JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 620 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.40
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 626.40 | 15.2 | -0.35 | 22.59 | 649 | 30 | 377 | |||||||||
| 18 Sept | 626.45 | 15.95 | -0.7 | 23.00 | 918 | 91 | 339 | |||||||||
| 14 Sept | 635.15 | 23.35 | -14.45 | 21.97 | 111 | 21 | 69 | |||||||||
| 17 Aug | 631.85 | 116.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.66
Historical price for 620 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 15.2, which was -0.35 lower than the previous day. The implied volatity was 22.59, the open interest changed by 30 which increased total open position to 377
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 15.95, which was -0.7 lower than the previous day. The implied volatity was 23.00, the open interest changed by 91 which increased total open position to 339
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 23.35, which was -14.45 lower than the previous day. The implied volatity was 21.97, the open interest changed by 21 which increased total open position to 69
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 116.3, 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 620 PE | |||||||
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Delta: -0.36
Vega: 0.41
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 6.9 | -0.35 | 25.48 | 262 | 1 | 345 |
| 18 Sept | 626.45 | 6.8 | -0.85 | 24.39 | 655 | 36 | 344 |
| 14 Sept | 635.15 | 6.65 | 3.55 | 25.03 | 1,108 | 81 | 263 |
| 17 Aug | 631.85 | 15.25 | 0 | 2.73 | 0 | 0 | 0 |
For Jubilant Foodworks Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.36
Historical price for 620 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 6.9, which was -0.35 lower than the previous day. The implied volatity was 25.48, the open interest changed by 1 which increased total open position to 345
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 6.8, which was -0.85 lower than the previous day. The implied volatity was 24.39, the open interest changed by 36 which increased total open position to 344
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 6.65, which was 3.55 higher than the previous day. The implied volatity was 25.03, the open interest changed by 81 which increased total open position to 263
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
