changed by 0 which decreased total open position to 0
On 21 Nov JUBLFOOD was trading at 610.20. The strike last trading price was 93, 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 20 Nov JUBLFOOD was trading at 613.05. The strike last trading price was 93, 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 19 Nov JUBLFOOD was trading at 613.05. The strike last trading price was 93, 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 18 Nov JUBLFOOD was trading at 607.15. The strike last trading price was 93, 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 14 Nov JUBLFOOD was trading at 608.15. The strike last trading price was 93, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
