JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
21 Sep 2025 04:15 PM IST
JIOFIN 30SEP2025 300 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.07
Theta: -0.15
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 317.00 | 18.85 | -0.5 | 22.84 | 411 | 59 | 396 | |||||||||
14 Sept | 311.20 | 15 | 0.1 | 25.50 | 260 | 1 | 423 | |||||||||
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17 Aug | 327.40 | 32 | -5.2 | 19.90 | 1 | 0 | 18 |
For Jio Fin Services Ltd - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.94
Historical price for 300 CE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 18.85, which was -0.5 lower than the previous day. The implied volatity was 22.84, the open interest changed by 59 which increased total open position to 396
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 423
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 32, which was -5.2 lower than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 18
JIOFIN 30SEP2025 300 PE | |||||||
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Delta: -0.09
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 317.00 | 0.65 | -0.15 | 26.62 | 1,356 | -4 | 1,831 |
14 Sept | 311.20 | 2.05 | -0.45 | 24.15 | 983 | 187 | 1,948 |
17 Aug | 327.40 | 2.4 | 0.3 | 27.17 | 50 | 22 | 311 |
For Jio Fin Services Ltd - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.09
Historical price for 300 PE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.62, the open interest changed by -4 which decreased total open position to 1831
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by 187 which increased total open position to 1948
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 27.17, the open interest changed by 22 which increased total open position to 311