GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 49.5 | 0.00 | 0.00 | 2 | 0 | 0 | |||
| 13 Nov | 545.00 | 49.5 | -141.60 | - | 2 | 1 | 1 | |||
| 12 Nov | 589.20 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 606.55 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 618.65 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 191.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 191.1 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 500 expiring on 28NOV2024
Delta for 500 CE is 0.00
Historical price for 500 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 49.5, which was -141.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 191.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GNFC 28NOV2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.10
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 0.65 | -3.30 | 32.02 | 158 | -157 | 291 |
| 13 Nov | 545.00 | 3.95 | 2.95 | 46.43 | 2,826 | 363 | 437 |
| 12 Nov | 589.20 | 1 | 0.30 | 46.60 | 50 | 19 | 73 |
| 11 Nov | 606.55 | 0.7 | 0.45 | 49.18 | 55 | -1 | 54 |
| 8 Nov | 618.65 | 0.25 | 0.05 | 42.06 | 13 | 2 | 55 |
| 7 Nov | 637.40 | 0.2 | -0.15 | 44.48 | 8 | -2 | 53 |
| 6 Nov | 627.30 | 0.35 | -0.45 | 44.69 | 13 | 2 | 56 |
| 5 Nov | 614.05 | 0.8 | -0.05 | 45.65 | 74 | 22 | 54 |
| 4 Nov | 607.65 | 0.85 | 43.51 | 74 | 31 | 31 | |
For Guj Nar Val Fer & Chem L - strike price 500 expiring on 28NOV2024
Delta for 500 PE is -0.04
Historical price for 500 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 0.65, which was -3.30 lower than the previous day. The implied volatity was 32.02, the open interest changed by -157 which decreased total open position to 291
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 3.95, which was 2.95 higher than the previous day. The implied volatity was 46.43, the open interest changed by 363 which increased total open position to 437
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 46.60, the open interest changed by 19 which increased total open position to 73
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 0.7, which was 0.45 higher than the previous day. The implied volatity was 49.18, the open interest changed by -1 which decreased total open position to 54
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.06, the open interest changed by 2 which increased total open position to 55
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 44.48, the open interest changed by -2 which decreased total open position to 53
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 44.69, the open interest changed by 2 which increased total open position to 56
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 45.65, the open interest changed by 22 which increased total open position to 54
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 43.51, the open interest changed by 31 which increased total open position to 31
