GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.14
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 0.8 | -1.35 | 25.52 | 146 | -145 | 344 | |||
| 13 Nov | 545.00 | 2.15 | -10.60 | 34.81 | 3,362 | 310 | 447 | |||
| 12 Nov | 589.20 | 12.75 | -11.25 | 35.50 | 370 | 29 | 138 | |||
| 11 Nov | 606.55 | 24 | -8.05 | 36.32 | 1,563 | 26 | 111 | |||
| 8 Nov | 618.65 | 32.05 | -15.45 | 35.74 | 19 | 8 | 85 | |||
| 7 Nov | 637.40 | 47.5 | 8.40 | 35.91 | 25 | -6 | 76 | |||
| 6 Nov | 627.30 | 39.1 | 8.50 | 30.97 | 104 | 13 | 83 | |||
| 5 Nov | 614.05 | 30.6 | 1.30 | 33.85 | 183 | -8 | 70 | |||
| 4 Nov | 607.65 | 29.3 | -10.40 | 37.15 | 270 | 71 | 77 | |||
| 1 Nov | 626.70 | 39.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 625.15 | 39.7 | -5.30 | - | 1 | 0 | 6 | |||
| 30 Oct | 624.60 | 45 | 7.50 | - | 2 | 1 | 5 | |||
| 29 Oct | 616.70 | 37.5 | 7.90 | - | 4 | 0 | 2 | |||
| 28 Oct | 604.90 | 29.6 | -78.25 | - | 3 | 2 | 2 | |||
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| 25 Oct | 597.20 | 107.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 632.40 | 107.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 632.05 | 107.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 634.95 | 107.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 639.80 | 107.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 645.75 | 107.85 | 107.85 | - | 0 | 0 | 0 | |||
| 4 Sept | 695.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 686.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 694.15 | 0 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 600 expiring on 28NOV2024
Delta for 600 CE is 0.07
Historical price for 600 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 0.8, which was -1.35 lower than the previous day. The implied volatity was 25.52, the open interest changed by -145 which decreased total open position to 344
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 2.15, which was -10.60 lower than the previous day. The implied volatity was 34.81, the open interest changed by 310 which increased total open position to 447
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 12.75, which was -11.25 lower than the previous day. The implied volatity was 35.50, the open interest changed by 29 which increased total open position to 138
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 24, which was -8.05 lower than the previous day. The implied volatity was 36.32, the open interest changed by 26 which increased total open position to 111
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 32.05, which was -15.45 lower than the previous day. The implied volatity was 35.74, the open interest changed by 8 which increased total open position to 85
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 47.5, which was 8.40 higher than the previous day. The implied volatity was 35.91, the open interest changed by -6 which decreased total open position to 76
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 39.1, which was 8.50 higher than the previous day. The implied volatity was 30.97, the open interest changed by 13 which increased total open position to 83
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 30.6, which was 1.30 higher than the previous day. The implied volatity was 33.85, the open interest changed by -8 which decreased total open position to 70
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 29.3, which was -10.40 lower than the previous day. The implied volatity was 37.15, the open interest changed by 71 which increased total open position to 77
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 39.7, 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 31 Oct GNFC was trading at 625.15. The strike last trading price was 39.7, which was -5.30 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 45, which was 7.50 higher 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 37.5, which was 7.90 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 29.6, which was -78.25 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 107.85, 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 107.85, 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 107.85, 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 107.85, 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 107.85, 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 107.85, which was 107.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept GNFC was trading at 695.90. 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 3 Sept GNFC was trading at 686.60. 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 2 Sept GNFC was trading at 694.15. 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 28NOV2024 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 42 | -12.45 | - | 16 | -15 | 252 |
| 13 Nov | 545.00 | 54.45 | 28.45 | 45.55 | 403 | -38 | 271 |
| 12 Nov | 589.20 | 26 | 9.65 | 40.95 | 525 | -38 | 309 |
| 11 Nov | 606.55 | 16.35 | 4.50 | 40.13 | 1,825 | 16 | 346 |
| 8 Nov | 618.65 | 11.85 | 5.75 | 36.09 | 476 | 2 | 326 |
| 7 Nov | 637.40 | 6.1 | -3.85 | 34.39 | 624 | 4 | 312 |
| 6 Nov | 627.30 | 9.95 | -5.25 | 37.60 | 346 | 25 | 307 |
| 5 Nov | 614.05 | 15.2 | -2.85 | 37.97 | 420 | 29 | 278 |
| 4 Nov | 607.65 | 18.05 | 4.55 | 38.20 | 557 | 19 | 248 |
| 1 Nov | 626.70 | 13.5 | 0.10 | 39.23 | 9 | 2 | 226 |
| 31 Oct | 625.15 | 13.4 | 1.10 | - | 193 | 96 | 221 |
| 30 Oct | 624.60 | 12.3 | -3.70 | - | 85 | 23 | 119 |
| 29 Oct | 616.70 | 16 | -4.70 | - | 72 | 43 | 96 |
| 28 Oct | 604.90 | 20.7 | -4.30 | - | 31 | 6 | 53 |
| 25 Oct | 597.20 | 25 | 13.00 | - | 72 | 45 | 47 |
| 24 Oct | 632.40 | 12 | 0.00 | - | 0 | 0 | 2 |
| 23 Oct | 632.05 | 12 | 0.00 | - | 0 | 0 | 2 |
| 22 Oct | 634.95 | 12 | 0.00 | - | 0 | 0 | 2 |
| 21 Oct | 639.80 | 12 | 0.00 | - | 0 | 0 | 2 |
| 4 Oct | 645.75 | 12 | -9.20 | - | 4 | 1 | 1 |
| 4 Sept | 695.90 | 21.2 | 21.20 | - | 0 | 0 | 0 |
| 3 Sept | 686.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 694.15 | 0 | - | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 600 expiring on 28NOV2024
Delta for 600 PE is -
Historical price for 600 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 42, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 252
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 54.45, which was 28.45 higher than the previous day. The implied volatity was 45.55, the open interest changed by -38 which decreased total open position to 271
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 26, which was 9.65 higher than the previous day. The implied volatity was 40.95, the open interest changed by -38 which decreased total open position to 309
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 16.35, which was 4.50 higher than the previous day. The implied volatity was 40.13, the open interest changed by 16 which increased total open position to 346
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 11.85, which was 5.75 higher than the previous day. The implied volatity was 36.09, the open interest changed by 2 which increased total open position to 326
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 6.1, which was -3.85 lower than the previous day. The implied volatity was 34.39, the open interest changed by 4 which increased total open position to 312
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 9.95, which was -5.25 lower than the previous day. The implied volatity was 37.60, the open interest changed by 25 which increased total open position to 307
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 15.2, which was -2.85 lower than the previous day. The implied volatity was 37.97, the open interest changed by 29 which increased total open position to 278
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 18.05, which was 4.55 higher than the previous day. The implied volatity was 38.20, the open interest changed by 19 which increased total open position to 248
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 13.5, which was 0.10 higher than the previous day. The implied volatity was 39.23, the open interest changed by 2 which increased total open position to 226
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 13.4, which was 1.10 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 12.3, which was -3.70 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 16, which was -4.70 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 20.7, which was -4.30 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 25, which was 13.00 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 12, 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 12, 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 12, 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 12, 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 12, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept GNFC was trading at 695.90. The strike last trading price was 21.2, which was 21.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept GNFC was trading at 686.60. 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 2 Sept GNFC was trading at 694.15. 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
