GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 34.05 | -1.75 | - | 1 | 0 | 15 | |||
| 13 Nov | 545.00 | 35.8 | -137.15 | 38.30 | 19 | 11 | 11 | |||
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| 12 Nov | 589.20 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 606.55 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 618.65 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 172.95 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 520 expiring on 28NOV2024
Delta for 520 CE is -
Historical price for 520 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 34.05, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 35.8, which was -137.15 lower than the previous day. The implied volatity was 38.30, the open interest changed by 11 which increased total open position to 11
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 172.95, 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 172.95, 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 172.95, 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 172.95, 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 172.95, 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 172.95, 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 172.95, 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 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.22
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 2 | -5.20 | 29.56 | 64 | -57 | 160 |
| 13 Nov | 545.00 | 7.2 | 3.15 | 42.96 | 1,351 | 213 | 213 |
| 12 Nov | 589.20 | 4.05 | 0.00 | 16.97 | 0 | 0 | 0 |
| 11 Nov | 606.55 | 4.05 | 0.00 | 20.26 | 0 | 0 | 0 |
| 8 Nov | 618.65 | 4.05 | 0.00 | 20.84 | 0 | 0 | 0 |
| 7 Nov | 637.40 | 4.05 | 0.00 | 23.46 | 0 | 0 | 0 |
| 6 Nov | 627.30 | 4.05 | 0.00 | 21.16 | 0 | 0 | 0 |
| 5 Nov | 614.05 | 4.05 | 0.00 | 18.37 | 0 | 0 | 0 |
| 4 Nov | 607.65 | 4.05 | 17.43 | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.12
Historical price for 520 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 2, which was -5.20 lower than the previous day. The implied volatity was 29.56, the open interest changed by -57 which decreased total open position to 160
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 7.2, which was 3.15 higher than the previous day. The implied volatity was 42.96, the open interest changed by 213 which increased total open position to 213
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 4.05, which was 0.00 lower than the previous day. The implied volatity was 16.97, 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 4.05, which was 0.00 lower than the previous day. The implied volatity was 20.26, 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 4.05, which was 0.00 lower than the previous day. The implied volatity was 20.84, 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 4.05, which was 0.00 lower than the previous day. The implied volatity was 23.46, 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 4.05, which was 0.00 lower than the previous day. The implied volatity was 21.16, 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 4.05, which was 0.00 lower than the previous day. The implied volatity was 18.37, 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 4.05, which was lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 0
