JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
21 Sep 2025 04:15 PM IST
| JIOFIN 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.16
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 317.00 | 1.55 | -0.35 | 24.39 | 4,936 | -147 | 3,582 | |||||||||
| 14 Sept | 311.20 | 1.45 | -0.3 | 24.31 | 1,428 | 100 | 3,148 | |||||||||
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| 17 Aug | 327.40 | 12.25 | -2.2 | 24.49 | 74 | 22 | 163 | |||||||||
For Jio Fin Services Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.21
Historical price for 330 CE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 24.39, the open interest changed by -147 which decreased total open position to 3582
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 24.31, the open interest changed by 100 which increased total open position to 3148
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 12.25, which was -2.2 lower than the previous day. The implied volatity was 24.49, the open interest changed by 22 which increased total open position to 163
| JIOFIN 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.17
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 317.00 | 13.3 | -0.05 | 26.50 | 252 | -27 | 944 |
| 14 Sept | 311.20 | 18.45 | -0.8 | 23.26 | 19 | 7 | 829 |
| 17 Aug | 327.40 | 12 | 1.65 | 27.33 | 48 | 30 | 69 |
For Jio Fin Services Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.77
Historical price for 330 PE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 13.3, which was -0.05 lower than the previous day. The implied volatity was 26.50, the open interest changed by -27 which decreased total open position to 944
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 18.45, which was -0.8 lower than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 829
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 12, which was 1.65 higher than the previous day. The implied volatity was 27.33, the open interest changed by 30 which increased total open position to 69
