GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
03 Dec 2024 04:12 PM IST
| GNFC 26DEC2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.49
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 637.15 | 88.4 | 15.20 | 73.07 | 1 | 0 | 146 | |||
| 2 Dec | 652.25 | 73.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 638.80 | 73.2 | 20.15 | 34.64 | 2 | 0 | 146 | |||
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| 28 Nov | 614.25 | 53.05 | -23.45 | 31.27 | 161 | 146 | 146 | |||
| 27 Nov | 599.55 | 76.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 76.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 76.5 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.77
Historical price for 570 CE is as follows
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 88.4, which was 15.20 higher than the previous day. The implied volatity was 73.07, the open interest changed by 0 which decreased total open position to 146
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 73.2, 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 73.2, which was 20.15 higher than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 146
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 53.05, which was -23.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 146 which increased total open position to 146
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 76.5, 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 76.5, 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 76.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GNFC 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.22
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 637.15 | 1.8 | 0.40 | 33.41 | 344 | 11 | 87 |
| 2 Dec | 652.25 | 1.4 | -1.25 | 35.27 | 194 | -16 | 78 |
| 29 Nov | 638.80 | 2.65 | -2.25 | 33.80 | 213 | 32 | 95 |
| 28 Nov | 614.25 | 4.9 | -3.00 | 31.76 | 51 | 18 | 58 |
| 27 Nov | 599.55 | 7.9 | -7.10 | 31.22 | 66 | 39 | 39 |
| 5 Nov | 614.05 | 15 | 0.00 | 6.39 | 0 | 0 | 0 |
| 4 Nov | 607.65 | 15 | 5.69 | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -0.07
Historical price for 570 PE is as follows
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 1.8, which was 0.40 higher than the previous day. The implied volatity was 33.41, the open interest changed by 11 which increased total open position to 87
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 1.4, which was -1.25 lower than the previous day. The implied volatity was 35.27, the open interest changed by -16 which decreased total open position to 78
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 2.65, which was -2.25 lower than the previous day. The implied volatity was 33.80, the open interest changed by 32 which increased total open position to 95
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 4.9, which was -3.00 lower than the previous day. The implied volatity was 31.76, the open interest changed by 18 which increased total open position to 58
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 7.9, which was -7.10 lower than the previous day. The implied volatity was 31.22, the open interest changed by 39 which increased total open position to 39
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 15, which was lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
