JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 28OCT2025 630 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.81
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 626.40 | 21.15 | -0.65 | 23.21 | 62 | -14 | 123 | |||||||||
| 18 Sept | 626.45 | 22 | -0.5 | 23.78 | 93 | 43 | 135 | |||||||||
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| 14 Sept | 635.15 | 28.5 | -14.15 | 24.02 | 1 | 1 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 630 expiring on 28OCT2025
Delta for 630 CE is 0.55
Historical price for 630 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 21.15, which was -0.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by -14 which decreased total open position to 123
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 22, which was -0.5 lower than the previous day. The implied volatity was 23.78, the open interest changed by 43 which increased total open position to 135
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 28.5, which was -14.15 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1 which increased total open position to 0
| JUBLFOOD 28OCT2025 630 PE | |||||||
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Delta: -0.45
Vega: 0.81
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 19.6 | -2.9 | 26.59 | 10 | 3 | 54 |
| 18 Sept | 626.45 | 22.5 | 2.5 | 29.94 | 30 | 25 | 49 |
| 14 Sept | 635.15 | 16.05 | 4.55 | 24.65 | 2 | 2 | 3 |
For Jubilant Foodworks Ltd - strike price 630 expiring on 28OCT2025
Delta for 630 PE is -0.45
Historical price for 630 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 19.6, which was -2.9 lower than the previous day. The implied volatity was 26.59, the open interest changed by 3 which increased total open position to 54
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 22.5, which was 2.5 higher than the previous day. The implied volatity was 29.94, the open interest changed by 25 which increased total open position to 49
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 16.05, which was 4.55 higher than the previous day. The implied volatity was 24.65, the open interest changed by 2 which increased total open position to 3
