GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
20 Dec 2024 04:13 PM IST
| GNFC 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 583.80 | 0.35 | -0.25 | 51.42 | 48 | -29 | 142 | |||
| 19 Dec | 600.00 | 0.6 | -0.30 | 44.28 | 100 | -40 | 171 | |||
| 18 Dec | 605.05 | 0.9 | 0.00 | 41.83 | 152 | -30 | 211 | |||
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| 17 Dec | 612.80 | 0.9 | -0.15 | 36.30 | 415 | 18 | 242 | |||
| 16 Dec | 619.55 | 1.05 | -0.05 | 31.78 | 67 | 3 | 226 | |||
| 13 Dec | 619.35 | 1.1 | -1.05 | 26.72 | 314 | -7 | 224 | |||
| 12 Dec | 618.55 | 2.15 | -0.80 | 31.86 | 263 | -5 | 238 | |||
| 11 Dec | 624.70 | 2.95 | -1.20 | 29.91 | 165 | 35 | 246 | |||
| 10 Dec | 628.55 | 4.15 | 0.70 | 30.78 | 242 | -32 | 213 | |||
| 9 Dec | 622.40 | 3.45 | -2.80 | 30.71 | 297 | 80 | 247 | |||
| 6 Dec | 636.70 | 6.25 | -0.80 | 28.03 | 138 | -6 | 169 | |||
| 5 Dec | 635.00 | 7.05 | -0.50 | 30.04 | 349 | -36 | 176 | |||
| 4 Dec | 635.25 | 7.55 | -2.35 | 30.13 | 257 | 6 | 213 | |||
| 3 Dec | 637.15 | 9.9 | -4.40 | 32.29 | 1,163 | 32 | 207 | |||
| 2 Dec | 652.25 | 14.3 | 5.25 | 30.19 | 708 | 87 | 176 | |||
| 29 Nov | 638.80 | 9.05 | 5.40 | 28.82 | 296 | 83 | 88 | |||
| 28 Nov | 614.25 | 3.65 | -21.60 | 27.34 | 6 | 5 | 5 | |||
| 27 Nov | 599.55 | 25.25 | 0.00 | 10.15 | 0 | 0 | 0 | |||
| 26 Nov | 593.05 | 25.25 | 0.00 | 11.85 | 0 | 0 | 0 | |||
| 25 Nov | 584.40 | 25.25 | 0.00 | 12.23 | 0 | 0 | 0 | |||
| 22 Nov | 564.20 | 25.25 | 0.00 | 14.49 | 0 | 0 | 0 | |||
| 21 Nov | 555.55 | 25.25 | 0.00 | 15.55 | 0 | 0 | 0 | |||
| 20 Nov | 561.05 | 25.25 | 0.00 | 14.31 | 0 | 0 | 0 | |||
| 19 Nov | 561.05 | 25.25 | 0.00 | 14.31 | 0 | 0 | 0 | |||
| 18 Nov | 558.50 | 25.25 | 0.00 | 14.33 | 0 | 0 | 0 | |||
| 14 Nov | 554.20 | 25.25 | 0.00 | 14.42 | 0 | 0 | 0 | |||
| 13 Nov | 545.00 | 25.25 | 0.00 | 15.33 | 0 | 0 | 0 | |||
| 6 Nov | 627.30 | 25.25 | 25.25 | 3.89 | 0 | 0 | 0 | |||
| 1 Nov | 626.70 | 0 | 3.50 | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.02
Historical price for 670 CE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 51.42, the open interest changed by -29 which decreased total open position to 142
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 44.28, the open interest changed by -40 which decreased total open position to 171
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 41.83, the open interest changed by -30 which decreased total open position to 211
On 17 Dec GNFC was trading at 612.80. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 36.30, the open interest changed by 18 which increased total open position to 242
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 31.78, the open interest changed by 3 which increased total open position to 226
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 26.72, the open interest changed by -7 which decreased total open position to 224
On 12 Dec GNFC was trading at 618.55. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 31.86, the open interest changed by -5 which decreased total open position to 238
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 2.95, which was -1.20 lower than the previous day. The implied volatity was 29.91, the open interest changed by 35 which increased total open position to 246
On 10 Dec GNFC was trading at 628.55. The strike last trading price was 4.15, which was 0.70 higher than the previous day. The implied volatity was 30.78, the open interest changed by -32 which decreased total open position to 213
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 3.45, which was -2.80 lower than the previous day. The implied volatity was 30.71, the open interest changed by 80 which increased total open position to 247
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 6.25, which was -0.80 lower than the previous day. The implied volatity was 28.03, the open interest changed by -6 which decreased total open position to 169
On 5 Dec GNFC was trading at 635.00. The strike last trading price was 7.05, which was -0.50 lower than the previous day. The implied volatity was 30.04, the open interest changed by -36 which decreased total open position to 176
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 7.55, which was -2.35 lower than the previous day. The implied volatity was 30.13, the open interest changed by 6 which increased total open position to 213
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 9.9, which was -4.40 lower than the previous day. The implied volatity was 32.29, the open interest changed by 32 which increased total open position to 207
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 14.3, which was 5.25 higher than the previous day. The implied volatity was 30.19, the open interest changed by 87 which increased total open position to 176
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 9.05, which was 5.40 higher than the previous day. The implied volatity was 28.82, the open interest changed by 83 which increased total open position to 88
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 3.65, which was -21.60 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 5
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 10.15, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 11.85, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 12.23, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 14.49, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 15.55, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 14.31, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 14.31, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 14.33, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 14.42, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 15.33, 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 25.25, which was 25.25 higher 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 0, which was lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
| GNFC 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 44.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 600.00 | 44.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 605.05 | 44.1 | 0.00 | 0.00 | 0 | -2 | 0 |
| 17 Dec | 612.80 | 44.1 | -8.15 | - | 4 | -1 | 45 |
| 16 Dec | 619.55 | 52.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 619.35 | 52.25 | 0.00 | 0.00 | 0 | -2 | 0 |
| 12 Dec | 618.55 | 52.25 | 10.05 | 36.14 | 4 | -1 | 47 |
| 11 Dec | 624.70 | 42.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 628.55 | 42.2 | -7.35 | 31.42 | 1 | 0 | 49 |
| 9 Dec | 622.40 | 49.55 | 10.70 | 37.99 | 2 | 1 | 50 |
| 6 Dec | 636.70 | 38.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 635.00 | 38.85 | 3.70 | 30.93 | 3 | -1 | 49 |
| 4 Dec | 635.25 | 35.15 | -3.45 | 23.20 | 5 | -1 | 50 |
| 3 Dec | 637.15 | 38.6 | 8.65 | 33.18 | 267 | 28 | 54 |
| 2 Dec | 652.25 | 29.95 | -30.05 | 33.48 | 37 | 14 | 26 |
| 29 Nov | 638.80 | 60 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 614.25 | 60 | -7.00 | 38.76 | 1 | 0 | 11 |
| 27 Nov | 599.55 | 67 | 4.35 | 26.85 | 11 | 1 | 1 |
| 26 Nov | 593.05 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 584.40 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 564.20 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 555.55 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 561.05 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 561.05 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 558.50 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 554.20 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 545.00 | 62.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 627.30 | 62.65 | 62.65 | - | 0 | 0 | 0 |
| 1 Nov | 626.70 | 0 | - | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 670 expiring on 26DEC2024
Delta for 670 PE is 0.00
Historical price for 670 PE is as follows
On 20 Dec GNFC was trading at 583.80. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec GNFC was trading at 600.00. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GNFC was trading at 605.05. The strike last trading price was 44.1, 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 17 Dec GNFC was trading at 612.80. The strike last trading price was 44.1, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 45
On 16 Dec GNFC was trading at 619.55. The strike last trading price was 52.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec GNFC was trading at 619.35. The strike last trading price was 52.25, 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 12 Dec GNFC was trading at 618.55. The strike last trading price was 52.25, which was 10.05 higher than the previous day. The implied volatity was 36.14, the open interest changed by -1 which decreased total open position to 47
On 11 Dec GNFC was trading at 624.70. The strike last trading price was 42.2, 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 10 Dec GNFC was trading at 628.55. The strike last trading price was 42.2, which was -7.35 lower than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 49
On 9 Dec GNFC was trading at 622.40. The strike last trading price was 49.55, which was 10.70 higher than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 50
On 6 Dec GNFC was trading at 636.70. The strike last trading price was 38.85, 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 5 Dec GNFC was trading at 635.00. The strike last trading price was 38.85, which was 3.70 higher than the previous day. The implied volatity was 30.93, the open interest changed by -1 which decreased total open position to 49
On 4 Dec GNFC was trading at 635.25. The strike last trading price was 35.15, which was -3.45 lower than the previous day. The implied volatity was 23.20, the open interest changed by -1 which decreased total open position to 50
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 38.6, which was 8.65 higher than the previous day. The implied volatity was 33.18, the open interest changed by 28 which increased total open position to 54
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 29.95, which was -30.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by 14 which increased total open position to 26
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 60, which was -7.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by 0 which decreased total open position to 11
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 67, which was 4.35 higher than the previous day. The implied volatity was 26.85, the open interest changed by 1 which increased total open position to 1
On 26 Nov GNFC was trading at 593.05. The strike last trading price was 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, 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 62.65, which was 62.65 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
