GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
03 Dec 2024 04:12 PM IST
| GNFC 26DEC2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 0.00
Historical price for 590 CE is as follows
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: -0.14
Vega: 0.36
Theta: -0.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.14
Historical price for 590 PE is as follows
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
