JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 630 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.43
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 626.40 | 9.75 | -0.55 | 23.00 | 1,057 | 10 | 621 | |||||||||
| 18 Sept | 626.45 | 10.4 | -0.9 | 23.16 | 1,775 | 120 | 618 | |||||||||
| 14 Sept | 635.15 | 17.1 | -12.5 | 22.50 | 451 | 60 | 181 | |||||||||
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| 17 Aug | 631.85 | 55.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.50
Historical price for 630 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 9.75, which was -0.55 lower than the previous day. The implied volatity was 23.00, the open interest changed by 10 which increased total open position to 621
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 10.4, which was -0.9 lower than the previous day. The implied volatity was 23.16, the open interest changed by 120 which increased total open position to 618
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 17.1, which was -12.5 lower than the previous day. The implied volatity was 22.50, the open interest changed by 60 which increased total open position to 181
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 55.6, 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 630 PE | |||||||
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Delta: -0.50
Vega: 0.43
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 11.4 | -0.5 | 25.64 | 176 | -11 | 628 |
| 18 Sept | 626.45 | 11.6 | -0.8 | 25.29 | 356 | 0 | 641 |
| 14 Sept | 635.15 | 10.3 | 5.3 | 25.08 | 1,523 | 15 | 524 |
| 17 Aug | 631.85 | 21 | -2.7 | 28.67 | 10 | 10 | 9 |
For Jubilant Foodworks Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.50
Historical price for 630 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 11.4, which was -0.5 lower than the previous day. The implied volatity was 25.64, the open interest changed by -11 which decreased total open position to 628
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 11.6, which was -0.8 lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 641
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 10.3, which was 5.3 higher than the previous day. The implied volatity was 25.08, the open interest changed by 15 which increased total open position to 524
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 21, which was -2.7 lower than the previous day. The implied volatity was 28.67, the open interest changed by 10 which increased total open position to 9
