JIOFIN
Jio Fin Services Ltd
Historical option data for JIOFIN
21 Sep 2025 04:15 PM IST
| JIOFIN 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.08
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 317.00 | 0.5 | -0.1 | 26.09 | 1,362 | 149 | 2,774 | |||||||||
| 14 Sept | 311.20 | 0.65 | -0.1 | 26.32 | 600 | -33 | 2,166 | |||||||||
| 17 Aug | 327.40 | 8.25 | -1.8 | 25.18 | 104 | 22 | 185 | |||||||||
For Jio Fin Services Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.08
Historical price for 340 CE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 26.09, the open interest changed by 149 which increased total open position to 2774
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 26.32, the open interest changed by -33 which decreased total open position to 2166
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 8.25, which was -1.8 lower than the previous day. The implied volatity was 25.18, the open interest changed by 22 which increased total open position to 185
| JIOFIN 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.10
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 317.00 | 22.2 | 0.1 | 29.62 | 25 | -13 | 510 |
| 14 Sept | 311.20 | 27.55 | -0.75 | 23.88 | 8 | 0 | 560 |
| 17 Aug | 327.40 | 17 | 1.3 | 26.16 | 4 | 4 | 32 |
For Jio Fin Services Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.89
Historical price for 340 PE is as follows
On 21 Sept JIOFIN was trading at 317.00. The strike last trading price was 22.2, which was 0.1 higher than the previous day. The implied volatity was 29.62, the open interest changed by -13 which decreased total open position to 510
On 14 Sept JIOFIN was trading at 311.20. The strike last trading price was 27.55, which was -0.75 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 560
On 17 Aug JIOFIN was trading at 327.40. The strike last trading price was 17, which was 1.3 higher than the previous day. The implied volatity was 26.16, the open interest changed by 4 which increased total open position to 32
