JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
21 Sep 2025 04:15 PM IST
| JIOFIN 30SEP2025 315 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.21
Theta: -0.27
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 317.00 | 6.9 | -0.65 | 22.51 | 3,915 | -29 | 2,761 | |||||||||
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| 14 Sept | 311.20 | 5.5 | -0.25 | 23.73 | 2,303 | 262 | 3,050 | |||||||||
| 17 Aug | 327.40 | 21.85 | -1.4 | 26.08 | 5 | 2 | 11 | |||||||||
For Jio Fin Services Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 CE is 0.62
Historical price for 315 CE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 6.9, which was -0.65 lower than the previous day. The implied volatity was 22.51, the open interest changed by -29 which decreased total open position to 2761
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 23.73, the open interest changed by 262 which increased total open position to 3050
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 21.85, which was -1.4 lower than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 11
| JIOFIN 30SEP2025 315 PE | |||||||
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Delta: -0.39
Vega: 0.21
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 317.00 | 3.75 | -0.3 | 24.40 | 2,118 | -107 | 1,915 |
| 14 Sept | 311.20 | 7.5 | -0.85 | 22.81 | 564 | 96 | 1,560 |
| 17 Aug | 327.40 | 5.65 | 0.7 | 26.54 | 12 | 5 | 26 |
For Jio Fin Services Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 PE is -0.39
Historical price for 315 PE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 24.40, the open interest changed by -107 which decreased total open position to 1915
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 7.5, which was -0.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by 96 which increased total open position to 1560
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 5.65, which was 0.7 higher than the previous day. The implied volatity was 26.54, the open interest changed by 5 which increased total open position to 26
