GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.42
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 12 | -3.95 | 21.38 | 242 | -241 | 162 | |||
| 13 Nov | 545.00 | 15.95 | -42.50 | 35.66 | 1,256 | 411 | 415 | |||
| 12 Nov | 589.20 | 58.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 606.55 | 58.45 | -11.40 | - | 1 | 0 | 4 | |||
| 8 Nov | 618.65 | 69.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 69.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 69.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 614.05 | 69.85 | -5.80 | 35.81 | 1 | 0 | 3 | |||
| 4 Nov | 607.65 | 75.65 | -55.05 | 62.81 | 3 | 0 | 0 | |||
| 1 Nov | 626.70 | 130.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 625.15 | 130.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 624.60 | 130.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 130.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 604.90 | 130.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 597.20 | 130.7 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 550 expiring on 28NOV2024
Delta for 550 CE is 0.60
Historical price for 550 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 12, which was -3.95 lower than the previous day. The implied volatity was 21.38, the open interest changed by -241 which decreased total open position to 162
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 15.95, which was -42.50 lower than the previous day. The implied volatity was 35.66, the open interest changed by 411 which increased total open position to 415
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 58.45, 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 58.45, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 69.85, 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 69.85, 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 69.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 69.85, which was -5.80 lower than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 3
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 75.65, which was -55.05 lower than the previous day. The implied volatity was 62.81, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 130.7, 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 31 Oct GNFC was trading at 625.15. The strike last trading price was 130.7, 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 30 Oct GNFC was trading at 624.60. The strike last trading price was 130.7, 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 130.7, 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 28 Oct GNFC was trading at 604.90. The strike last trading price was 130.7, 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 25 Oct GNFC was trading at 597.20. The strike last trading price was 130.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.42
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 8.9 | -8.00 | 26.21 | 134 | -133 | 743 |
| 13 Nov | 545.00 | 16.9 | 10.95 | 38.49 | 5,078 | 671 | 918 |
| 12 Nov | 589.20 | 5.95 | 2.50 | 41.44 | 655 | 11 | 248 |
| 11 Nov | 606.55 | 3.45 | 1.50 | 42.43 | 567 | -64 | 236 |
| 8 Nov | 618.65 | 1.95 | 1.05 | 37.36 | 396 | 127 | 288 |
| 7 Nov | 637.40 | 0.9 | -0.95 | 36.99 | 143 | -26 | 161 |
| 6 Nov | 627.30 | 1.85 | -1.65 | 39.28 | 142 | 28 | 187 |
| 5 Nov | 614.05 | 3.5 | -0.95 | 39.85 | 194 | -4 | 159 |
| 4 Nov | 607.65 | 4.45 | 1.65 | 39.70 | 463 | 79 | 164 |
| 1 Nov | 626.70 | 2.8 | -0.75 | 38.80 | 5 | 1 | 84 |
| 31 Oct | 625.15 | 3.55 | 0.35 | - | 644 | 18 | 85 |
| 30 Oct | 624.60 | 3.2 | -0.65 | - | 1,318 | 26 | 68 |
| 29 Oct | 616.70 | 3.85 | -3.05 | - | 53 | 30 | 41 |
| 28 Oct | 604.90 | 6.9 | -0.60 | - | 15 | 9 | 12 |
| 25 Oct | 597.20 | 7.5 | - | 4 | 3 | 3 | |
For Guj Nar Val Fer & Chem L - strike price 550 expiring on 28NOV2024
Delta for 550 PE is -0.42
Historical price for 550 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 8.9, which was -8.00 lower than the previous day. The implied volatity was 26.21, the open interest changed by -133 which decreased total open position to 743
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 16.9, which was 10.95 higher than the previous day. The implied volatity was 38.49, the open interest changed by 671 which increased total open position to 918
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 5.95, which was 2.50 higher than the previous day. The implied volatity was 41.44, the open interest changed by 11 which increased total open position to 248
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 3.45, which was 1.50 higher than the previous day. The implied volatity was 42.43, the open interest changed by -64 which decreased total open position to 236
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 1.95, which was 1.05 higher than the previous day. The implied volatity was 37.36, the open interest changed by 127 which increased total open position to 288
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 0.9, which was -0.95 lower than the previous day. The implied volatity was 36.99, the open interest changed by -26 which decreased total open position to 161
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 1.85, which was -1.65 lower than the previous day. The implied volatity was 39.28, the open interest changed by 28 which increased total open position to 187
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 3.5, which was -0.95 lower than the previous day. The implied volatity was 39.85, the open interest changed by -4 which decreased total open position to 159
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 4.45, which was 1.65 higher than the previous day. The implied volatity was 39.70, the open interest changed by 79 which increased total open position to 164
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 38.80, the open interest changed by 1 which increased total open position to 84
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GNFC was trading at 624.60. The strike last trading price was 3.2, which was -0.65 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 3.85, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GNFC was trading at 604.90. The strike last trading price was 6.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GNFC was trading at 597.20. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
