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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 600 CE
Delta: 0.27
Vega: 0.25
Theta: -0.59
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 3.2 -6.20 26.40 1,029 -189 107
19 Dec 600.00 9.4 -4.60 26.61 915 -5 297
18 Dec 605.05 14 -6.70 29.31 96 4 292
17 Dec 612.80 20.7 -5.10 35.79 134 21 288
16 Dec 619.55 25.8 0.40 33.76 7 2 267
13 Dec 619.35 25.4 -0.20 21.30 122 20 265
12 Dec 618.55 25.6 -4.40 26.53 28 4 248
11 Dec 624.70 30 -2.30 19.97 7 -3 244
10 Dec 628.55 32.3 -0.55 15.25 13 0 247
9 Dec 622.40 32.85 -9.65 31.45 19 -3 250
6 Dec 636.70 42.5 -0.50 24.42 17 -1 253
5 Dec 635.00 43 -4.25 30.02 8 0 254
4 Dec 635.25 47.25 0.00 0.00 0 -7 0
3 Dec 637.15 47.25 -10.35 32.66 581 -7 254
2 Dec 652.25 57.6 10.60 25.44 28 -6 261
29 Nov 638.80 47 16.50 31.06 402 -16 267
28 Nov 614.25 30.5 7.60 29.70 582 -37 284
27 Nov 599.55 22.9 -77.55 31.24 883 321 321
6 Nov 627.30 100.45 0.00 - 0 0 0
5 Nov 614.05 100.45 0.00 - 0 0 0
4 Nov 607.65 100.45 0.00 - 0 0 0
1 Nov 626.70 100.45 0.00 - 0 0 0
31 Oct 625.15 100.45 0.00 - 0 0 0
30 Oct 624.60 100.45 0.00 - 0 0 0
29 Oct 616.70 100.45 0.00 - 0 0 0
28 Oct 604.90 100.45 0.00 - 0 0 0
25 Oct 597.20 100.45 100.45 - 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
1 Oct 699.45 0 0.00 - 0 0 0
30 Sept 675.70 0 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 600 expiring on 26DEC2024

Delta for 600 CE is 0.27

Historical price for 600 CE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 3.2, which was -6.20 lower than the previous day. The implied volatity was 26.40, the open interest changed by -189 which decreased total open position to 107


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 9.4, which was -4.60 lower than the previous day. The implied volatity was 26.61, the open interest changed by -5 which decreased total open position to 297


On 18 Dec GNFC was trading at 605.05. The strike last trading price was 14, which was -6.70 lower than the previous day. The implied volatity was 29.31, the open interest changed by 4 which increased total open position to 292


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 20.7, which was -5.10 lower than the previous day. The implied volatity was 35.79, the open interest changed by 21 which increased total open position to 288


On 16 Dec GNFC was trading at 619.55. The strike last trading price was 25.8, which was 0.40 higher than the previous day. The implied volatity was 33.76, the open interest changed by 2 which increased total open position to 267


On 13 Dec GNFC was trading at 619.35. The strike last trading price was 25.4, which was -0.20 lower than the previous day. The implied volatity was 21.30, the open interest changed by 20 which increased total open position to 265


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 25.6, which was -4.40 lower than the previous day. The implied volatity was 26.53, the open interest changed by 4 which increased total open position to 248


On 11 Dec GNFC was trading at 624.70. The strike last trading price was 30, which was -2.30 lower than the previous day. The implied volatity was 19.97, the open interest changed by -3 which decreased total open position to 244


On 10 Dec GNFC was trading at 628.55. The strike last trading price was 32.3, which was -0.55 lower than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 247


On 9 Dec GNFC was trading at 622.40. The strike last trading price was 32.85, which was -9.65 lower than the previous day. The implied volatity was 31.45, the open interest changed by -3 which decreased total open position to 250


On 6 Dec GNFC was trading at 636.70. The strike last trading price was 42.5, which was -0.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by -1 which decreased total open position to 253


On 5 Dec GNFC was trading at 635.00. The strike last trading price was 43, which was -4.25 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 254


On 4 Dec GNFC was trading at 635.25. The strike last trading price was 47.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 3 Dec GNFC was trading at 637.15. The strike last trading price was 47.25, which was -10.35 lower than the previous day. The implied volatity was 32.66, the open interest changed by -7 which decreased total open position to 254


On 2 Dec GNFC was trading at 652.25. The strike last trading price was 57.6, which was 10.60 higher than the previous day. The implied volatity was 25.44, the open interest changed by -6 which decreased total open position to 261


On 29 Nov GNFC was trading at 638.80. The strike last trading price was 47, which was 16.50 higher than the previous day. The implied volatity was 31.06, the open interest changed by -16 which decreased total open position to 267


On 28 Nov GNFC was trading at 614.25. The strike last trading price was 30.5, which was 7.60 higher than the previous day. The implied volatity was 29.70, the open interest changed by -37 which decreased total open position to 284


On 27 Nov GNFC was trading at 599.55. The strike last trading price was 22.9, which was -77.55 lower than the previous day. The implied volatity was 31.24, the open interest changed by 321 which increased total open position to 321


On 6 Nov GNFC was trading at 627.30. The strike last trading price was 100.45, 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 100.45, 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 100.45, 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 1 Nov GNFC was trading at 626.70. The strike last trading price was 100.45, 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 100.45, 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 30 Oct GNFC was trading at 624.60. The strike last trading price was 100.45, 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 100.45, 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 100.45, 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 100.45, which was 100.45 higher 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 1 Oct GNFC was trading at 699.45. 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 600 PE
Delta: -0.72
Vega: 0.25
Theta: -0.48
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 16.35 8.00 28.13 444 -13 206
19 Dec 600.00 8.35 1.60 26.92 438 -16 219
18 Dec 605.05 6.75 1.00 27.17 501 -28 237
17 Dec 612.80 5.75 2.25 28.69 692 42 267
16 Dec 619.55 3.5 -0.60 26.45 361 -14 227
13 Dec 619.35 4.1 -0.85 26.98 425 -13 242
12 Dec 618.55 4.95 0.85 26.78 209 -1 255
11 Dec 624.70 4.1 -0.60 28.20 172 6 255
10 Dec 628.55 4.7 -2.05 30.80 264 -11 252
9 Dec 622.40 6.75 2.35 31.77 257 -27 264
6 Dec 636.70 4.4 -1.10 30.76 169 -17 290
5 Dec 635.00 5.5 -0.50 31.81 228 -15 307
4 Dec 635.25 6 0.25 32.40 136 1 323
3 Dec 637.15 5.75 1.70 32.36 1,980 78 320
2 Dec 652.25 4.05 -2.55 33.41 625 94 243
29 Nov 638.80 6.6 -6.00 31.30 405 37 150
28 Nov 614.25 12.6 -5.40 30.80 251 62 113
27 Nov 599.55 18 -3.65 29.52 150 51 51
6 Nov 627.30 21.65 0.00 4.53 0 0 0
5 Nov 614.05 21.65 0.00 3.02 0 0 0
4 Nov 607.65 21.65 0.00 2.23 0 0 0
1 Nov 626.70 21.65 0.00 4.12 0 0 0
31 Oct 625.15 21.65 0.00 - 0 0 0
30 Oct 624.60 21.65 0.00 - 0 0 0
29 Oct 616.70 21.65 21.65 - 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
1 Oct 699.45 0 0.00 - 0 0 0
30 Sept 675.70 0 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 600 expiring on 26DEC2024

Delta for 600 PE is -0.72

Historical price for 600 PE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 16.35, which was 8.00 higher than the previous day. The implied volatity was 28.13, the open interest changed by -13 which decreased total open position to 206


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 8.35, which was 1.60 higher than the previous day. The implied volatity was 26.92, the open interest changed by -16 which decreased total open position to 219


On 18 Dec GNFC was trading at 605.05. The strike last trading price was 6.75, which was 1.00 higher than the previous day. The implied volatity was 27.17, the open interest changed by -28 which decreased total open position to 237


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 5.75, which was 2.25 higher than the previous day. The implied volatity was 28.69, the open interest changed by 42 which increased total open position to 267


On 16 Dec GNFC was trading at 619.55. The strike last trading price was 3.5, which was -0.60 lower than the previous day. The implied volatity was 26.45, the open interest changed by -14 which decreased total open position to 227


On 13 Dec GNFC was trading at 619.35. The strike last trading price was 4.1, which was -0.85 lower than the previous day. The implied volatity was 26.98, the open interest changed by -13 which decreased total open position to 242


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 4.95, which was 0.85 higher than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 255


On 11 Dec GNFC was trading at 624.70. The strike last trading price was 4.1, which was -0.60 lower than the previous day. The implied volatity was 28.20, the open interest changed by 6 which increased total open position to 255


On 10 Dec GNFC was trading at 628.55. The strike last trading price was 4.7, which was -2.05 lower than the previous day. The implied volatity was 30.80, the open interest changed by -11 which decreased total open position to 252


On 9 Dec GNFC was trading at 622.40. The strike last trading price was 6.75, which was 2.35 higher than the previous day. The implied volatity was 31.77, the open interest changed by -27 which decreased total open position to 264


On 6 Dec GNFC was trading at 636.70. The strike last trading price was 4.4, which was -1.10 lower than the previous day. The implied volatity was 30.76, the open interest changed by -17 which decreased total open position to 290


On 5 Dec GNFC was trading at 635.00. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 31.81, the open interest changed by -15 which decreased total open position to 307


On 4 Dec GNFC was trading at 635.25. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 32.40, the open interest changed by 1 which increased total open position to 323


On 3 Dec GNFC was trading at 637.15. The strike last trading price was 5.75, which was 1.70 higher than the previous day. The implied volatity was 32.36, the open interest changed by 78 which increased total open position to 320


On 2 Dec GNFC was trading at 652.25. The strike last trading price was 4.05, which was -2.55 lower than the previous day. The implied volatity was 33.41, the open interest changed by 94 which increased total open position to 243


On 29 Nov GNFC was trading at 638.80. The strike last trading price was 6.6, which was -6.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 37 which increased total open position to 150


On 28 Nov GNFC was trading at 614.25. The strike last trading price was 12.6, which was -5.40 lower than the previous day. The implied volatity was 30.80, the open interest changed by 62 which increased total open position to 113


On 27 Nov GNFC was trading at 599.55. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 29.52, the open interest changed by 51 which increased total open position to 51


On 6 Nov GNFC was trading at 627.30. The strike last trading price was 21.65, which was 0.00 lower than the previous day. The implied volatity was 4.53, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 4.12, 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 21.65, 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 21.65, 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 21.65, which was 21.65 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 1 Oct GNFC was trading at 699.45. 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