JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
28 Sep 2025 10:09 PM IST
| JIOFIN 28-OCT-2025 315 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.29
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 295.85 | 3.5 | -2 | 26.12 | 838 | 185 | 818 | |||||||||
| 21 Sept | 317.00 | 13.55 | 0.15 | 25.12 | 142 | 4 | 143 | |||||||||
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| 14 Sept | 311.20 | 11.05 | -0.15 | 24.68 | 10 | 5 | 42 | |||||||||
For Jio Fin Services Ltd - strike price 315 expiring on 28OCT2025
Delta for 315 CE is 0.26
Historical price for 315 CE is as follows
On 28 Sept JIOFIN was trading at 295.85. The strike last trading price was 3.5, which was -2 lower than the previous day. The implied volatity was 26.12, the open interest changed by 185 which increased total open position to 818
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 13.55, which was 0.15 higher than the previous day. The implied volatity was 25.12, the open interest changed by 4 which increased total open position to 143
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 11.05, which was -0.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 5 which increased total open position to 42
| JIOFIN 28OCT2025 315 PE | |||||||
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Delta: -0.71
Vega: 0.30
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 295.85 | 20.35 | 4.05 | 29.36 | 64 | 3 | 376 |
| 21 Sept | 317.00 | 9 | 2 | 28.61 | 42 | 19 | 106 |
| 14 Sept | 311.20 | 11.5 | -0.65 | 26.49 | 2 | 2 | 13 |
For Jio Fin Services Ltd - strike price 315 expiring on 28OCT2025
Delta for 315 PE is -0.71
Historical price for 315 PE is as follows
On 28 Sept JIOFIN was trading at 295.85. The strike last trading price was 20.35, which was 4.05 higher than the previous day. The implied volatity was 29.36, the open interest changed by 3 which increased total open position to 376
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 9, which was 2 higher than the previous day. The implied volatity was 28.61, the open interest changed by 19 which increased total open position to 106
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 26.49, the open interest changed by 2 which increased total open position to 13
