`
[--[65.84.65.76]--]
GNFC
Guj Nar Val Fer & Chem L

583.8 -16.20 (-2.70%)

Back to Option Chain


Historical option data for GNFC

20 Dec 2024 04:13 PM IST
GNFC 26DEC2024 650 CE
Delta: 0.04
Vega: 0.06
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 0.5 -0.60 44.04 258 -68 397
19 Dec 600.00 1.1 -0.75 38.89 415 36 475
18 Dec 605.05 1.85 -0.65 37.96 542 29 558
17 Dec 612.80 2.5 -0.30 35.16 2,132 112 528
16 Dec 619.55 2.8 -0.10 29.74 358 43 415
13 Dec 619.35 2.9 -1.50 24.53 350 -7 373
12 Dec 618.55 4.4 -1.85 29.41 515 23 381
11 Dec 624.70 6.25 -1.95 28.14 292 -5 357
10 Dec 628.55 8.2 0.75 29.16 357 7 362
9 Dec 622.40 7.45 -4.55 30.43 586 64 354
6 Dec 636.70 12 -0.85 27.19 226 -26 289
5 Dec 635.00 12.85 -1.15 29.39 321 17 315
4 Dec 635.25 14 -2.80 30.35 262 34 298
3 Dec 637.15 16.8 -6.20 32.21 2,543 -3 264
2 Dec 652.25 23 7.00 29.62 1,323 1 203
29 Nov 638.80 16 6.25 29.11 780 34 201
28 Nov 614.25 9.75 3.75 31.43 586 125 179
27 Nov 599.55 6 -26.45 30.94 91 54 54
26 Nov 593.05 32.45 0.00 8.09 0 0 0
25 Nov 584.40 32.45 0.00 9.94 0 0 0
22 Nov 564.20 32.45 0.00 11.57 0 0 0
21 Nov 555.55 32.45 0.00 12.77 0 0 0
20 Nov 561.05 32.45 0.00 11.46 0 0 0
19 Nov 561.05 32.45 0.00 11.46 0 0 0
18 Nov 558.50 32.45 0.00 11.51 0 0 0
14 Nov 554.20 32.45 0.00 11.71 0 0 0
13 Nov 545.00 32.45 0.00 12.28 0 0 0
6 Nov 627.30 32.45 0.00 1.63 0 0 0
5 Nov 614.05 32.45 0.00 3.30 0 0 0
4 Nov 607.65 32.45 0.00 3.89 0 0 0
1 Nov 626.70 32.45 1.80 0 0 0


For Guj Nar Val Fer & Chem L - strike price 650 expiring on 26DEC2024

Delta for 650 CE is 0.04

Historical price for 650 CE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 0.5, which was -0.60 lower than the previous day. The implied volatity was 44.04, the open interest changed by -68 which decreased total open position to 397


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 38.89, the open interest changed by 36 which increased total open position to 475


On 18 Dec GNFC was trading at 605.05. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 37.96, the open interest changed by 29 which increased total open position to 558


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 35.16, the open interest changed by 112 which increased total open position to 528


On 16 Dec GNFC was trading at 619.55. The strike last trading price was 2.8, which was -0.10 lower than the previous day. The implied volatity was 29.74, the open interest changed by 43 which increased total open position to 415


On 13 Dec GNFC was trading at 619.35. The strike last trading price was 2.9, which was -1.50 lower than the previous day. The implied volatity was 24.53, the open interest changed by -7 which decreased total open position to 373


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 4.4, which was -1.85 lower than the previous day. The implied volatity was 29.41, the open interest changed by 23 which increased total open position to 381


On 11 Dec GNFC was trading at 624.70. The strike last trading price was 6.25, which was -1.95 lower than the previous day. The implied volatity was 28.14, the open interest changed by -5 which decreased total open position to 357


On 10 Dec GNFC was trading at 628.55. The strike last trading price was 8.2, which was 0.75 higher than the previous day. The implied volatity was 29.16, the open interest changed by 7 which increased total open position to 362


On 9 Dec GNFC was trading at 622.40. The strike last trading price was 7.45, which was -4.55 lower than the previous day. The implied volatity was 30.43, the open interest changed by 64 which increased total open position to 354


On 6 Dec GNFC was trading at 636.70. The strike last trading price was 12, which was -0.85 lower than the previous day. The implied volatity was 27.19, the open interest changed by -26 which decreased total open position to 289


On 5 Dec GNFC was trading at 635.00. The strike last trading price was 12.85, which was -1.15 lower than the previous day. The implied volatity was 29.39, the open interest changed by 17 which increased total open position to 315


On 4 Dec GNFC was trading at 635.25. The strike last trading price was 14, which was -2.80 lower than the previous day. The implied volatity was 30.35, the open interest changed by 34 which increased total open position to 298


On 3 Dec GNFC was trading at 637.15. The strike last trading price was 16.8, which was -6.20 lower than the previous day. The implied volatity was 32.21, the open interest changed by -3 which decreased total open position to 264


On 2 Dec GNFC was trading at 652.25. The strike last trading price was 23, which was 7.00 higher than the previous day. The implied volatity was 29.62, the open interest changed by 1 which increased total open position to 203


On 29 Nov GNFC was trading at 638.80. The strike last trading price was 16, which was 6.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by 34 which increased total open position to 201


On 28 Nov GNFC was trading at 614.25. The strike last trading price was 9.75, which was 3.75 higher than the previous day. The implied volatity was 31.43, the open interest changed by 125 which increased total open position to 179


On 27 Nov GNFC was trading at 599.55. The strike last trading price was 6, which was -26.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 54 which increased total open position to 54


On 26 Nov GNFC was trading at 593.05. The strike last trading price was 32.45, which was 0.00 lower than the previous day. The implied volatity was 8.09, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 9.94, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 11.57, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 12.77, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 11.46, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 11.46, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 11.51, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 11.71, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 12.28, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 3.30, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 32.45, which was lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


GNFC 26DEC2024 650 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 583.80 49.25 0.00 0.00 0 -2 0
19 Dec 600.00 49.25 10.25 32.83 2 0 72
18 Dec 605.05 39 2.15 - 1 0 71
17 Dec 612.80 36.85 5.60 - 38 -7 71
16 Dec 619.55 31.25 -0.55 23.44 6 -3 78
13 Dec 619.35 31.8 2.30 30.95 26 -9 82
12 Dec 618.55 29.5 0.00 0.00 0 -1 0
11 Dec 624.70 29.5 3.05 32.46 1 0 92
10 Dec 628.55 26.45 -4.45 29.87 15 2 92
9 Dec 622.40 30.9 7.00 30.25 43 -8 90
6 Dec 636.70 23.9 -1.50 31.38 36 0 99
5 Dec 635.00 25.4 -1.15 31.20 41 -3 99
4 Dec 635.25 26.55 1.30 32.73 74 -15 101
3 Dec 637.15 25.25 6.55 32.42 1,078 -21 116
2 Dec 652.25 18.7 -6.90 32.75 756 79 137
29 Nov 638.80 25.6 -16.50 29.83 64 3 59
28 Nov 614.25 42.1 -8.40 33.63 15 10 55
27 Nov 599.55 50.5 0.40 28.06 45 44 44
26 Nov 593.05 50.1 0.00 - 0 0 0
25 Nov 584.40 50.1 0.00 - 0 0 0
22 Nov 564.20 50.1 0.00 - 0 0 0
21 Nov 555.55 50.1 0.00 - 0 0 0
20 Nov 561.05 50.1 0.00 - 0 0 0
19 Nov 561.05 50.1 0.00 - 0 0 0
18 Nov 558.50 50.1 0.00 - 0 0 0
14 Nov 554.20 50.1 0.00 - 0 0 0
13 Nov 545.00 50.1 0.00 - 0 0 0
6 Nov 627.30 50.1 0.00 - 0 0 0
5 Nov 614.05 50.1 0.00 - 0 0 0
4 Nov 607.65 50.1 50.10 - 0 0 0
1 Nov 626.70 0 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 650 expiring on 26DEC2024

Delta for 650 PE is 0.00

Historical price for 650 PE is as follows

On 20 Dec GNFC was trading at 583.80. The strike last trading price was 49.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 19 Dec GNFC was trading at 600.00. The strike last trading price was 49.25, which was 10.25 higher than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 72


On 18 Dec GNFC was trading at 605.05. The strike last trading price was 39, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 17 Dec GNFC was trading at 612.80. The strike last trading price was 36.85, which was 5.60 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 71


On 16 Dec GNFC was trading at 619.55. The strike last trading price was 31.25, which was -0.55 lower than the previous day. The implied volatity was 23.44, the open interest changed by -3 which decreased total open position to 78


On 13 Dec GNFC was trading at 619.35. The strike last trading price was 31.8, which was 2.30 higher than the previous day. The implied volatity was 30.95, the open interest changed by -9 which decreased total open position to 82


On 12 Dec GNFC was trading at 618.55. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec GNFC was trading at 624.70. The strike last trading price was 29.5, which was 3.05 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 92


On 10 Dec GNFC was trading at 628.55. The strike last trading price was 26.45, which was -4.45 lower than the previous day. The implied volatity was 29.87, the open interest changed by 2 which increased total open position to 92


On 9 Dec GNFC was trading at 622.40. The strike last trading price was 30.9, which was 7.00 higher than the previous day. The implied volatity was 30.25, the open interest changed by -8 which decreased total open position to 90


On 6 Dec GNFC was trading at 636.70. The strike last trading price was 23.9, which was -1.50 lower than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 99


On 5 Dec GNFC was trading at 635.00. The strike last trading price was 25.4, which was -1.15 lower than the previous day. The implied volatity was 31.20, the open interest changed by -3 which decreased total open position to 99


On 4 Dec GNFC was trading at 635.25. The strike last trading price was 26.55, which was 1.30 higher than the previous day. The implied volatity was 32.73, the open interest changed by -15 which decreased total open position to 101


On 3 Dec GNFC was trading at 637.15. The strike last trading price was 25.25, which was 6.55 higher than the previous day. The implied volatity was 32.42, the open interest changed by -21 which decreased total open position to 116


On 2 Dec GNFC was trading at 652.25. The strike last trading price was 18.7, which was -6.90 lower than the previous day. The implied volatity was 32.75, the open interest changed by 79 which increased total open position to 137


On 29 Nov GNFC was trading at 638.80. The strike last trading price was 25.6, which was -16.50 lower than the previous day. The implied volatity was 29.83, the open interest changed by 3 which increased total open position to 59


On 28 Nov GNFC was trading at 614.25. The strike last trading price was 42.1, which was -8.40 lower than the previous day. The implied volatity was 33.63, the open interest changed by 10 which increased total open position to 55


On 27 Nov GNFC was trading at 599.55. The strike last trading price was 50.5, which was 0.40 higher than the previous day. The implied volatity was 28.06, the open interest changed by 44 which increased total open position to 44


On 26 Nov GNFC was trading at 593.05. The strike last trading price was 50.1, 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 25 Nov GNFC was trading at 584.40. The strike last trading price was 50.1, 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 22 Nov GNFC was trading at 564.20. The strike last trading price was 50.1, 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 21 Nov GNFC was trading at 555.55. The strike last trading price was 50.1, 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 20 Nov GNFC was trading at 561.05. The strike last trading price was 50.1, 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 19 Nov GNFC was trading at 561.05. The strike last trading price was 50.1, 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 18 Nov GNFC was trading at 558.50. The strike last trading price was 50.1, 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 14 Nov GNFC was trading at 554.20. The strike last trading price was 50.1, 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 13 Nov GNFC was trading at 545.00. The strike last trading price was 50.1, 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 6 Nov GNFC was trading at 627.30. The strike last trading price was 50.1, 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 50.1, 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 4 Nov GNFC was trading at 607.65. The strike last trading price was 50.1, which was 50.10 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