GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
21 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 540 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 | |||
| 21 Nov | 555.55 | 26 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 20 Nov | 561.05 | 26 | 0.00 | 31.99 | 4 | -4 | 60 | |||
| 19 Nov | 561.05 | 26 | 6.00 | 31.99 | 4 | -3 | 60 | |||
| 18 Nov | 558.50 | 20 | -0.25 | 20.31 | 17 | -16 | 64 | |||
| 14 Nov | 554.20 | 20.25 | -1.90 | 26.03 | 55 | -53 | 82 | |||
| 13 Nov | 545.00 | 22.15 | -34.25 | 37.62 | 369 | 134 | 135 | |||
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| 12 Nov | 589.20 | 56.4 | -11.15 | 51.95 | 1 | 0 | 1 | |||
| 11 Nov | 606.55 | 67.55 | -87.85 | - | 1 | 0 | 0 | |||
| 8 Nov | 618.65 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 624.60 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 155.4 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 540 expiring on 28NOV2024
Delta for 540 CE is 0.00
Historical price for 540 CE is as follows
On 21 Nov GNFC was trading at 555.55. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 20 Nov GNFC was trading at 561.05. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by -4 which decreased total open position to 60
On 19 Nov GNFC was trading at 561.05. The strike last trading price was 26, which was 6.00 higher than the previous day. The implied volatity was 31.99, the open interest changed by -3 which decreased total open position to 60
On 18 Nov GNFC was trading at 558.50. The strike last trading price was 20, which was -0.25 lower than the previous day. The implied volatity was 20.31, the open interest changed by -16 which decreased total open position to 64
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 20.25, which was -1.90 lower than the previous day. The implied volatity was 26.03, the open interest changed by -53 which decreased total open position to 82
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 22.15, which was -34.25 lower than the previous day. The implied volatity was 37.62, the open interest changed by 134 which increased total open position to 135
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 56.4, which was -11.15 lower than the previous day. The implied volatity was 51.95, the open interest changed by 0 which decreased total open position to 1
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 67.55, which was -87.85 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 155.4, 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 155.4, 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 155.4, 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 155.4, 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 155.4, 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 30 Oct GNFC was trading at 624.60. The strike last trading price was 155.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GNFC was trading at 616.70. The strike last trading price was 155.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.25
Theta: -0.65
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 555.55 | 4.8 | 2.60 | 38.94 | 8 | -6 | 271 |
| 20 Nov | 561.05 | 2.2 | 0.00 | 27.38 | 31 | -31 | 279 |
| 19 Nov | 561.05 | 2.2 | -0.30 | 27.38 | 31 | -29 | 279 |
| 18 Nov | 558.50 | 2.5 | -2.45 | 25.21 | 19 | -18 | 309 |
| 14 Nov | 554.20 | 4.95 | -8.05 | 25.76 | 190 | -189 | 328 |
| 13 Nov | 545.00 | 13 | 9.15 | 40.23 | 4,131 | 426 | 506 |
| 12 Nov | 589.20 | 3.85 | 1.35 | 40.91 | 322 | -33 | 80 |
| 11 Nov | 606.55 | 2.5 | 1.10 | 43.59 | 217 | 33 | 98 |
| 8 Nov | 618.65 | 1.4 | 0.85 | 38.62 | 39 | 15 | 64 |
| 7 Nov | 637.40 | 0.55 | -0.80 | 37.25 | 38 | -3 | 49 |
| 6 Nov | 627.30 | 1.35 | -1.20 | 40.39 | 22 | -2 | 52 |
| 5 Nov | 614.05 | 2.55 | -0.60 | 40.64 | 140 | -14 | 55 |
| 4 Nov | 607.65 | 3.15 | 1.15 | 39.99 | 319 | 63 | 70 |
| 30 Oct | 624.60 | 2 | -0.95 | - | 2 | 1 | 6 |
| 29 Oct | 616.70 | 2.95 | - | 6 | 4 | 4 | |
For Guj Nar Val Fer & Chem L - strike price 540 expiring on 28NOV2024
Delta for 540 PE is -0.26
Historical price for 540 PE is as follows
On 21 Nov GNFC was trading at 555.55. The strike last trading price was 4.8, which was 2.60 higher than the previous day. The implied volatity was 38.94, the open interest changed by -6 which decreased total open position to 271
On 20 Nov GNFC was trading at 561.05. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by -31 which decreased total open position to 279
On 19 Nov GNFC was trading at 561.05. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 27.38, the open interest changed by -29 which decreased total open position to 279
On 18 Nov GNFC was trading at 558.50. The strike last trading price was 2.5, which was -2.45 lower than the previous day. The implied volatity was 25.21, the open interest changed by -18 which decreased total open position to 309
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 4.95, which was -8.05 lower than the previous day. The implied volatity was 25.76, the open interest changed by -189 which decreased total open position to 328
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 13, which was 9.15 higher than the previous day. The implied volatity was 40.23, the open interest changed by 426 which increased total open position to 506
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 3.85, which was 1.35 higher than the previous day. The implied volatity was 40.91, the open interest changed by -33 which decreased total open position to 80
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 2.5, which was 1.10 higher than the previous day. The implied volatity was 43.59, the open interest changed by 33 which increased total open position to 98
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 1.4, which was 0.85 higher than the previous day. The implied volatity was 38.62, the open interest changed by 15 which increased total open position to 64
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 0.55, which was -0.80 lower than the previous day. The implied volatity was 37.25, the open interest changed by -3 which decreased total open position to 49
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 1.35, which was -1.20 lower than the previous day. The implied volatity was 40.39, the open interest changed by -2 which decreased total open position to 52
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 40.64, the open interest changed by -14 which decreased total open position to 55
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 3.15, which was 1.15 higher than the previous day. The implied volatity was 39.99, the open interest changed by 63 which increased total open position to 70
On 30 Oct GNFC was trading at 624.60. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GNFC was trading at 616.70. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
