GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
| GNFC 26DEC2024 550 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 | |||
| 20 Dec | 583.80 | 65.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 600.00 | 65.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 612.80 | 65.05 | -7.95 | 55.88 | 9 | -7 | 13 | |||
| 16 Dec | 619.55 | 73 | 6.00 | 59.97 | 8 | -3 | 20 | |||
| 13 Dec | 619.35 | 67 | -3.00 | - | 17 | 9 | 31 | |||
| 12 Dec | 618.55 | 70 | 13.00 | - | 14 | 11 | 19 | |||
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| 11 Dec | 624.70 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 628.55 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 622.40 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 635.00 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 635.25 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 637.15 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 652.25 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 638.80 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 614.25 | 57 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 27 Nov | 599.55 | 57 | 30.99 | 24 | 16 | 16 | ||||
For Guj Nar Val Fer & Chem L - strike price 550 expiring on 26DEC2024
Delta for 550 CE is 0.00
Historical price for 550 CE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 65.05, 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 19 Dec GNFC was trading at 600.00. The strike last trading price was 65.05, 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 17 Dec GNFC was trading at 612.80. The strike last trading price was 65.05, which was -7.95 lower than the previous day. The implied volatity was 55.88, the open interest changed by -7 which decreased total open position to 13
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 73, which was 6.00 higher than the previous day. The implied volatity was 59.97, the open interest changed by -3 which decreased total open position to 20
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 67, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 31
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 70, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 19
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 57, 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 10 Dec GNFC was trading at 628.55. The strike last trading price was 57, 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 9 Dec GNFC was trading at 622.40. The strike last trading price was 57, 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 Dec GNFC was trading at 635.00. The strike last trading price was 57, 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 4 Dec GNFC was trading at 635.25. The strike last trading price was 57, 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 3 Dec GNFC was trading at 637.15. The strike last trading price was 57, 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 2 Dec GNFC was trading at 652.25. The strike last trading price was 57, 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 29 Nov GNFC was trading at 638.80. The strike last trading price was 57, 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 28 Nov GNFC was trading at 614.25. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 57, which was lower than the previous day. The implied volatity was 30.99, the open interest changed by 16 which increased total open position to 16
| GNFC 26DEC2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.09
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 583.80 | 0.65 | 0.20 | 33.26 | 34 | 8 | 133 |
| 19 Dec | 600.00 | 0.45 | 0.10 | 36.57 | 5 | -1 | 129 |
| 17 Dec | 612.80 | 0.35 | 0.05 | 35.88 | 42 | -11 | 131 |
| 16 Dec | 619.55 | 0.3 | -0.40 | 36.26 | 18 | -4 | 143 |
| 13 Dec | 619.35 | 0.7 | -0.05 | 38.12 | 100 | 18 | 148 |
| 12 Dec | 618.55 | 0.75 | 0.10 | 36.31 | 18 | 4 | 130 |
| 11 Dec | 624.70 | 0.65 | 0.05 | 36.91 | 5 | -2 | 127 |
| 10 Dec | 628.55 | 0.6 | -0.45 | 36.40 | 53 | -40 | 129 |
| 9 Dec | 622.40 | 1.05 | 0.20 | 37.27 | 114 | 34 | 167 |
| 5 Dec | 635.00 | 0.85 | -0.15 | 35.84 | 191 | 4 | 133 |
| 4 Dec | 635.25 | 1 | 0.00 | 36.25 | 24 | -5 | 128 |
| 3 Dec | 637.15 | 1 | 0.15 | 36.05 | 57 | 6 | 132 |
| 2 Dec | 652.25 | 0.85 | -0.70 | 38.43 | 164 | 16 | 125 |
| 29 Nov | 638.80 | 1.55 | -0.95 | 36.43 | 285 | 31 | 108 |
| 28 Nov | 614.25 | 2.5 | -1.35 | 33.12 | 80 | 5 | 77 |
| 27 Nov | 599.55 | 3.85 | 31.54 | 142 | 72 | 72 | |
For Guj Nar Val Fer & Chem L - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -0.06
Historical price for 550 PE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 0.65, which was 0.20 higher than the previous day. The implied volatity was 33.26, the open interest changed by 8 which increased total open position to 133
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 36.57, the open interest changed by -1 which decreased total open position to 129
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 35.88, the open interest changed by -11 which decreased total open position to 131
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was 36.26, the open interest changed by -4 which decreased total open position to 143
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 38.12, the open interest changed by 18 which increased total open position to 148
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 36.31, the open interest changed by 4 which increased total open position to 130
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by -2 which decreased total open position to 127
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 36.40, the open interest changed by -40 which decreased total open position to 129
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 37.27, the open interest changed by 34 which increased total open position to 167
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 35.84, the open interest changed by 4 which increased total open position to 133
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 36.25, the open interest changed by -5 which decreased total open position to 128
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 36.05, the open interest changed by 6 which increased total open position to 132
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 0.85, which was -0.70 lower than the previous day. The implied volatity was 38.43, the open interest changed by 16 which increased total open position to 125
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 36.43, the open interest changed by 31 which increased total open position to 108
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 33.12, the open interest changed by 5 which increased total open position to 77
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was 31.54, the open interest changed by 72 which increased total open position to 72
