JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
21 Sep 2025 04:15 PM IST
| JIOFIN 30SEP2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.22
Theta: -0.27
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 317.00 | 4.45 | -0.5 | 23.30 | 12,221 | 299 | 5,503 | |||||||||
| 14 Sept | 311.20 | 3.65 | -0.3 | 23.84 | 1,701 | 120 | 3,767 | |||||||||
| 17 Aug | 327.40 | 17.25 | -2.85 | 22.93 | 9 | 6 | 128 | |||||||||
For Jio Fin Services Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.46
Historical price for 320 CE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 23.30, the open interest changed by 299 which increased total open position to 5503
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 3.65, which was -0.3 lower than the previous day. The implied volatity was 23.84, the open interest changed by 120 which increased total open position to 3767
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 17.25, which was -2.85 lower than the previous day. The implied volatity was 22.93, the open interest changed by 6 which increased total open position to 128
| JIOFIN 30SEP2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.22
Theta: -0.20
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 317.00 | 6.2 | -0.3 | 24.73 | 2,416 | 70 | 2,012 |
| 14 Sept | 311.20 | 10.7 | -0.8 | 23.14 | 183 | 34 | 1,637 |
| 17 Aug | 327.40 | 7.45 | 1.25 | 26.81 | 32 | 6 | 96 |
For Jio Fin Services Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.53
Historical price for 320 PE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 6.2, which was -0.3 lower than the previous day. The implied volatity was 24.73, the open interest changed by 70 which increased total open position to 2012
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 10.7, which was -0.8 lower than the previous day. The implied volatity was 23.14, the open interest changed by 34 which increased total open position to 1637
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 7.45, which was 1.25 higher than the previous day. The implied volatity was 26.81, the open interest changed by 6 which increased total open position to 96
