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[--[65.84.65.76]--]
NAVINFLUOR
Navin Fluorine Int. Ltd

3305.85 -82.90 (-2.45%)

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Historical option data for NAVINFLUOR

20 Dec 2024 04:11 PM IST
NAVINFLUOR 26DEC2024 3150 CE
Delta: 0.77
Vega: 1.29
Theta: -6.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 201.2 -113.65 57.68 2 0 0
19 Dec 3388.75 314.85 0.00 - 0 0 0
18 Dec 3467.80 314.85 0.00 - 0 0 0
17 Dec 3466.50 314.85 0.00 - 0 0 0
11 Dec 3593.10 314.85 0.00 - 0 0 0
10 Dec 3647.50 314.85 0.00 - 0 0 0
5 Dec 3596.95 314.85 0.00 - 0 0 0
4 Dec 3592.65 314.85 0.00 - 0 0 0
3 Dec 3586.85 314.85 0.00 - 0 0 0
2 Dec 3583.00 314.85 0.00 - 0 0 0
29 Nov 3507.90 314.85 0.00 - 0 0 0
26 Nov 3451.90 314.85 0.00 - 0 0 0
5 Nov 3375.60 314.85 314.85 - 0 0 0
1 Nov 3359.15 0 - 0 0 0


For Navin Fluorine Int. Ltd - strike price 3150 expiring on 26DEC2024

Delta for 3150 CE is 0.77

Historical price for 3150 CE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 201.2, which was -113.65 lower than the previous day. The implied volatity was 57.68, the open interest changed by 0 which decreased total open position to 0


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 314.85, 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 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 314.85, 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 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 314.85, 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 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 314.85, 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 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 314.85, 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 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 314.85, 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 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 314.85, 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 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 314.85, 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 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 314.85, 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 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 314.85, 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 NAVINFLUOR was trading at 3451.90. The strike last trading price was 314.85, 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 NAVINFLUOR was trading at 3375.60. The strike last trading price was 314.85, which was 314.85 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 NAVINFLUOR was trading at 3359.15. 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


NAVINFLUOR 26DEC2024 3150 PE
Delta: -0.08
Vega: 0.65
Theta: -1.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 4.85 2.60 29.59 117 33 62
19 Dec 3388.75 2.25 0.60 31.51 6 3 28
18 Dec 3467.80 1.65 -0.95 33.95 12 6 31
17 Dec 3466.50 2.6 -2.10 34.33 35 -12 25
11 Dec 3593.10 4.7 0.00 0.00 0 0 0
10 Dec 3647.50 4.7 0.00 0.00 0 0 0
5 Dec 3596.95 4.7 0.00 0.00 0 0 0
4 Dec 3592.65 4.7 0.40 32.16 1 0 37
3 Dec 3586.85 4.3 -3.55 30.64 104 2 39
2 Dec 3583.00 7.85 -3.60 34.38 44 -4 38
29 Nov 3507.90 11.45 -5.15 31.16 101 17 41
26 Nov 3451.90 16.6 -83.45 29.87 378 24 24
5 Nov 3375.60 100.05 100.05 5.41 0 0 0
1 Nov 3359.15 0 5.59 0 0 0


For Navin Fluorine Int. Ltd - strike price 3150 expiring on 26DEC2024

Delta for 3150 PE is -0.08

Historical price for 3150 PE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 4.85, which was 2.60 higher than the previous day. The implied volatity was 29.59, the open interest changed by 33 which increased total open position to 62


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 2.25, which was 0.60 higher than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 28


On 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 33.95, the open interest changed by 6 which increased total open position to 31


On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 2.6, which was -2.10 lower than the previous day. The implied volatity was 34.33, the open interest changed by -12 which decreased total open position to 25


On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 4.7, 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 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 4.7, 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 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 4.7, 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 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 4.7, which was 0.40 higher than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 37


On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 4.3, which was -3.55 lower than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 39


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 7.85, which was -3.60 lower than the previous day. The implied volatity was 34.38, the open interest changed by -4 which decreased total open position to 38


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 11.45, which was -5.15 lower than the previous day. The implied volatity was 31.16, the open interest changed by 17 which increased total open position to 41


On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 16.6, which was -83.45 lower than the previous day. The implied volatity was 29.87, the open interest changed by 24 which increased total open position to 24


On 5 Nov NAVINFLUOR was trading at 3375.60. The strike last trading price was 100.05, which was 100.05 higher than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0


On 1 Nov NAVINFLUOR was trading at 3359.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0