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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 3250 CE
Delta: 0.66
Vega: 1.56
Theta: -6.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 109.1 -267.75 41.99 4 1 19
19 Dec 3388.75 376.85 0.00 0.00 0 0 0
18 Dec 3467.80 376.85 0.00 0.00 0 0 0
17 Dec 3466.50 376.85 0.00 0.00 0 0 0
16 Dec 3511.60 376.85 0.00 0.00 0 0 0
13 Dec 3557.60 376.85 0.00 0.00 0 0 0
12 Dec 3574.15 376.85 0.00 0.00 0 0 0
11 Dec 3593.10 376.85 0.00 0.00 0 -2 0
10 Dec 3647.50 376.85 71.70 - 9 -2 18
9 Dec 3533.10 305.15 -67.85 28.47 25 -8 20
6 Dec 3555.80 373 0.00 0.00 0 -6 0
5 Dec 3596.95 373 1.00 28.10 93 -14 20
4 Dec 3592.65 372 1.00 36.35 64 -7 45
3 Dec 3586.85 371 0.00 0.00 0 52 0
2 Dec 3583.00 371 116.25 32.84 54 49 49
29 Nov 3507.90 254.75 0.00 - 0 0 0
28 Nov 3468.55 254.75 0.00 - 0 0 0
27 Nov 3498.50 254.75 0.00 - 0 0 0
26 Nov 3451.90 254.75 0.00 - 0 0 0
25 Nov 3430.95 254.75 0.00 - 0 0 0
22 Nov 3326.90 254.75 0.00 - 0 0 0
5 Nov 3375.60 254.75 254.75 - 0 0 0
1 Nov 3359.15 0 - 0 0 0


For Navin Fluorine Int. Ltd - strike price 3250 expiring on 26DEC2024

Delta for 3250 CE is 0.66

Historical price for 3250 CE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 109.1, which was -267.75 lower than the previous day. The implied volatity was 41.99, the open interest changed by 1 which increased total open position to 19


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 376.85, 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 NAVINFLUOR was trading at 3467.80. The strike last trading price was 376.85, 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 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 376.85, 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 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 376.85, 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 NAVINFLUOR was trading at 3557.60. The strike last trading price was 376.85, 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 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 376.85, 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 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 376.85, 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 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 376.85, which was 71.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18


On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 305.15, which was -67.85 lower than the previous day. The implied volatity was 28.47, the open interest changed by -8 which decreased total open position to 20


On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 373, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 373, which was 1.00 higher than the previous day. The implied volatity was 28.10, the open interest changed by -14 which decreased total open position to 20


On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 372, which was 1.00 higher than the previous day. The implied volatity was 36.35, the open interest changed by -7 which decreased total open position to 45


On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 371, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 371, which was 116.25 higher than the previous day. The implied volatity was 32.84, the open interest changed by 49 which increased total open position to 49


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 254.75, 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 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 254.75, 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 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 254.75, 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 254.75, 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 NAVINFLUOR was trading at 3430.95. The strike last trading price was 254.75, 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 NAVINFLUOR was trading at 3326.90. The strike last trading price was 254.75, 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 254.75, which was 254.75 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 3250 PE
Delta: -0.26
Vega: 1.38
Theta: -2.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 17.55 9.75 25.70 232 -7 104
19 Dec 3388.75 7.8 2.85 28.21 203 -3 110
18 Dec 3467.80 4.95 -0.75 30.76 136 -21 118
17 Dec 3466.50 5.7 2.00 29.66 84 32 138
16 Dec 3511.60 3.7 0.20 30.24 97 -2 107
13 Dec 3557.60 3.5 -0.65 29.43 77 -3 109
12 Dec 3574.15 4.15 1.80 30.10 53 -22 113
11 Dec 3593.10 2.35 0.00 0.00 0 -4 0
10 Dec 3647.50 2.35 -8.40 30.27 73 -3 136
9 Dec 3533.10 10.75 1.60 31.67 11 4 139
6 Dec 3555.80 9.15 2.35 29.91 102 10 130
5 Dec 3596.95 6.8 -1.60 29.59 139 29 121
4 Dec 3592.65 8.4 -1.50 29.53 19 1 92
3 Dec 3586.85 9.9 -2.75 29.73 50 -3 91
2 Dec 3583.00 12.65 -6.95 31.53 66 7 94
29 Nov 3507.90 19.6 -9.80 28.87 183 54 87
28 Nov 3468.55 29.4 -2.25 30.55 81 31 34
27 Nov 3498.50 31.65 0.00 0.00 0 3 0
26 Nov 3451.90 31.65 -107.15 29.11 5 1 1
25 Nov 3430.95 138.8 0.00 5.69 0 0 0
22 Nov 3326.90 138.8 0.00 2.89 0 0 0
5 Nov 3375.60 138.8 138.80 3.35 0 0 0
1 Nov 3359.15 0 3.61 0 0 0


For Navin Fluorine Int. Ltd - strike price 3250 expiring on 26DEC2024

Delta for 3250 PE is -0.26

Historical price for 3250 PE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 17.55, which was 9.75 higher than the previous day. The implied volatity was 25.70, the open interest changed by -7 which decreased total open position to 104


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 7.8, which was 2.85 higher than the previous day. The implied volatity was 28.21, the open interest changed by -3 which decreased total open position to 110


On 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 4.95, which was -0.75 lower than the previous day. The implied volatity was 30.76, the open interest changed by -21 which decreased total open position to 118


On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 5.7, which was 2.00 higher than the previous day. The implied volatity was 29.66, the open interest changed by 32 which increased total open position to 138


On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 30.24, the open interest changed by -2 which decreased total open position to 107


On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 29.43, the open interest changed by -3 which decreased total open position to 109


On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 4.15, which was 1.80 higher than the previous day. The implied volatity was 30.10, the open interest changed by -22 which decreased total open position to 113


On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 2.35, which was -8.40 lower than the previous day. The implied volatity was 30.27, the open interest changed by -3 which decreased total open position to 136


On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 10.75, which was 1.60 higher than the previous day. The implied volatity was 31.67, the open interest changed by 4 which increased total open position to 139


On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 9.15, which was 2.35 higher than the previous day. The implied volatity was 29.91, the open interest changed by 10 which increased total open position to 130


On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 6.8, which was -1.60 lower than the previous day. The implied volatity was 29.59, the open interest changed by 29 which increased total open position to 121


On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 8.4, which was -1.50 lower than the previous day. The implied volatity was 29.53, the open interest changed by 1 which increased total open position to 92


On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 9.9, which was -2.75 lower than the previous day. The implied volatity was 29.73, the open interest changed by -3 which decreased total open position to 91


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 12.65, which was -6.95 lower than the previous day. The implied volatity was 31.53, the open interest changed by 7 which increased total open position to 94


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 19.6, which was -9.80 lower than the previous day. The implied volatity was 28.87, the open interest changed by 54 which increased total open position to 87


On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 29.4, which was -2.25 lower than the previous day. The implied volatity was 30.55, the open interest changed by 31 which increased total open position to 34


On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 31.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 31.65, which was -107.15 lower than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 1


On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 138.8, which was 0.00 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0


On 22 Nov NAVINFLUOR was trading at 3326.90. The strike last trading price was 138.8, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 138.8, which was 138.80 higher than the previous day. The implied volatity was 3.35, 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 3.61, the open interest changed by 0 which decreased total open position to 0