GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
| GNFC 26DEC2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.30
Theta: -0.66
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 583.80 | 5.85 | -9.60 | 23.73 | 172 | 87 | 95 | |||
| 19 Dec | 600.00 | 15.45 | -7.60 | 26.76 | 13 | 3 | 7 | |||
| 18 Dec | 605.05 | 23.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 612.80 | 23.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 619.55 | 23.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 619.35 | 23.05 | -10.40 | - | 1 | 0 | 3 | |||
| 12 Dec | 618.55 | 33.45 | -5.35 | 29.81 | 1 | 0 | 4 | |||
| 11 Dec | 624.70 | 38.8 | -26.60 | 18.09 | 1 | 0 | 3 | |||
| 10 Dec | 628.55 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 622.40 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 636.70 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 635.00 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 635.25 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 637.15 | 65.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 2 Dec | 652.25 | 65.4 | 2.30 | - | 3 | 0 | 0 | |||
| 29 Nov | 638.80 | 63.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 614.25 | 63.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 599.55 | 63.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 63.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 63.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 63.1 | 63.10 | - | 0 | 0 | 0 | |||
| 1 Nov | 626.70 | 0 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 590 expiring on 26DEC2024
Delta for 590 CE is 0.45
Historical price for 590 CE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 5.85, which was -9.60 lower than the previous day. The implied volatity was 23.73, the open interest changed by 87 which increased total open position to 95
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 15.45, which was -7.60 lower than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 7
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 23.05, 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 17 Dec GNFC was trading at 612.80. The strike last trading price was 23.05, 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 23.05, 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 23.05, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 33.45, which was -5.35 lower than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 4
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 38.8, which was -26.60 lower than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 3
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 65.4, 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 9 Dec GNFC was trading at 622.40. The strike last trading price was 65.4, 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 Dec GNFC was trading at 636.70. The strike last trading price was 65.4, 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 5 Dec GNFC was trading at 635.00. The strike last trading price was 65.4, 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 4 Dec GNFC was trading at 635.25. The strike last trading price was 65.4, 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 3 Dec GNFC was trading at 637.15. The strike last trading price was 65.4, 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 2 Dec GNFC was trading at 652.25. The strike last trading price was 65.4, which was 2.30 higher 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 63.1, 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 63.1, 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 63.1, 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 63.1, 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 63.1, 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 63.1, which was 63.10 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GNFC 26DEC2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.30
Theta: -0.58
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 583.80 | 9.5 | 5.30 | 26.82 | 344 | -24 | 141 |
| 19 Dec | 600.00 | 4.2 | 0.70 | 26.34 | 245 | -6 | 168 |
| 18 Dec | 605.05 | 3.5 | 0.45 | 27.14 | 162 | -6 | 176 |
| 17 Dec | 612.80 | 3.05 | 1.15 | 28.60 | 392 | 13 | 184 |
| 16 Dec | 619.55 | 1.9 | -0.70 | 27.39 | 144 | 14 | 172 |
| 13 Dec | 619.35 | 2.6 | -0.45 | 28.45 | 355 | 27 | 158 |
| 12 Dec | 618.55 | 3.05 | 0.50 | 27.68 | 197 | 14 | 133 |
| 11 Dec | 624.70 | 2.55 | -0.65 | 28.97 | 88 | -2 | 120 |
| 10 Dec | 628.55 | 3.2 | -1.25 | 31.92 | 186 | 15 | 124 |
| 9 Dec | 622.40 | 4.45 | 1.55 | 31.96 | 151 | -8 | 109 |
| 6 Dec | 636.70 | 2.9 | -0.70 | 31.14 | 78 | 0 | 118 |
| 5 Dec | 635.00 | 3.6 | -0.55 | 31.73 | 120 | 18 | 120 |
| 4 Dec | 635.25 | 4.15 | 0.20 | 32.69 | 101 | 3 | 104 |
| 3 Dec | 637.15 | 3.95 | 1.00 | 32.54 | 683 | -13 | 101 |
| 2 Dec | 652.25 | 2.95 | -1.90 | 34.23 | 561 | -35 | 115 |
| 29 Nov | 638.80 | 4.85 | -4.40 | 31.96 | 342 | -67 | 151 |
| 28 Nov | 614.25 | 9.25 | -4.85 | 30.82 | 285 | 207 | 220 |
| 27 Nov | 599.55 | 14.1 | -7.30 | 30.35 | 40 | 13 | 13 |
| 6 Nov | 627.30 | 21.4 | 0.00 | 5.71 | 0 | 0 | 0 |
| 5 Nov | 614.05 | 21.4 | 0.00 | 4.01 | 0 | 0 | 0 |
| 4 Nov | 607.65 | 21.4 | 21.40 | 3.29 | 0 | 0 | 0 |
| 1 Nov | 626.70 | 0 | 5.55 | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 590 expiring on 26DEC2024
Delta for 590 PE is -0.55
Historical price for 590 PE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 9.5, which was 5.30 higher than the previous day. The implied volatity was 26.82, the open interest changed by -24 which decreased total open position to 141
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 4.2, which was 0.70 higher than the previous day. The implied volatity was 26.34, the open interest changed by -6 which decreased total open position to 168
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by -6 which decreased total open position to 176
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 3.05, which was 1.15 higher than the previous day. The implied volatity was 28.60, the open interest changed by 13 which increased total open position to 184
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 1.9, which was -0.70 lower than the previous day. The implied volatity was 27.39, the open interest changed by 14 which increased total open position to 172
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 28.45, the open interest changed by 27 which increased total open position to 158
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 3.05, which was 0.50 higher than the previous day. The implied volatity was 27.68, the open interest changed by 14 which increased total open position to 133
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 28.97, the open interest changed by -2 which decreased total open position to 120
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 31.92, the open interest changed by 15 which increased total open position to 124
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 4.45, which was 1.55 higher than the previous day. The implied volatity was 31.96, the open interest changed by -8 which decreased total open position to 109
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 2.9, which was -0.70 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 118
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 31.73, the open interest changed by 18 which increased total open position to 120
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 32.69, the open interest changed by 3 which increased total open position to 104
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 3.95, which was 1.00 higher than the previous day. The implied volatity was 32.54, the open interest changed by -13 which decreased total open position to 101
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 2.95, which was -1.90 lower than the previous day. The implied volatity was 34.23, the open interest changed by -35 which decreased total open position to 115
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 4.85, which was -4.40 lower than the previous day. The implied volatity was 31.96, the open interest changed by -67 which decreased total open position to 151
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 9.25, which was -4.85 lower than the previous day. The implied volatity was 30.82, the open interest changed by 207 which increased total open position to 220
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 14.1, which was -7.30 lower than the previous day. The implied volatity was 30.35, the open interest changed by 13 which increased total open position to 13
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 21.4, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 21.4, which was 21.40 higher than the previous day. The implied volatity was 3.29, 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 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
