GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.21
Theta: -0.21
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 1.5 | -1.45 | 25.32 | 63 | -45 | 407 | |||
| 13 Nov | 545.00 | 2.95 | -14.30 | 33.11 | 1,610 | 429 | 454 | |||
| 12 Nov | 589.20 | 17.25 | -12.60 | 35.86 | 19 | 9 | 24 | |||
| 11 Nov | 606.55 | 29.85 | -25.50 | 35.92 | 7 | -1 | 16 | |||
| 8 Nov | 618.65 | 55.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 637.40 | 55.35 | 18.50 | 35.79 | 1 | 0 | 16 | |||
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| 6 Nov | 627.30 | 36.85 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 5 Nov | 614.05 | 36.85 | 2.05 | 33.33 | 28 | 9 | 17 | |||
| 4 Nov | 607.65 | 34.8 | -11.30 | 36.38 | 15 | 8 | 9 | |||
| 1 Nov | 626.70 | 46.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 625.15 | 46.1 | -52.35 | - | 2 | 1 | 1 | |||
| 30 Oct | 624.60 | 98.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 616.70 | 98.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 604.90 | 98.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 597.20 | 98.45 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 590 expiring on 28NOV2024
Delta for 590 CE is 0.11
Historical price for 590 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 1.5, which was -1.45 lower than the previous day. The implied volatity was 25.32, the open interest changed by -45 which decreased total open position to 407
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 2.95, which was -14.30 lower than the previous day. The implied volatity was 33.11, the open interest changed by 429 which increased total open position to 454
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 17.25, which was -12.60 lower than the previous day. The implied volatity was 35.86, the open interest changed by 9 which increased total open position to 24
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 29.85, which was -25.50 lower than the previous day. The implied volatity was 35.92, the open interest changed by -1 which decreased total open position to 16
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 55.35, 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 7 Nov GNFC was trading at 637.40. The strike last trading price was 55.35, which was 18.50 higher than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 16
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 36.85, which was 2.05 higher than the previous day. The implied volatity was 33.33, the open interest changed by 9 which increased total open position to 17
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 34.8, which was -11.30 lower than the previous day. The implied volatity was 36.38, the open interest changed by 8 which increased total open position to 9
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 46.1, 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 31 Oct GNFC was trading at 625.15. The strike last trading price was 46.1, which was -52.35 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 98.45, 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 98.45, 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 98.45, 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 98.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GNFC 28NOV2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.31
Theta: -0.26
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 39 | -5.55 | 35.84 | 83 | -82 | 67 |
| 13 Nov | 545.00 | 44.55 | 25.30 | 40.13 | 1,218 | 8 | 149 |
| 12 Nov | 589.20 | 19.25 | 6.95 | 38.58 | 488 | 8 | 141 |
| 11 Nov | 606.55 | 12.3 | 3.85 | 40.12 | 516 | 32 | 131 |
| 8 Nov | 618.65 | 8.45 | 4.05 | 35.73 | 191 | 29 | 100 |
| 7 Nov | 637.40 | 4.4 | -2.30 | 35.06 | 159 | -19 | 71 |
| 6 Nov | 627.30 | 6.7 | -5.20 | 36.29 | 156 | 5 | 91 |
| 5 Nov | 614.05 | 11.9 | -2.55 | 38.57 | 247 | 41 | 85 |
| 4 Nov | 607.65 | 14.45 | 4.60 | 38.96 | 221 | 23 | 44 |
| 1 Nov | 626.70 | 9.85 | 0.00 | 0.00 | 0 | 12 | 0 |
| 31 Oct | 625.15 | 9.85 | 0.95 | - | 26 | 12 | 21 |
| 30 Oct | 624.60 | 8.9 | -3.10 | - | 7 | 3 | 9 |
| 29 Oct | 616.70 | 12 | -1.40 | - | 8 | 2 | 6 |
| 28 Oct | 604.90 | 13.4 | -6.40 | - | 3 | 1 | 2 |
| 25 Oct | 597.20 | 19.8 | - | 2 | 1 | 1 | |
For Guj Nar Val Fer & Chem L - strike price 590 expiring on 28NOV2024
Delta for 590 PE is -0.80
Historical price for 590 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 39, which was -5.55 lower than the previous day. The implied volatity was 35.84, the open interest changed by -82 which decreased total open position to 67
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 44.55, which was 25.30 higher than the previous day. The implied volatity was 40.13, the open interest changed by 8 which increased total open position to 149
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 19.25, which was 6.95 higher than the previous day. The implied volatity was 38.58, the open interest changed by 8 which increased total open position to 141
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 12.3, which was 3.85 higher than the previous day. The implied volatity was 40.12, the open interest changed by 32 which increased total open position to 131
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 8.45, which was 4.05 higher than the previous day. The implied volatity was 35.73, the open interest changed by 29 which increased total open position to 100
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 4.4, which was -2.30 lower than the previous day. The implied volatity was 35.06, the open interest changed by -19 which decreased total open position to 71
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 6.7, which was -5.20 lower than the previous day. The implied volatity was 36.29, the open interest changed by 5 which increased total open position to 91
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 11.9, which was -2.55 lower than the previous day. The implied volatity was 38.57, the open interest changed by 41 which increased total open position to 85
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 14.45, which was 4.60 higher than the previous day. The implied volatity was 38.96, the open interest changed by 23 which increased total open position to 44
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 9.85, which was 0.95 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 8.9, which was -3.10 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 12, 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 28 Oct GNFC was trading at 604.90. The strike last trading price was 13.4, which was -6.40 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 19.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
