GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.42
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 5.8 | -5.10 | 18.42 | 111 | -110 | 454 | |||
| 13 Nov | 545.00 | 10.9 | -30.05 | 34.10 | 2,066 | 559 | 563 | |||
| 12 Nov | 589.20 | 40.95 | -20.00 | 49.26 | 7 | 3 | 5 | |||
| 11 Nov | 606.55 | 60.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 618.65 | 60.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 60.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 60.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 614.05 | 60.95 | -77.70 | 35.14 | 2 | 1 | 1 | |||
| 4 Nov | 607.65 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 626.70 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 625.15 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 624.60 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 604.90 | 138.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 597.20 | 138.65 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 560 expiring on 28NOV2024
Delta for 560 CE is 0.41
Historical price for 560 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 5.8, which was -5.10 lower than the previous day. The implied volatity was 18.42, the open interest changed by -110 which decreased total open position to 454
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 10.9, which was -30.05 lower than the previous day. The implied volatity was 34.10, the open interest changed by 559 which increased total open position to 563
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 40.95, which was -20.00 lower than the previous day. The implied volatity was 49.26, the open interest changed by 3 which increased total open position to 5
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 60.95, 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 60.95, 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 60.95, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 60.95, which was -77.70 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 1
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 138.65, 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 1 Nov GNFC was trading at 626.70. The strike last trading price was 138.65, 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 138.65, 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 138.65, 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 138.65, 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 138.65, 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 138.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.41
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 9 | -12.85 | 14.46 | 33 | -32 | 304 |
| 13 Nov | 545.00 | 21.85 | 13.60 | 37.09 | 3,745 | 218 | 337 |
| 12 Nov | 589.20 | 8.25 | 3.40 | 40.75 | 456 | -32 | 120 |
| 11 Nov | 606.55 | 4.85 | 2.00 | 41.71 | 273 | 19 | 151 |
| 8 Nov | 618.65 | 2.85 | 1.45 | 36.67 | 88 | 4 | 137 |
| 7 Nov | 637.40 | 1.4 | -1.20 | 36.59 | 301 | 55 | 134 |
| 6 Nov | 627.30 | 2.6 | -2.40 | 38.50 | 83 | 8 | 80 |
| 5 Nov | 614.05 | 5 | -1.20 | 39.78 | 171 | 19 | 73 |
| 4 Nov | 607.65 | 6.2 | 1.05 | 39.56 | 201 | 43 | 53 |
| 1 Nov | 626.70 | 5.15 | 0.00 | 0.00 | 0 | 9 | 0 |
| 31 Oct | 625.15 | 5.15 | -0.30 | - | 13 | 9 | 10 |
| 30 Oct | 624.60 | 5.45 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 616.70 | 5.45 | -3.65 | - | 1 | 0 | 0 |
| 28 Oct | 604.90 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 597.20 | 9.1 | - | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 560 expiring on 28NOV2024
Delta for 560 PE is -0.62
Historical price for 560 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 9, which was -12.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by -32 which decreased total open position to 304
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 21.85, which was 13.60 higher than the previous day. The implied volatity was 37.09, the open interest changed by 218 which increased total open position to 337
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 8.25, which was 3.40 higher than the previous day. The implied volatity was 40.75, the open interest changed by -32 which decreased total open position to 120
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 4.85, which was 2.00 higher than the previous day. The implied volatity was 41.71, the open interest changed by 19 which increased total open position to 151
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 2.85, which was 1.45 higher than the previous day. The implied volatity was 36.67, the open interest changed by 4 which increased total open position to 137
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 1.4, which was -1.20 lower than the previous day. The implied volatity was 36.59, the open interest changed by 55 which increased total open position to 134
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 2.6, which was -2.40 lower than the previous day. The implied volatity was 38.50, the open interest changed by 8 which increased total open position to 80
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was 39.78, the open interest changed by 19 which increased total open position to 73
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 6.2, which was 1.05 higher than the previous day. The implied volatity was 39.56, the open interest changed by 43 which increased total open position to 53
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 5.15, which was -0.30 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 5.45, 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 5.45, which was -3.65 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 9.1, 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 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
