GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 0.26
Theta: -0.22
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 1.8 | -2.60 | 21.37 | 54 | -53 | 209 | |||
| 13 Nov | 545.00 | 4.4 | -19.25 | 32.28 | 1,638 | 249 | 259 | |||
| 12 Nov | 589.20 | 23.65 | -17.05 | 38.35 | 7 | 1 | 9 | |||
| 11 Nov | 606.55 | 40.7 | -4.25 | 45.16 | 7 | 1 | 7 | |||
| 8 Nov | 618.65 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 637.40 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 44.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 5 Nov | 614.05 | 44.95 | 5.35 | 35.21 | 5 | 1 | 4 | |||
| 4 Nov | 607.65 | 39.6 | -83.15 | 32.72 | 5 | 3 | 3 | |||
| 1 Nov | 626.70 | 122.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 625.15 | 122.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 624.60 | 122.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 122.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 604.90 | 122.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 597.20 | 122.75 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 580 expiring on 28NOV2024
Delta for 580 CE is 0.15
Historical price for 580 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 1.8, which was -2.60 lower than the previous day. The implied volatity was 21.37, the open interest changed by -53 which decreased total open position to 209
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 4.4, which was -19.25 lower than the previous day. The implied volatity was 32.28, the open interest changed by 249 which increased total open position to 259
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 23.65, which was -17.05 lower than the previous day. The implied volatity was 38.35, the open interest changed by 1 which increased total open position to 9
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 40.7, which was -4.25 lower than the previous day. The implied volatity was 45.16, the open interest changed by 1 which increased total open position to 7
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 44.95, 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 44.95, 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 44.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 44.95, which was 5.35 higher than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 4
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 39.6, which was -83.15 lower than the previous day. The implied volatity was 32.72, the open interest changed by 3 which increased total open position to 3
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 122.75, 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 122.75, 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 122.75, 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 122.75, 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 122.75, 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 122.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.34
Theta: -0.24
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 29 | -7.05 | 30.30 | 6 | -5 | 156 |
| 13 Nov | 545.00 | 36.05 | 20.35 | 38.28 | 1,184 | -35 | 162 |
| 12 Nov | 589.20 | 15.7 | 6.20 | 41.15 | 333 | -25 | 195 |
| 11 Nov | 606.55 | 9.5 | 3.10 | 41.30 | 730 | 80 | 221 |
| 8 Nov | 618.65 | 6.4 | 3.30 | 36.90 | 339 | -66 | 139 |
| 7 Nov | 637.40 | 3.1 | -2.00 | 35.66 | 558 | 113 | 204 |
| 6 Nov | 627.30 | 5.1 | -3.65 | 37.40 | 98 | -15 | 91 |
| 5 Nov | 614.05 | 8.75 | -2.00 | 38.27 | 254 | 18 | 107 |
| 4 Nov | 607.65 | 10.75 | 3.25 | 38.43 | 323 | 64 | 92 |
| 1 Nov | 626.70 | 7.5 | -0.75 | 38.47 | 3 | 1 | 27 |
| 31 Oct | 625.15 | 8.25 | 0.40 | - | 52 | 9 | 26 |
| 30 Oct | 624.60 | 7.85 | -1.95 | - | 21 | 7 | 15 |
| 29 Oct | 616.70 | 9.8 | -3.60 | - | 18 | 7 | 8 |
| 28 Oct | 604.90 | 13.4 | 0.50 | - | 2 | 1 | 1 |
| 25 Oct | 597.20 | 12.9 | - | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 580 expiring on 28NOV2024
Delta for 580 PE is -0.76
Historical price for 580 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 29, which was -7.05 lower than the previous day. The implied volatity was 30.30, the open interest changed by -5 which decreased total open position to 156
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 36.05, which was 20.35 higher than the previous day. The implied volatity was 38.28, the open interest changed by -35 which decreased total open position to 162
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 15.7, which was 6.20 higher than the previous day. The implied volatity was 41.15, the open interest changed by -25 which decreased total open position to 195
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 9.5, which was 3.10 higher than the previous day. The implied volatity was 41.30, the open interest changed by 80 which increased total open position to 221
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 6.4, which was 3.30 higher than the previous day. The implied volatity was 36.90, the open interest changed by -66 which decreased total open position to 139
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 3.1, which was -2.00 lower than the previous day. The implied volatity was 35.66, the open interest changed by 113 which increased total open position to 204
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 5.1, which was -3.65 lower than the previous day. The implied volatity was 37.40, the open interest changed by -15 which decreased total open position to 91
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 8.75, which was -2.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by 18 which increased total open position to 107
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 10.75, which was 3.25 higher than the previous day. The implied volatity was 38.43, the open interest changed by 64 which increased total open position to 92
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 7.5, which was -0.75 lower than the previous day. The implied volatity was 38.47, the open interest changed by 1 which increased total open position to 27
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 8.25, which was 0.40 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 7.85, which was -1.95 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 9.8, which was -3.60 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 13.4, which was 0.50 higher 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 12.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
