GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
| GNFC 26DEC2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.17
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 583.80 | 1.6 | -3.60 | 28.01 | 619 | 48 | 179 | |||
| 19 Dec | 600.00 | 5.2 | -4.15 | 26.74 | 367 | 14 | 129 | |||
| 18 Dec | 605.05 | 9.35 | -5.00 | 30.68 | 215 | 34 | 113 | |||
| 17 Dec | 612.80 | 14.35 | -5.10 | 34.20 | 82 | 20 | 78 | |||
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| 16 Dec | 619.55 | 19.45 | 2.15 | 34.33 | 13 | -1 | 58 | |||
| 13 Dec | 619.35 | 17.3 | -1.90 | 20.03 | 133 | 12 | 60 | |||
| 12 Dec | 618.55 | 19.2 | -4.35 | 27.37 | 47 | 9 | 48 | |||
| 11 Dec | 624.70 | 23.55 | -3.85 | 24.30 | 14 | 1 | 39 | |||
| 10 Dec | 628.55 | 27.4 | 4.15 | 26.63 | 17 | 0 | 38 | |||
| 9 Dec | 622.40 | 23.25 | -14.00 | 25.64 | 3 | 0 | 37 | |||
| 6 Dec | 636.70 | 37.25 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 635.00 | 37.25 | -1.30 | 33.68 | 8 | 2 | 37 | |||
| 4 Dec | 635.25 | 38.55 | -0.70 | 34.90 | 3 | 1 | 35 | |||
| 3 Dec | 637.15 | 39.25 | -11.50 | 31.59 | 65 | 0 | 37 | |||
| 2 Dec | 652.25 | 50.75 | 12.05 | 30.61 | 20 | -2 | 38 | |||
| 29 Nov | 638.80 | 38.7 | 13.20 | 29.33 | 197 | -10 | 40 | |||
| 28 Nov | 614.25 | 25.5 | -25.80 | 31.01 | 185 | 50 | 50 | |||
| 27 Nov | 599.55 | 51.3 | 0.00 | 1.13 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 51.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 51.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 51.3 | 51.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 626.70 | 0 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.15
Historical price for 610 CE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 1.6, which was -3.60 lower than the previous day. The implied volatity was 28.01, the open interest changed by 48 which increased total open position to 179
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 5.2, which was -4.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by 14 which increased total open position to 129
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 9.35, which was -5.00 lower than the previous day. The implied volatity was 30.68, the open interest changed by 34 which increased total open position to 113
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 14.35, which was -5.10 lower than the previous day. The implied volatity was 34.20, the open interest changed by 20 which increased total open position to 78
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 19.45, which was 2.15 higher than the previous day. The implied volatity was 34.33, the open interest changed by -1 which decreased total open position to 58
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 17.3, which was -1.90 lower than the previous day. The implied volatity was 20.03, the open interest changed by 12 which increased total open position to 60
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 19.2, which was -4.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 9 which increased total open position to 48
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 23.55, which was -3.85 lower than the previous day. The implied volatity was 24.30, the open interest changed by 1 which increased total open position to 39
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 27.4, which was 4.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 38
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 23.25, which was -14.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 37
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 37.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 37.25, which was -1.30 lower than the previous day. The implied volatity was 33.68, the open interest changed by 2 which increased total open position to 37
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 38.55, which was -0.70 lower than the previous day. The implied volatity was 34.90, the open interest changed by 1 which increased total open position to 35
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 39.25, which was -11.50 lower than the previous day. The implied volatity was 31.59, the open interest changed by 0 which decreased total open position to 37
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 50.75, which was 12.05 higher than the previous day. The implied volatity was 30.61, the open interest changed by -2 which decreased total open position to 38
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 38.7, which was 13.20 higher than the previous day. The implied volatity was 29.33, the open interest changed by -10 which decreased total open position to 40
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 25.5, which was -25.80 lower than the previous day. The implied volatity was 31.01, the open interest changed by 50 which increased total open position to 50
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 51.3, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 51.3, 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 51.3, 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 51.3, which was 51.30 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.22
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 583.80 | 26.2 | 12.45 | 37.45 | 75 | -10 | 103 |
| 19 Dec | 600.00 | 13.75 | 1.90 | 25.83 | 70 | -17 | 114 |
| 18 Dec | 605.05 | 11.85 | 1.95 | 27.96 | 165 | 0 | 131 |
| 17 Dec | 612.80 | 9.9 | 3.40 | 29.08 | 634 | 8 | 133 |
| 16 Dec | 619.55 | 6.5 | -0.20 | 26.57 | 169 | -43 | 124 |
| 13 Dec | 619.35 | 6.7 | -1.55 | 26.31 | 238 | 3 | 168 |
| 12 Dec | 618.55 | 8.25 | 1.80 | 27.01 | 213 | 39 | 165 |
| 11 Dec | 624.70 | 6.45 | -0.60 | 27.61 | 101 | -4 | 126 |
| 10 Dec | 628.55 | 7.05 | -2.60 | 30.26 | 143 | -2 | 130 |
| 9 Dec | 622.40 | 9.65 | 3.20 | 31.21 | 170 | 15 | 127 |
| 6 Dec | 636.70 | 6.45 | -1.25 | 30.35 | 71 | 7 | 113 |
| 5 Dec | 635.00 | 7.7 | -0.85 | 31.18 | 113 | -9 | 104 |
| 4 Dec | 635.25 | 8.55 | 0.85 | 32.33 | 110 | -4 | 114 |
| 3 Dec | 637.15 | 7.7 | 1.40 | 31.36 | 656 | 35 | 119 |
| 2 Dec | 652.25 | 6.3 | -2.60 | 34.39 | 270 | -3 | 87 |
| 29 Nov | 638.80 | 8.9 | -7.25 | 30.75 | 233 | 33 | 89 |
| 28 Nov | 614.25 | 16.15 | -13.25 | 29.97 | 86 | 55 | 55 |
| 27 Nov | 599.55 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 627.30 | 29.4 | 0.00 | 3.34 | 0 | 0 | 0 |
| 5 Nov | 614.05 | 29.4 | 0.00 | 1.57 | 0 | 0 | 0 |
| 4 Nov | 607.65 | 29.4 | 29.40 | 0.90 | 0 | 0 | 0 |
| 1 Nov | 626.70 | 0 | 3.28 | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.78
Historical price for 610 PE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 26.2, which was 12.45 higher than the previous day. The implied volatity was 37.45, the open interest changed by -10 which decreased total open position to 103
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 13.75, which was 1.90 higher than the previous day. The implied volatity was 25.83, the open interest changed by -17 which decreased total open position to 114
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 11.85, which was 1.95 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 131
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 9.9, which was 3.40 higher than the previous day. The implied volatity was 29.08, the open interest changed by 8 which increased total open position to 133
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 6.5, which was -0.20 lower than the previous day. The implied volatity was 26.57, the open interest changed by -43 which decreased total open position to 124
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 6.7, which was -1.55 lower than the previous day. The implied volatity was 26.31, the open interest changed by 3 which increased total open position to 168
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 8.25, which was 1.80 higher than the previous day. The implied volatity was 27.01, the open interest changed by 39 which increased total open position to 165
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 6.45, which was -0.60 lower than the previous day. The implied volatity was 27.61, the open interest changed by -4 which decreased total open position to 126
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 7.05, which was -2.60 lower than the previous day. The implied volatity was 30.26, the open interest changed by -2 which decreased total open position to 130
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 9.65, which was 3.20 higher than the previous day. The implied volatity was 31.21, the open interest changed by 15 which increased total open position to 127
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 6.45, which was -1.25 lower than the previous day. The implied volatity was 30.35, the open interest changed by 7 which increased total open position to 113
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 7.7, which was -0.85 lower than the previous day. The implied volatity was 31.18, the open interest changed by -9 which decreased total open position to 104
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 8.55, which was 0.85 higher than the previous day. The implied volatity was 32.33, the open interest changed by -4 which decreased total open position to 114
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 7.7, which was 1.40 higher than the previous day. The implied volatity was 31.36, the open interest changed by 35 which increased total open position to 119
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 6.3, which was -2.60 lower than the previous day. The implied volatity was 34.39, the open interest changed by -3 which decreased total open position to 87
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 8.9, which was -7.25 lower than the previous day. The implied volatity was 30.75, the open interest changed by 33 which increased total open position to 89
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 16.15, which was -13.25 lower than the previous day. The implied volatity was 29.97, the open interest changed by 55 which increased total open position to 55
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 29.4, 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 29.4, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 29.4, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 29.4, which was 29.40 higher than the previous day. The implied volatity was 0.90, 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 3.28, the open interest changed by 0 which decreased total open position to 0
