GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
14 Nov 2024 04:12 PM IST
| GNFC 28NOV2024 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.10
Theta: -0.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 554.20 | 0.55 | -0.70 | 30.40 | 30 | -29 | 322 | |||
| 13 Nov | 545.00 | 1.25 | -5.95 | 38.52 | 1,645 | 119 | 351 | |||
| 12 Nov | 589.20 | 7.2 | -7.25 | 37.05 | 731 | 21 | 231 | |||
| 11 Nov | 606.55 | 14.45 | -4.55 | 36.39 | 1,870 | 58 | 210 | |||
| 8 Nov | 618.65 | 19 | -13.45 | 32.57 | 224 | 6 | 151 | |||
| 7 Nov | 637.40 | 32.45 | 6.95 | 33.93 | 362 | -39 | 146 | |||
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| 6 Nov | 627.30 | 25.5 | 5.80 | 30.46 | 293 | 0 | 186 | |||
| 5 Nov | 614.05 | 19.7 | 0.90 | 33.68 | 1,663 | 29 | 184 | |||
| 4 Nov | 607.65 | 18.8 | -10.90 | 36.07 | 349 | 75 | 154 | |||
| 1 Nov | 626.70 | 29.7 | -1.80 | 35.84 | 5 | -1 | 80 | |||
| 31 Oct | 625.15 | 31.5 | 1.20 | - | 77 | 24 | 82 | |||
| 30 Oct | 624.60 | 30.3 | 4.85 | - | 64 | 12 | 58 | |||
| 29 Oct | 616.70 | 25.45 | 6.95 | - | 80 | 23 | 45 | |||
| 28 Oct | 604.90 | 18.5 | 2.00 | - | 27 | 11 | 22 | |||
| 25 Oct | 597.20 | 16.5 | -77.50 | - | 13 | 11 | 11 | |||
| 18 Oct | 641.60 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 639.20 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 643.85 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 645.65 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 647.70 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 647.70 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 648.50 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 647.45 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 639.85 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 631.70 | 94 | 94.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 660.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 644.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 646.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 654.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 652.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 654.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 660.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 659.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 655.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 705.20 | 0 | 0.00 | - | 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 620 expiring on 28NOV2024
Delta for 620 CE is 0.04
Historical price for 620 CE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by -29 which decreased total open position to 322
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 1.25, which was -5.95 lower than the previous day. The implied volatity was 38.52, the open interest changed by 119 which increased total open position to 351
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 7.2, which was -7.25 lower than the previous day. The implied volatity was 37.05, the open interest changed by 21 which increased total open position to 231
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 14.45, which was -4.55 lower than the previous day. The implied volatity was 36.39, the open interest changed by 58 which increased total open position to 210
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 19, which was -13.45 lower than the previous day. The implied volatity was 32.57, the open interest changed by 6 which increased total open position to 151
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 32.45, which was 6.95 higher than the previous day. The implied volatity was 33.93, the open interest changed by -39 which decreased total open position to 146
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 25.5, which was 5.80 higher than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 186
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 19.7, which was 0.90 higher than the previous day. The implied volatity was 33.68, the open interest changed by 29 which increased total open position to 184
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 18.8, which was -10.90 lower than the previous day. The implied volatity was 36.07, the open interest changed by 75 which increased total open position to 154
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 29.7, which was -1.80 lower than the previous day. The implied volatity was 35.84, the open interest changed by -1 which decreased total open position to 80
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 31.5, which was 1.20 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 30.3, which was 4.85 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 25.45, which was 6.95 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 18.5, which was 2.00 higher 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 16.5, which was -77.50 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 94, 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 94, 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 94, 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 94, 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 94, 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 94, 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 94, 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 94, 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 94, 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 94, which was 94.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept GNFC was trading at 660.80. 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 20 Sept GNFC was trading at 644.60. 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 19 Sept GNFC was trading at 646.25. 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 Sept GNFC was trading at 654.90. 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 17 Sept GNFC was trading at 652.60. 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 16 Sept GNFC was trading at 654.55. 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 13 Sept GNFC was trading at 660.10. 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 12 Sept GNFC was trading at 659.10. 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 Sept GNFC was trading at 655.35. 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 5 Sept GNFC was trading at 705.20. 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 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.31
Theta: -0.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 554.20 | 72.2 | -1.95 | 64.05 | 2 | -1 | 203 |
| 13 Nov | 545.00 | 74.15 | 35.30 | 55.08 | 45 | 1 | 204 |
| 12 Nov | 589.20 | 38.85 | 12.15 | 39.75 | 182 | -25 | 203 |
| 11 Nov | 606.55 | 26.7 | 6.90 | 40.14 | 990 | -41 | 228 |
| 8 Nov | 618.65 | 19.8 | 8.55 | 34.80 | 319 | 27 | 268 |
| 7 Nov | 637.40 | 11.25 | -4.40 | 33.30 | 593 | 20 | 240 |
| 6 Nov | 627.30 | 15.65 | -8.70 | 34.99 | 257 | -56 | 220 |
| 5 Nov | 614.05 | 24.35 | -3.70 | 37.81 | 942 | 66 | 275 |
| 4 Nov | 607.65 | 28.05 | 9.50 | 38.10 | 427 | 25 | 208 |
| 1 Nov | 626.70 | 18.55 | 0.65 | 34.92 | 5 | 1 | 183 |
| 31 Oct | 625.15 | 17.9 | -2.70 | - | 213 | 104 | 182 |
| 30 Oct | 624.60 | 20.6 | -4.05 | - | 80 | 57 | 79 |
| 29 Oct | 616.70 | 24.65 | -12.00 | - | 19 | 12 | 22 |
| 28 Oct | 604.90 | 36.65 | 0.00 | - | 0 | 10 | 0 |
| 25 Oct | 597.20 | 36.65 | 13.15 | - | 12 | 9 | 9 |
| 18 Oct | 641.60 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 639.20 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 643.85 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 645.65 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 647.70 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 647.70 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 648.50 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 647.45 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 639.85 | 23.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 631.70 | 23.5 | 23.50 | - | 0 | 0 | 0 |
| 23 Sept | 660.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 644.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 646.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 654.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 652.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 654.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 660.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 659.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 655.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 705.20 | 0 | 0.00 | - | 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 620 expiring on 28NOV2024
Delta for 620 PE is -0.79
Historical price for 620 PE is as follows
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 72.2, which was -1.95 lower than the previous day. The implied volatity was 64.05, the open interest changed by -1 which decreased total open position to 203
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 74.15, which was 35.30 higher than the previous day. The implied volatity was 55.08, the open interest changed by 1 which increased total open position to 204
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 38.85, which was 12.15 higher than the previous day. The implied volatity was 39.75, the open interest changed by -25 which decreased total open position to 203
On 11 Nov GNFC was trading at 606.55. The strike last trading price was 26.7, which was 6.90 higher than the previous day. The implied volatity was 40.14, the open interest changed by -41 which decreased total open position to 228
On 8 Nov GNFC was trading at 618.65. The strike last trading price was 19.8, which was 8.55 higher than the previous day. The implied volatity was 34.80, the open interest changed by 27 which increased total open position to 268
On 7 Nov GNFC was trading at 637.40. The strike last trading price was 11.25, which was -4.40 lower than the previous day. The implied volatity was 33.30, the open interest changed by 20 which increased total open position to 240
On 6 Nov GNFC was trading at 627.30. The strike last trading price was 15.65, which was -8.70 lower than the previous day. The implied volatity was 34.99, the open interest changed by -56 which decreased total open position to 220
On 5 Nov GNFC was trading at 614.05. The strike last trading price was 24.35, which was -3.70 lower than the previous day. The implied volatity was 37.81, the open interest changed by 66 which increased total open position to 275
On 4 Nov GNFC was trading at 607.65. The strike last trading price was 28.05, which was 9.50 higher than the previous day. The implied volatity was 38.10, the open interest changed by 25 which increased total open position to 208
On 1 Nov GNFC was trading at 626.70. The strike last trading price was 18.55, which was 0.65 higher than the previous day. The implied volatity was 34.92, the open interest changed by 1 which increased total open position to 183
On 31 Oct GNFC was trading at 625.15. The strike last trading price was 17.9, which was -2.70 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 20.6, which was -4.05 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 24.65, which was -12.00 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 36.65, 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 25 Oct GNFC was trading at 597.20. The strike last trading price was 36.65, which was 13.15 higher 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, which was 23.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept GNFC was trading at 660.80. 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 20 Sept GNFC was trading at 644.60. 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 19 Sept GNFC was trading at 646.25. 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 Sept GNFC was trading at 654.90. 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 17 Sept GNFC was trading at 652.60. 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 16 Sept GNFC was trading at 654.55. 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 13 Sept GNFC was trading at 660.10. 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 12 Sept GNFC was trading at 659.10. 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 Sept GNFC was trading at 655.35. 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 5 Sept GNFC was trading at 705.20. 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 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
