GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.38
Theta: -0.39
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 14 Nov | 554.20 | 5.3 | -1.75 | 25.54 | 198 | -66 | 265 | |||
| 13 Nov | 545.00 | 7.05 | -107.00 | 32.90 | 1,382 | 328 | 328 | |||
| 12 Nov | 589.20 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 606.55 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 618.65 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 626.70 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 625.15 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 624.60 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 604.90 | 114.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 597.20 | 114.05 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 570 expiring on 28NOV2024
Delta for 570 CE is 0.31
Historical price for 570 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 5.3, which was -1.75 lower than the previous day. The implied volatity was 25.54, the open interest changed by -66 which decreased total open position to 265
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 7.05, which was -107.00 lower than the previous day. The implied volatity was 32.90, the open interest changed by 328 which increased total open position to 328
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 114.05, 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 11 Nov GNFC was trading at 606.55. The strike last trading price was 114.05, 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 8 Nov GNFC was trading at 618.65. The strike last trading price was 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.39
Theta: -0.27
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 21 | -7.05 | 27.66 | 19 | -18 | 195 |
| 13 Nov | 545.00 | 28.05 | 17.15 | 36.39 | 1,943 | -19 | 209 |
| 12 Nov | 589.20 | 10.9 | 4.20 | 39.41 | 207 | 36 | 228 |
| 11 Nov | 606.55 | 6.7 | 2.50 | 41.02 | 232 | 35 | 192 |
| 8 Nov | 618.65 | 4.2 | 2.10 | 36.32 | 172 | -4 | 157 |
| 7 Nov | 637.40 | 2.1 | -1.40 | 36.09 | 270 | 15 | 161 |
| 6 Nov | 627.30 | 3.5 | -3.20 | 37.38 | 112 | 8 | 146 |
| 5 Nov | 614.05 | 6.7 | -1.75 | 39.12 | 201 | -7 | 138 |
| 4 Nov | 607.65 | 8.45 | 2.45 | 39.46 | 400 | 116 | 145 |
| 1 Nov | 626.70 | 6 | 0.55 | 39.73 | 7 | 4 | 29 |
| 31 Oct | 625.15 | 5.45 | -0.50 | - | 35 | 9 | 26 |
| 30 Oct | 624.60 | 5.95 | -1.40 | - | 30 | 1 | 16 |
| 29 Oct | 616.70 | 7.35 | -2.65 | - | 9 | 6 | 15 |
| 28 Oct | 604.90 | 10 | -1.90 | - | 6 | 2 | 9 |
| 25 Oct | 597.20 | 11.9 | - | 8 | 7 | 7 | |
For Guj Nar Val Fer & Chem L - strike price 570 expiring on 28NOV2024
Delta for 570 PE is -0.68
Historical price for 570 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 21, which was -7.05 lower than the previous day. The implied volatity was 27.66, the open interest changed by -18 which decreased total open position to 195
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 28.05, which was 17.15 higher than the previous day. The implied volatity was 36.39, the open interest changed by -19 which decreased total open position to 209
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 10.9, which was 4.20 higher than the previous day. The implied volatity was 39.41, the open interest changed by 36 which increased total open position to 228
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 6.7, which was 2.50 higher than the previous day. The implied volatity was 41.02, the open interest changed by 35 which increased total open position to 192
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 4.2, which was 2.10 higher than the previous day. The implied volatity was 36.32, the open interest changed by -4 which decreased total open position to 157
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 36.09, the open interest changed by 15 which increased total open position to 161
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 3.5, which was -3.20 lower than the previous day. The implied volatity was 37.38, the open interest changed by 8 which increased total open position to 146
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 6.7, which was -1.75 lower than the previous day. The implied volatity was 39.12, the open interest changed by -7 which decreased total open position to 138
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 8.45, which was 2.45 higher than the previous day. The implied volatity was 39.46, the open interest changed by 116 which increased total open position to 145
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 6, which was 0.55 higher than the previous day. The implied volatity was 39.73, the open interest changed by 4 which increased total open position to 29
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 5.45, which was -0.50 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 5.95, which was -1.40 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 7.35, which was -2.65 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 10, which was -1.90 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 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
