GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
GNFC 26DEC2024 650 CE | ||||||||||
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Delta: 0.04
Vega: 0.06
Theta: -0.24
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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