GNFC
Guj Nar Val Fer & Chem L
Historical option data for GNFC
03 Dec 2024 04:12 PM IST
| GNFC 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.16
Theta: -0.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 637.15 | 1.05 | -0.75 | 33.42 | 1,412 | 77 | 324 | |||
| 2 Dec | 652.25 | 1.8 | 0.85 | 31.93 | 684 | 109 | 252 | |||
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| 29 Nov | 638.80 | 0.95 | 0.40 | 30.49 | 329 | 111 | 144 | |||
| 28 Nov | 614.25 | 0.55 | -0.10 | 32.70 | 14 | 13 | 33 | |||
| 27 Nov | 599.55 | 0.65 | -0.45 | 36.83 | 21 | 15 | 19 | |||
| 26 Nov | 593.05 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 25 Nov | 584.40 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 22 Nov | 564.20 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 21 Nov | 555.55 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 20 Nov | 561.05 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 19 Nov | 561.05 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 18 Nov | 558.50 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 14 Nov | 554.20 | 1.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 12 Nov | 589.20 | 1.1 | 1.10 | 35.13 | 7 | 3 | 3 | |||
| 18 Oct | 641.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 643.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 645.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 648.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 647.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 645.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 677.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 699.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 675.70 | 0 | - | 0 | 0 | 0 | ||||
For Guj Nar Val Fer & Chem L - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.05
Historical price for 740 CE is as follows
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 33.42, the open interest changed by 77 which increased total open position to 324
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 1.8, which was 0.85 higher than the previous day. The implied volatity was 31.93, the open interest changed by 109 which increased total open position to 252
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was 30.49, the open interest changed by 111 which increased total open position to 144
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 32.70, the open interest changed by 13 which increased total open position to 33
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 36.83, the open interest changed by 15 which increased total open position to 19
On 26 Nov GNFC was trading at 593.05. The strike last trading price was 1.1, 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 4
On 25 Nov GNFC was trading at 584.40. The strike last trading price was 1.1, 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 4
On 22 Nov GNFC was trading at 564.20. The strike last trading price was 1.1, 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 4
On 21 Nov GNFC was trading at 555.55. The strike last trading price was 1.1, 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 4
On 20 Nov GNFC was trading at 561.05. The strike last trading price was 1.1, 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 4
On 19 Nov GNFC was trading at 561.05. The strike last trading price was 1.1, 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 4
On 18 Nov GNFC was trading at 558.50. The strike last trading price was 1.1, 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 4
On 14 Nov GNFC was trading at 554.20. The strike last trading price was 1.1, 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 4
On 12 Nov GNFC was trading at 589.20. The strike last trading price was 1.1, which was 1.10 higher than the previous day. The implied volatity was 35.13, the open interest changed by 3 which increased total open position to 3
On 18 Oct GNFC was trading at 641.60. 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 Oct GNFC was trading at 643.85. 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 15 Oct GNFC was trading at 645.65. 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 14 Oct GNFC was trading at 647.70. 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 Oct GNFC was trading at 647.70. 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 10 Oct GNFC was trading at 648.50. 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 9 Oct GNFC was trading at 647.45. 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 Oct GNFC was trading at 645.75. 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 Oct GNFC was trading at 677.45. 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 1 Oct GNFC was trading at 699.45. 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 30 Sept GNFC was trading at 675.70. 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 26DEC2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.18
Theta: 0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 637.15 | 99 | 12.10 | 34.59 | 19 | 12 | 64 |
| 2 Dec | 652.25 | 86.9 | -12.80 | 38.88 | 24 | 4 | 51 |
| 29 Nov | 638.80 | 99.7 | -19.30 | 32.20 | 10 | 2 | 46 |
| 28 Nov | 614.25 | 119 | -23.00 | - | 30 | 21 | 35 |
| 27 Nov | 599.55 | 142 | 50.55 | 61.32 | 14 | 13 | 13 |
| 26 Nov | 593.05 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 584.40 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 564.20 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 555.55 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 561.05 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 561.05 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 558.50 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 554.20 | 91.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 589.20 | 91.45 | 91.45 | - | 0 | 0 | 0 |
| 18 Oct | 641.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 643.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 645.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 648.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 647.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 645.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 677.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 699.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 675.70 | 0 | - | 0 | 0 | 0 | |
For Guj Nar Val Fer & Chem L - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.95
Historical price for 740 PE is as follows
On 3 Dec GNFC was trading at 637.15. The strike last trading price was 99, which was 12.10 higher than the previous day. The implied volatity was 34.59, the open interest changed by 12 which increased total open position to 64
On 2 Dec GNFC was trading at 652.25. The strike last trading price was 86.9, which was -12.80 lower than the previous day. The implied volatity was 38.88, the open interest changed by 4 which increased total open position to 51
On 29 Nov GNFC was trading at 638.80. The strike last trading price was 99.7, which was -19.30 lower than the previous day. The implied volatity was 32.20, the open interest changed by 2 which increased total open position to 46
On 28 Nov GNFC was trading at 614.25. The strike last trading price was 119, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 35
On 27 Nov GNFC was trading at 599.55. The strike last trading price was 142, which was 50.55 higher than the previous day. The implied volatity was 61.32, the open interest changed by 13 which increased total open position to 13
On 26 Nov GNFC was trading at 593.05. The strike last trading price was 91.45, 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 91.45, 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 91.45, 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 91.45, 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 91.45, 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 91.45, 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 91.45, 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 91.45, 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 12 Nov GNFC was trading at 589.20. The strike last trading price was 91.45, which was 91.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Oct GNFC was trading at 641.60. 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 Oct GNFC was trading at 643.85. 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 15 Oct GNFC was trading at 645.65. 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 14 Oct GNFC was trading at 647.70. 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 Oct GNFC was trading at 647.70. 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 10 Oct GNFC was trading at 648.50. 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 9 Oct GNFC was trading at 647.45. 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 Oct GNFC was trading at 645.75. 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 Oct GNFC was trading at 677.45. 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 1 Oct GNFC was trading at 699.45. 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 30 Sept GNFC was trading at 675.70. 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
