GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
| GNFC 26DEC2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.10
Theta: -0.32
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 583.80 | 0.85 | -1.35 | 36.69 | 606 | -32 | 457 | |||
| 19 Dec | 600.00 | 2.2 | -2.15 | 32.87 | 400 | 4 | 489 | |||
| 18 Dec | 605.05 | 4.35 | -2.15 | 35.12 | 809 | 6 | 468 | |||
| 17 Dec | 612.80 | 6.5 | -0.95 | 34.69 | 2,439 | 160 | 464 | |||
| 16 Dec | 619.55 | 7.45 | -0.40 | 28.60 | 711 | 115 | 304 | |||
| 13 Dec | 619.35 | 7.85 | -1.50 | 23.19 | 605 | 0 | 191 | |||
| 12 Dec | 618.55 | 9.35 | -3.75 | 27.59 | 361 | 35 | 191 | |||
| 11 Dec | 624.70 | 13.1 | -2.90 | 27.22 | 344 | 7 | 156 | |||
| 10 Dec | 628.55 | 16 | 1.70 | 28.54 | 323 | -4 | 150 | |||
|
|
||||||||||
| 9 Dec | 622.40 | 14.3 | -7.00 | 29.81 | 299 | 19 | 155 | |||
| 6 Dec | 636.70 | 21.3 | -1.00 | 26.32 | 64 | 9 | 138 | |||
| 5 Dec | 635.00 | 22.3 | -0.65 | 29.47 | 133 | 0 | 129 | |||
| 4 Dec | 635.25 | 22.95 | -3.65 | 29.51 | 103 | -3 | 131 | |||
| 3 Dec | 637.15 | 26.6 | -8.75 | 32.09 | 804 | -20 | 136 | |||
| 2 Dec | 652.25 | 35.35 | 9.10 | 29.83 | 612 | 66 | 153 | |||
| 29 Nov | 638.80 | 26.25 | 9.60 | 29.86 | 632 | 46 | 85 | |||
| 28 Nov | 614.25 | 16.65 | -24.45 | 31.84 | 115 | 39 | 39 | |||
| 27 Nov | 599.55 | 41.1 | 0.00 | 4.52 | 0 | 0 | 0 | |||
| 26 Nov | 593.05 | 41.1 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 25 Nov | 584.40 | 41.1 | 0.00 | 7.29 | 0 | 0 | 0 | |||
| 22 Nov | 564.20 | 41.1 | 0.00 | 9.23 | 0 | 0 | 0 | |||
| 21 Nov | 555.55 | 41.1 | 0.00 | 10.61 | 0 | 0 | 0 | |||
| 20 Nov | 561.05 | 41.1 | 0.00 | 9.22 | 0 | 0 | 0 | |||
| 19 Nov | 561.05 | 41.1 | 0.00 | 9.22 | 0 | 0 | 0 | |||
| 18 Nov | 558.50 | 41.1 | 0.00 | 9.30 | 0 | 0 | 0 | |||
| 14 Nov | 554.20 | 41.1 | 0.00 | 9.63 | 0 | 0 | 0 | |||
| 13 Nov | 545.00 | 41.1 | 0.00 | 10.64 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 41.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 614.05 | 41.1 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 4 Nov | 607.65 | 41.1 | 41.10 | 1.75 | 0 | 0 | 0 | |||
| 1 Nov | 626.70 | 0 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.07
Historical price for 630 CE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 0.85, which was -1.35 lower than the previous day. The implied volatity was 36.69, the open interest changed by -32 which decreased total open position to 457
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 2.2, which was -2.15 lower than the previous day. The implied volatity was 32.87, the open interest changed by 4 which increased total open position to 489
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 4.35, which was -2.15 lower than the previous day. The implied volatity was 35.12, the open interest changed by 6 which increased total open position to 468
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 6.5, which was -0.95 lower than the previous day. The implied volatity was 34.69, the open interest changed by 160 which increased total open position to 464
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 7.45, which was -0.40 lower than the previous day. The implied volatity was 28.60, the open interest changed by 115 which increased total open position to 304
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 7.85, which was -1.50 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 191
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 9.35, which was -3.75 lower than the previous day. The implied volatity was 27.59, the open interest changed by 35 which increased total open position to 191
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 13.1, which was -2.90 lower than the previous day. The implied volatity was 27.22, the open interest changed by 7 which increased total open position to 156
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 16, which was 1.70 higher than the previous day. The implied volatity was 28.54, the open interest changed by -4 which decreased total open position to 150
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 14.3, which was -7.00 lower than the previous day. The implied volatity was 29.81, the open interest changed by 19 which increased total open position to 155
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 21.3, which was -1.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 9 which increased total open position to 138
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 22.3, which was -0.65 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 129
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 22.95, which was -3.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by -3 which decreased total open position to 131
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 26.6, which was -8.75 lower than the previous day. The implied volatity was 32.09, the open interest changed by -20 which decreased total open position to 136
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 35.35, which was 9.10 higher than the previous day. The implied volatity was 29.83, the open interest changed by 66 which increased total open position to 153
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 26.25, which was 9.60 higher than the previous day. The implied volatity was 29.86, the open interest changed by 46 which increased total open position to 85
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 16.65, which was -24.45 lower than the previous day. The implied volatity was 31.84, the open interest changed by 39 which increased total open position to 39
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GNFC was trading at 593.05. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GNFC was trading at 584.40. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GNFC was trading at 564.20. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 9.23, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GNFC was trading at 555.55. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 10.61, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GNFC was trading at 561.05. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GNFC was trading at 561.05. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GNFC was trading at 558.50. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 9.63, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GNFC was trading at 545.00. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 10.64, 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 41.1, 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 41.1, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 41.1, which was 41.10 higher than the previous day. The implied volatity was 1.75, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.06
Theta: 0.01
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 583.80 | 43 | 11.95 | 30.39 | 20 | -7 | 113 |
| 19 Dec | 600.00 | 31.05 | 5.30 | 33.15 | 24 | -10 | 121 |
| 18 Dec | 605.05 | 25.75 | 3.50 | 27.31 | 27 | 0 | 132 |
| 17 Dec | 612.80 | 22.25 | 6.15 | 29.57 | 238 | 9 | 134 |
| 16 Dec | 619.55 | 16.1 | -0.25 | 25.16 | 33 | 5 | 125 |
| 13 Dec | 619.35 | 16.35 | -2.50 | 26.99 | 48 | -5 | 121 |
| 12 Dec | 618.55 | 18.85 | 4.10 | 28.36 | 78 | 2 | 128 |
| 11 Dec | 624.70 | 14.75 | 0.20 | 27.69 | 91 | 3 | 126 |
| 10 Dec | 628.55 | 14.55 | -3.90 | 29.60 | 86 | -15 | 122 |
| 9 Dec | 622.40 | 18.45 | 5.55 | 30.80 | 173 | -24 | 138 |
| 6 Dec | 636.70 | 12.9 | -1.50 | 29.89 | 67 | -14 | 162 |
| 5 Dec | 635.00 | 14.4 | -1.40 | 30.33 | 176 | -10 | 174 |
| 4 Dec | 635.25 | 15.8 | 0.90 | 32.20 | 159 | 12 | 183 |
| 3 Dec | 637.15 | 14.9 | 3.80 | 31.86 | 931 | 22 | 172 |
| 2 Dec | 652.25 | 11.1 | -4.05 | 33.28 | 587 | 58 | 149 |
| 29 Nov | 638.80 | 15.15 | -23.80 | 29.33 | 274 | 90 | 90 |
| 28 Nov | 614.25 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 599.55 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 593.05 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 584.40 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 564.20 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 555.55 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 561.05 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 561.05 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 558.50 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 554.20 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 545.00 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 627.30 | 38.95 | 0.00 | 0.87 | 0 | 0 | 0 |
| 5 Nov | 614.05 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 607.65 | 38.95 | 38.95 | - | 0 | 0 | 0 |
| 1 Nov | 626.70 | 0 | 1.05 | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.96
Historical price for 630 PE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 43, which was 11.95 higher than the previous day. The implied volatity was 30.39, the open interest changed by -7 which decreased total open position to 113
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 31.05, which was 5.30 higher than the previous day. The implied volatity was 33.15, the open interest changed by -10 which decreased total open position to 121
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 25.75, which was 3.50 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 132
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 22.25, which was 6.15 higher than the previous day. The implied volatity was 29.57, the open interest changed by 9 which increased total open position to 134
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 16.1, which was -0.25 lower than the previous day. The implied volatity was 25.16, the open interest changed by 5 which increased total open position to 125
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 16.35, which was -2.50 lower than the previous day. The implied volatity was 26.99, the open interest changed by -5 which decreased total open position to 121
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 18.85, which was 4.10 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 128
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 14.75, which was 0.20 higher than the previous day. The implied volatity was 27.69, the open interest changed by 3 which increased total open position to 126
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 14.55, which was -3.90 lower than the previous day. The implied volatity was 29.60, the open interest changed by -15 which decreased total open position to 122
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 18.45, which was 5.55 higher than the previous day. The implied volatity was 30.80, the open interest changed by -24 which decreased total open position to 138
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 12.9, which was -1.50 lower than the previous day. The implied volatity was 29.89, the open interest changed by -14 which decreased total open position to 162
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 14.4, which was -1.40 lower than the previous day. The implied volatity was 30.33, the open interest changed by -10 which decreased total open position to 174
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 15.8, which was 0.90 higher than the previous day. The implied volatity was 32.20, the open interest changed by 12 which increased total open position to 183
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 14.9, which was 3.80 higher than the previous day. The implied volatity was 31.86, the open interest changed by 22 which increased total open position to 172
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 11.1, which was -4.05 lower than the previous day. The implied volatity was 33.28, the open interest changed by 58 which increased total open position to 149
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 15.15, which was -23.80 lower than the previous day. The implied volatity was 29.33, the open interest changed by 90 which increased total open position to 90
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 38.95, 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 38.95, 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 26 Nov GNFC was trading at 593.05. The strike last trading price was 38.95, 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 25 Nov GNFC was trading at 584.40. The strike last trading price was 38.95, 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 22 Nov GNFC was trading at 564.20. The strike last trading price was 38.95, 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 21 Nov GNFC was trading at 555.55. The strike last trading price was 38.95, 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 20 Nov GNFC was trading at 561.05. The strike last trading price was 38.95, 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 19 Nov GNFC was trading at 561.05. The strike last trading price was 38.95, 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 18 Nov GNFC was trading at 558.50. The strike last trading price was 38.95, 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 14 Nov GNFC was trading at 554.20. The strike last trading price was 38.95, 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 13 Nov GNFC was trading at 545.00. The strike last trading price was 38.95, 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 38.95, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 38.95, 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 38.95, which was 38.95 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 1.05, the open interest changed by 0 which decreased total open position to 0
