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[--[65.84.65.76]--]
GNFC
Guj Nar Val Fer & Chem L

583.8 -16.20 (-2.70%)

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Historical option data for GNFC

20 Dec 2024 04:13 PM IST
GNFC 26DEC2024 580 CE
Delta: 0.66
Vega: 0.28
Theta: -0.67
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 11.5 -18.40 24.52 13 1 4
19 Dec 600.00 29.9 0.00 0.00 0 2 0
18 Dec 605.05 29.9 -10.60 35.57 9 3 4
17 Dec 612.80 40.5 0.00 0.00 0 0 0
16 Dec 619.55 40.5 0.00 0.00 0 1 0
13 Dec 619.35 40.5 -74.10 - 2 1 1
12 Dec 618.55 114.6 0.00 - 0 0 0
11 Dec 624.70 114.6 0.00 - 0 0 0
10 Dec 628.55 114.6 0.00 - 0 0 0
9 Dec 622.40 114.6 0.00 - 0 0 0
6 Dec 636.70 114.6 0.00 - 0 0 0
5 Dec 635.00 114.6 0.00 - 0 0 0
4 Dec 635.25 114.6 0.00 - 0 0 0
3 Dec 637.15 114.6 0.00 - 0 0 0
2 Dec 652.25 114.6 0.00 - 0 0 0
29 Nov 638.80 114.6 0.00 - 0 0 0
28 Nov 614.25 114.6 0.00 - 0 0 0
27 Nov 599.55 114.6 0.00 - 0 0 0
6 Nov 627.30 114.6 0.00 - 0 0 0
5 Nov 614.05 114.6 0.00 - 0 0 0
4 Nov 607.65 114.6 114.60 - 0 0 0
1 Nov 626.70 0 0.00 - 0 0 0
31 Oct 625.15 0 0.00 - 0 0 0
30 Oct 624.60 0 0.00 - 0 0 0
29 Oct 616.70 0 0.00 - 0 0 0
28 Oct 604.90 0 0.00 - 0 0 0
25 Oct 597.20 0 0.00 - 0 0 0
24 Oct 632.40 0 0.00 - 0 0 0
23 Oct 632.05 0 0.00 - 0 0 0
22 Oct 634.95 0 0.00 - 0 0 0
21 Oct 639.80 0 0.00 - 0 0 0
18 Oct 641.60 0 0.00 - 0 0 0
17 Oct 639.20 0 0.00 - 0 0 0
16 Oct 643.85 0 0.00 - 0 0 0
15 Oct 645.65 0 0.00 - 0 0 0
14 Oct 647.70 0 0.00 - 0 0 0
11 Oct 647.70 0 0.00 - 0 0 0
10 Oct 648.50 0 0.00 - 0 0 0
9 Oct 647.45 0 0.00 - 0 0 0
8 Oct 639.85 0 0.00 - 0 0 0
7 Oct 631.70 0 0.00 - 0 0 0
4 Oct 645.75 0 0.00 - 0 0 0
3 Oct 677.45 0 0.00 - 0 0 0
30 Sept 675.70 0 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 580 expiring on 26DEC2024

Delta for 580 CE is 0.66

Historical price for 580 CE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 11.5, which was -18.40 lower than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 4


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 29.9, 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 18 Dec GNFC was trading at 605.05. The strike last trading price was 29.9, which was -10.60 lower than the previous day. The implied volatity was 35.57, the open interest changed by 3 which increased total open position to 4


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 40.5, 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 16 Dec GNFC was trading at 619.55. The strike last trading price was 40.5, 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 13 Dec GNFC was trading at 619.35. The strike last trading price was 40.5, which was -74.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 114.6, 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 Dec GNFC was trading at 624.70. The strike last trading price was 114.6, 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 10 Dec GNFC was trading at 628.55. The strike last trading price was 114.6, 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 9 Dec GNFC was trading at 622.40. The strike last trading price was 114.6, 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 Dec GNFC was trading at 636.70. The strike last trading price was 114.6, 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 Dec GNFC was trading at 635.00. The strike last trading price was 114.6, 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 Dec GNFC was trading at 635.25. The strike last trading price was 114.6, 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 3 Dec GNFC was trading at 637.15. The strike last trading price was 114.6, 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 2 Dec GNFC was trading at 652.25. The strike last trading price was 114.6, 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 29 Nov GNFC was trading at 638.80. The strike last trading price was 114.6, 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 28 Nov GNFC was trading at 614.25. The strike last trading price was 114.6, 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 27 Nov GNFC was trading at 599.55. The strike last trading price was 114.6, 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 114.6, 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 114.6, 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 114.6, which was 114.60 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 24 Oct GNFC was trading at 632.40. The strike last trading price was 0, 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 23 Oct GNFC was trading at 632.05. The strike last trading price was 0, 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 22 Oct GNFC was trading at 634.95. The strike last trading price was 0, 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 21 Oct GNFC was trading at 639.80. The strike last trading price was 0, 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 18 Oct GNFC was trading at 641.60. The strike last trading price was 0, 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 17 Oct GNFC was trading at 639.20. The strike last trading price was 0, 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 16 Oct GNFC was trading at 643.85. The strike last trading price was 0, 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 15 Oct GNFC was trading at 645.65. The strike last trading price was 0, 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 14 Oct GNFC was trading at 647.70. The strike last trading price was 0, 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 11 Oct GNFC was trading at 647.70. The strike last trading price was 0, 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 10 Oct GNFC was trading at 648.50. The strike last trading price was 0, 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 9 Oct GNFC was trading at 647.45. The strike last trading price was 0, 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 8 Oct GNFC was trading at 639.85. The strike last trading price was 0, 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 7 Oct GNFC was trading at 631.70. The strike last trading price was 0, 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 4 Oct GNFC was trading at 645.75. The strike last trading price was 0, 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 3 Oct GNFC was trading at 677.45. The strike last trading price was 0, 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 Sept GNFC was trading at 675.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GNFC 26DEC2024 580 PE
Delta: -0.36
Vega: 0.28
Theta: -0.60
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 5.25 3.00 28.13 438 -14 164
19 Dec 600.00 2.25 0.45 28.25 196 -14 181
18 Dec 605.05 1.8 0.25 28.23 299 32 196
17 Dec 612.80 1.55 0.45 29.13 492 -89 164
16 Dec 619.55 1.1 -0.55 29.15 215 -50 253
13 Dec 619.35 1.65 -0.35 30.01 430 -26 301
12 Dec 618.55 2 0.40 29.38 174 8 326
11 Dec 624.70 1.6 -0.55 30.07 90 17 318
10 Dec 628.55 2.15 -0.95 33.06 179 -20 296
9 Dec 622.40 3.1 1.15 33.17 331 38 317
6 Dec 636.70 1.95 -0.60 31.96 124 31 279
5 Dec 635.00 2.55 -0.45 32.77 237 59 248
4 Dec 635.25 3 0.25 33.71 148 2 187
3 Dec 637.15 2.75 0.60 33.15 497 70 176
2 Dec 652.25 2.15 -1.65 35.16 276 -48 106
29 Nov 638.80 3.8 -3.45 33.44 251 64 155
28 Nov 614.25 7.25 -8.90 32.18 116 90 90
27 Nov 599.55 16.15 0.00 4.29 0 0 0
6 Nov 627.30 16.15 0.00 6.86 0 0 0
5 Nov 614.05 16.15 0.00 5.21 0 0 0
4 Nov 607.65 16.15 0.00 4.50 0 0 0
1 Nov 626.70 16.15 0.00 6.37 0 0 0
31 Oct 625.15 16.15 0.00 - 0 0 0
30 Oct 624.60 16.15 0.00 - 0 0 0
29 Oct 616.70 16.15 16.15 - 0 0 0
28 Oct 604.90 0 0.00 - 0 0 0
25 Oct 597.20 0 0.00 - 0 0 0
24 Oct 632.40 0 0.00 - 0 0 0
23 Oct 632.05 0 0.00 - 0 0 0
22 Oct 634.95 0 0.00 - 0 0 0
21 Oct 639.80 0 0.00 - 0 0 0
18 Oct 641.60 0 0.00 - 0 0 0
17 Oct 639.20 0 0.00 - 0 0 0
16 Oct 643.85 0 0.00 - 0 0 0
15 Oct 645.65 0 0.00 - 0 0 0
14 Oct 647.70 0 0.00 - 0 0 0
11 Oct 647.70 0 0.00 - 0 0 0
10 Oct 648.50 0 0.00 - 0 0 0
9 Oct 647.45 0 0.00 - 0 0 0
8 Oct 639.85 0 0.00 - 0 0 0
7 Oct 631.70 0 0.00 - 0 0 0
4 Oct 645.75 0 0.00 - 0 0 0
3 Oct 677.45 0 0.00 - 0 0 0
30 Sept 675.70 0 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 580 expiring on 26DEC2024

Delta for 580 PE is -0.36

Historical price for 580 PE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 5.25, which was 3.00 higher than the previous day. The implied volatity was 28.13, the open interest changed by -14 which decreased total open position to 164


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 28.25, the open interest changed by -14 which decreased total open position to 181


On 18 Dec GNFC was trading at 605.05. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 28.23, the open interest changed by 32 which increased total open position to 196


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 29.13, the open interest changed by -89 which decreased total open position to 164


On 16 Dec GNFC was trading at 619.55. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 29.15, the open interest changed by -50 which decreased total open position to 253


On 13 Dec GNFC was trading at 619.35. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by -26 which decreased total open position to 301


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 29.38, the open interest changed by 8 which increased total open position to 326


On 11 Dec GNFC was trading at 624.70. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 30.07, the open interest changed by 17 which increased total open position to 318


On 10 Dec GNFC was trading at 628.55. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 33.06, the open interest changed by -20 which decreased total open position to 296


On 9 Dec GNFC was trading at 622.40. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was 33.17, the open interest changed by 38 which increased total open position to 317


On 6 Dec GNFC was trading at 636.70. The strike last trading price was 1.95, which was -0.60 lower than the previous day. The implied volatity was 31.96, the open interest changed by 31 which increased total open position to 279


On 5 Dec GNFC was trading at 635.00. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 32.77, the open interest changed by 59 which increased total open position to 248


On 4 Dec GNFC was trading at 635.25. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 33.71, the open interest changed by 2 which increased total open position to 187


On 3 Dec GNFC was trading at 637.15. The strike last trading price was 2.75, which was 0.60 higher than the previous day. The implied volatity was 33.15, the open interest changed by 70 which increased total open position to 176


On 2 Dec GNFC was trading at 652.25. The strike last trading price was 2.15, which was -1.65 lower than the previous day. The implied volatity was 35.16, the open interest changed by -48 which decreased total open position to 106


On 29 Nov GNFC was trading at 638.80. The strike last trading price was 3.8, which was -3.45 lower than the previous day. The implied volatity was 33.44, the open interest changed by 64 which increased total open position to 155


On 28 Nov GNFC was trading at 614.25. The strike last trading price was 7.25, which was -8.90 lower than the previous day. The implied volatity was 32.18, the open interest changed by 90 which increased total open position to 90


On 27 Nov GNFC was trading at 599.55. The strike last trading price was 16.15, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 16.15, 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 16.15, 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 16.15, which was 16.15 higher 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 0, 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 0, 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 24 Oct GNFC was trading at 632.40. The strike last trading price was 0, 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 23 Oct GNFC was trading at 632.05. The strike last trading price was 0, 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 22 Oct GNFC was trading at 634.95. The strike last trading price was 0, 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 21 Oct GNFC was trading at 639.80. The strike last trading price was 0, 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 18 Oct GNFC was trading at 641.60. The strike last trading price was 0, 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 17 Oct GNFC was trading at 639.20. The strike last trading price was 0, 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 16 Oct GNFC was trading at 643.85. The strike last trading price was 0, 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 15 Oct GNFC was trading at 645.65. The strike last trading price was 0, 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 14 Oct GNFC was trading at 647.70. The strike last trading price was 0, 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 11 Oct GNFC was trading at 647.70. The strike last trading price was 0, 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 10 Oct GNFC was trading at 648.50. The strike last trading price was 0, 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 9 Oct GNFC was trading at 647.45. The strike last trading price was 0, 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 8 Oct GNFC was trading at 639.85. The strike last trading price was 0, 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 7 Oct GNFC was trading at 631.70. The strike last trading price was 0, 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 4 Oct GNFC was trading at 645.75. The strike last trading price was 0, 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 3 Oct GNFC was trading at 677.45. The strike last trading price was 0, 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 Sept GNFC was trading at 675.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to