JUBLFOOD
Jubilant Foodworks Ltd
Historical option data for JUBLFOOD
21 Sep 2025 04:11 PM IST
| JUBLFOOD 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.27
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 626.40 | 2.45 | -0.25 | 26.95 | 487 | 10 | 1,475 | |||||||||
| 18 Sept | 626.45 | 2.75 | -0.45 | 26.70 | 1,349 | 163 | 1,450 | |||||||||
| 14 Sept | 635.15 | 5.3 | -5.75 | 23.50 | 1,768 | 417 | 886 | |||||||||
| 17 Aug | 631.85 | 88.6 | 0 | 2.60 | 0 | 0 | 0 | |||||||||
For Jubilant Foodworks Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.16
Historical price for 660 CE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 26.95, the open interest changed by 10 which increased total open position to 1475
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 26.70, the open interest changed by 163 which increased total open position to 1450
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 5.3, which was -5.75 lower than the previous day. The implied volatity was 23.50, the open interest changed by 417 which increased total open position to 886
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 88.6, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
| JUBLFOOD 30SEP2025 660 PE | |||||||
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Delta: -0.80
Vega: 0.30
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 626.40 | 34 | 0.15 | 30.93 | 8 | 1 | 93 |
| 18 Sept | 626.45 | 33.8 | -0.55 | 29.71 | 20 | 0 | 91 |
| 14 Sept | 635.15 | 28.85 | 12.35 | 27.45 | 256 | 7 | 104 |
| 17 Aug | 631.85 | 26.85 | 0 | - | 0 | 0 | 0 |
For Jubilant Foodworks Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.80
Historical price for 660 PE is as follows
On 21 Sept JUBLFOOD was trading at 626.40. The strike last trading price was 34, which was 0.15 higher than the previous day. The implied volatity was 30.93, the open interest changed by 1 which increased total open position to 93
On 18 Sept JUBLFOOD was trading at 626.45. The strike last trading price was 33.8, which was -0.55 lower than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 91
On 14 Sept JUBLFOOD was trading at 635.15. The strike last trading price was 28.85, which was 12.35 higher than the previous day. The implied volatity was 27.45, the open interest changed by 7 which increased total open position to 104
On 17 Aug JUBLFOOD was trading at 631.85. The strike last trading price was 26.85, 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
