JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.30
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 626.40 | 22.1 | -0.35 | 21.82 | 26 | 0 | 45 | |||||||||
| 18 Sept | 626.45 | 22.45 | -0.8 | 21.33 | 112 | 12 | 44 | |||||||||
| 14 Sept | 635.15 | 30.65 | -20.75 | 20.99 | 64 | 9 | 28 | |||||||||
| 17 Aug | 631.85 | 68.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.80
Historical price for 610 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 22.1, which was -0.35 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 45
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 22.45, which was -0.8 lower than the previous day. The implied volatity was 21.33, the open interest changed by 12 which increased total open position to 44
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 30.65, which was -20.75 lower than the previous day. The implied volatity was 20.99, the open interest changed by 9 which increased total open position to 28
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 68.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| JUBLFOOD 30SEP2025 610 PE | |||||||
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Delta: -0.23
Vega: 0.33
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 3.65 | -0.35 | 24.93 | 186 | 18 | 345 |
| 18 Sept | 626.45 | 3.95 | -0.45 | 24.92 | 445 | -26 | 327 |
| 14 Sept | 635.15 | 4.25 | 2.45 | 25.55 | 382 | 98 | 239 |
| 17 Aug | 631.85 | 16.7 | 0 | 3.76 | 0 | 0 | 0 |
For Jubilant Foodworks Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.23
Historical price for 610 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 18 which increased total open position to 345
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 3.95, which was -0.45 lower than the previous day. The implied volatity was 24.92, the open interest changed by -26 which decreased total open position to 327
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 4.25, which was 2.45 higher than the previous day. The implied volatity was 25.55, the open interest changed by 98 which increased total open position to 239
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
