JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.34
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 626.40 | 3.75 | -0.45 | 25.14 | 683 | 38 | 952 | |||||||||
| 18 Sept | 626.45 | 4.15 | -0.8 | 25.01 | 1,329 | 174 | 917 | |||||||||
| 14 Sept | 635.15 | 8.1 | -7.85 | 23.13 | 1,808 | 257 | 576 | |||||||||
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| 17 Aug | 631.85 | 20 | -5.35 | 26.93 | 70 | 44 | 52 | |||||||||
For Jubilant Foodworks Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.24
Historical price for 650 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 25.14, the open interest changed by 38 which increased total open position to 952
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 4.15, which was -0.8 lower than the previous day. The implied volatity was 25.01, the open interest changed by 174 which increased total open position to 917
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 8.1, which was -7.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by 257 which increased total open position to 576
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 20, which was -5.35 lower than the previous day. The implied volatity was 26.93, the open interest changed by 44 which increased total open position to 52
| JUBLFOOD 30SEP2025 650 PE | |||||||
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Delta: -0.73
Vega: 0.36
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 25.3 | -0.35 | 28.32 | 39 | -3 | 254 |
| 18 Sept | 626.45 | 25.95 | 0.1 | 29.37 | 47 | 3 | 258 |
| 14 Sept | 635.15 | 21.25 | 9.7 | 25.82 | 1,019 | -6 | 281 |
| 17 Aug | 631.85 | 32.35 | 0 | - | 0 | 0 | 0 |
For Jubilant Foodworks Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.73
Historical price for 650 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 25.3, which was -0.35 lower than the previous day. The implied volatity was 28.32, the open interest changed by -3 which decreased total open position to 254
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 25.95, which was 0.1 higher than the previous day. The implied volatity was 29.37, the open interest changed by 3 which increased total open position to 258
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 21.25, which was 9.7 higher than the previous day. The implied volatity was 25.82, the open interest changed by -6 which decreased total open position to 281
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 32.35, 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
