JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.41
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 626.40 | 6.15 | -0.4 | 24.12 | 648 | 13 | 823 | |||||||||
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| 18 Sept | 626.45 | 6.75 | -0.75 | 24.28 | 1,154 | 101 | 800 | |||||||||
| 14 Sept | 635.15 | 11.9 | -10.5 | 22.64 | 1,435 | 264 | 398 | |||||||||
| 17 Aug | 631.85 | 101.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.35
Historical price for 640 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 6.15, which was -0.4 lower than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 823
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 6.75, which was -0.75 lower than the previous day. The implied volatity was 24.28, the open interest changed by 101 which increased total open position to 800
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 11.9, which was -10.5 lower than the previous day. The implied volatity was 22.64, the open interest changed by 264 which increased total open position to 398
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 101.95, 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 640 PE | |||||||
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Delta: -0.63
Vega: 0.41
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 17.95 | -0.25 | 27.37 | 39 | 0 | 299 |
| 18 Sept | 626.45 | 18 | -0.6 | 26.72 | 80 | -5 | 298 |
| 14 Sept | 635.15 | 15.2 | 7.65 | 25.40 | 2,108 | 84 | 276 |
| 17 Aug | 631.85 | 20.5 | 0 | 0.04 | 0 | 0 | 0 |
For Jubilant Foodworks Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.63
Historical price for 640 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 17.95, which was -0.25 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 299
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 18, which was -0.6 lower than the previous day. The implied volatity was 26.72, the open interest changed by -5 which decreased total open position to 298
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 15.2, which was 7.65 higher than the previous day. The implied volatity was 25.40, the open interest changed by 84 which increased total open position to 276
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
