GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 530 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 | 29.05 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 13 Nov | 545.00 | 29.05 | -119.20 | 39.24 | 42 | 14 | 14 | |||
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| 12 Nov | 589.20 | 148.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 606.55 | 148.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 618.65 | 148.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 148.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 148.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 148.25 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.00
Historical price for 530 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 29.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 29.05, which was -119.20 lower than the previous day. The implied volatity was 39.24, the open interest changed by 14 which increased total open position to 14
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 148.25, 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 11 Nov GNFC was trading at 606.55. The strike last trading price was 148.25, 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 8 Nov GNFC was trading at 618.65. The strike last trading price was 148.25, 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 7 Nov GNFC was trading at 637.40. The strike last trading price was 148.25, 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 6 Nov GNFC was trading at 627.30. The strike last trading price was 148.25, 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 5 Nov GNFC was trading at 614.05. The strike last trading price was 148.25, 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 148.25, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.24
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 1.65 | -8.35 | 21.91 | 83 | -82 | 159 |
| 13 Nov | 545.00 | 10 | 7.35 | 42.24 | 1,962 | 105 | 238 |
| 12 Nov | 589.20 | 2.65 | 0.85 | 41.75 | 154 | 10 | 133 |
| 11 Nov | 606.55 | 1.8 | 1.20 | 44.79 | 268 | 38 | 122 |
| 8 Nov | 618.65 | 0.6 | 0.20 | 36.29 | 61 | 0 | 84 |
| 7 Nov | 637.40 | 0.4 | -0.50 | 38.70 | 56 | -1 | 85 |
| 6 Nov | 627.30 | 0.9 | -0.90 | 40.81 | 110 | 66 | 85 |
| 5 Nov | 614.05 | 1.8 | -0.50 | 40.92 | 55 | -13 | 20 |
| 4 Nov | 607.65 | 2.3 | 40.83 | 93 | 33 | 33 | |
For Guj Nar Val Fer & Chem L - strike price 530 expiring on 28NOV2024
Delta for 530 PE is -0.14
Historical price for 530 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 1.65, which was -8.35 lower than the previous day. The implied volatity was 21.91, the open interest changed by -82 which decreased total open position to 159
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 10, which was 7.35 higher than the previous day. The implied volatity was 42.24, the open interest changed by 105 which increased total open position to 238
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 2.65, which was 0.85 higher than the previous day. The implied volatity was 41.75, the open interest changed by 10 which increased total open position to 133
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 1.8, which was 1.20 higher than the previous day. The implied volatity was 44.79, the open interest changed by 38 which increased total open position to 122
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 36.29, the open interest changed by 0 which decreased total open position to 84
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 38.70, the open interest changed by -1 which decreased total open position to 85
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 0.9, which was -0.90 lower than the previous day. The implied volatity was 40.81, the open interest changed by 66 which increased total open position to 85
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 40.92, the open interest changed by -13 which decreased total open position to 20
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 40.83, the open interest changed by 33 which increased total open position to 33
