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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 3350 CE
Delta: 0.37
Vega: 1.60
Theta: -3.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 23.25 -53.45 21.90 241 61 69
19 Dec 3388.75 76.7 -127.00 25.05 8 3 5
18 Dec 3467.80 203.7 0.00 0.00 0 0 0
17 Dec 3466.50 203.7 0.00 0.00 0 -1 0
16 Dec 3511.60 203.7 -19.45 40.03 1 0 3
13 Dec 3557.60 223.15 0.00 0.00 0 0 0
12 Dec 3574.15 223.15 0.00 0.00 0 0 0
11 Dec 3593.10 223.15 0.00 0.00 0 0 0
10 Dec 3647.50 223.15 0.00 0.00 0 2 0
9 Dec 3533.10 223.15 10.95 31.00 6 3 4
6 Dec 3555.80 212.2 0.00 0.00 0 0 0
5 Dec 3596.95 212.2 0.00 0.00 0 0 0
4 Dec 3592.65 212.2 0.00 0.00 0 0 0
3 Dec 3586.85 212.2 0.00 0.00 0 0 0
2 Dec 3583.00 212.2 0.00 0.00 0 1 0
29 Nov 3507.90 212.2 9.45 25.91 1 0 0
28 Nov 3468.55 202.75 0.00 - 0 0 0
27 Nov 3498.50 202.75 0.00 - 0 0 0
26 Nov 3451.90 202.75 0.00 - 0 0 0
25 Nov 3430.95 202.75 0.00 - 0 0 0
22 Nov 3326.90 202.75 0.00 - 0 0 0
21 Nov 3262.45 202.75 0.00 1.51 0 0 0
20 Nov 3338.05 202.75 0.00 - 0 0 0
19 Nov 3338.05 202.75 0.00 - 0 0 0
18 Nov 3259.75 202.75 0.00 1.57 0 0 0
14 Nov 3309.90 202.75 0.00 0.12 0 0 0
13 Nov 3267.80 202.75 0.00 0.91 0 0 0
11 Nov 3461.40 202.75 0.00 - 0 0 0
8 Nov 3543.35 202.75 0.00 - 0 0 0
7 Nov 3540.85 202.75 0.00 - 0 0 0
5 Nov 3375.60 202.75 202.75 - 0 0 0
1 Nov 3359.15 0 - 0 0 0


For Navin Fluorine Int. Ltd - strike price 3350 expiring on 26DEC2024

Delta for 3350 CE is 0.37

Historical price for 3350 CE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 23.25, which was -53.45 lower than the previous day. The implied volatity was 21.90, the open interest changed by 61 which increased total open position to 69


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 76.7, which was -127.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 5


On 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 203.7, 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 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 203.7, 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 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 203.7, which was -19.45 lower than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 3


On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 223.15, 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 223.15, 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 223.15, 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 223.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 223.15, which was 10.95 higher than the previous day. The implied volatity was 31.00, the open interest changed by 3 which increased total open position to 4


On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 212.2, 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 212.2, 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 212.2, 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 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 212.2, 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 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 212.2, 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 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 212.2, which was 9.45 higher than the previous day. The implied volatity was 25.91, 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 202.75, 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 202.75, 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 202.75, 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 202.75, 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 202.75, 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 21 Nov NAVINFLUOR was trading at 3262.45. The strike last trading price was 202.75, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NAVINFLUOR was trading at 3338.05. The strike last trading price was 202.75, 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 19 Nov NAVINFLUOR was trading at 3338.05. The strike last trading price was 202.75, 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 18 Nov NAVINFLUOR was trading at 3259.75. The strike last trading price was 202.75, which was 0.00 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NAVINFLUOR was trading at 3309.90. The strike last trading price was 202.75, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NAVINFLUOR was trading at 3267.80. The strike last trading price was 202.75, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NAVINFLUOR was trading at 3461.40. The strike last trading price was 202.75, 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 8 Nov NAVINFLUOR was trading at 3543.35. The strike last trading price was 202.75, 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 7 Nov NAVINFLUOR was trading at 3540.85. The strike last trading price was 202.75, 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 202.75, which was 202.75 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 3350 PE
Delta: -0.60
Vega: 1.64
Theta: -3.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3305.85 64.5 38.50 27.27 712 63 176
19 Dec 3388.75 26 12.00 25.41 938 57 116
18 Dec 3467.80 14 -3.65 27.24 59 -8 60
17 Dec 3466.50 17.65 7.55 27.69 73 8 69
16 Dec 3511.60 10.1 2.70 27.37 115 23 60
13 Dec 3557.60 7.4 -1.65 25.73 145 2 38
12 Dec 3574.15 9.05 -0.95 27.09 36 -7 36
11 Dec 3593.10 10 0.70 30.23 30 -5 40
10 Dec 3647.50 9.3 -12.85 31.84 95 -16 46
9 Dec 3533.10 22.15 3.20 29.78 42 23 59
6 Dec 3555.80 18.95 5.75 28.24 27 -7 36
5 Dec 3596.95 13.2 -4.10 27.32 44 -5 43
4 Dec 3592.65 17.3 -3.30 28.02 13 6 49
3 Dec 3586.85 20.6 -1.65 28.64 20 3 42
2 Dec 3583.00 22.25 -13.25 29.40 67 27 41
29 Nov 3507.90 35.5 -10.40 27.32 24 11 15
28 Nov 3468.55 45.9 0.90 27.80 5 -2 4
27 Nov 3498.50 45 -16.55 28.83 3 2 7
26 Nov 3451.90 61.55 -7.45 29.92 3 2 4
25 Nov 3430.95 69 -92.65 30.17 1 1 1
22 Nov 3326.90 161.65 -24.05 41.26 1 0 0
21 Nov 3262.45 185.7 0.00 - 0 0 0
20 Nov 3338.05 185.7 0.00 0.44 0 0 0
19 Nov 3338.05 185.7 0.00 0.44 0 0 0
18 Nov 3259.75 185.7 0.00 - 0 0 0
14 Nov 3309.90 185.7 0.00 - 0 0 0
13 Nov 3267.80 185.7 0.00 - 0 0 0
11 Nov 3461.40 185.7 0.00 3.33 0 0 0
8 Nov 3543.35 185.7 0.00 4.66 0 0 0
7 Nov 3540.85 185.7 0.00 4.62 0 0 0
5 Nov 3375.60 185.7 185.70 1.25 0 0 0
1 Nov 3359.15 0 1.60 0 0 0


For Navin Fluorine Int. Ltd - strike price 3350 expiring on 26DEC2024

Delta for 3350 PE is -0.60

Historical price for 3350 PE is as follows

On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 64.5, which was 38.50 higher than the previous day. The implied volatity was 27.27, the open interest changed by 63 which increased total open position to 176


On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 26, which was 12.00 higher than the previous day. The implied volatity was 25.41, the open interest changed by 57 which increased total open position to 116


On 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 14, which was -3.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by -8 which decreased total open position to 60


On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 17.65, which was 7.55 higher than the previous day. The implied volatity was 27.69, the open interest changed by 8 which increased total open position to 69


On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 10.1, which was 2.70 higher than the previous day. The implied volatity was 27.37, the open interest changed by 23 which increased total open position to 60


On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 38


On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 9.05, which was -0.95 lower than the previous day. The implied volatity was 27.09, the open interest changed by -7 which decreased total open position to 36


On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 10, which was 0.70 higher than the previous day. The implied volatity was 30.23, the open interest changed by -5 which decreased total open position to 40


On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 9.3, which was -12.85 lower than the previous day. The implied volatity was 31.84, the open interest changed by -16 which decreased total open position to 46


On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 22.15, which was 3.20 higher than the previous day. The implied volatity was 29.78, the open interest changed by 23 which increased total open position to 59


On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 18.95, which was 5.75 higher than the previous day. The implied volatity was 28.24, the open interest changed by -7 which decreased total open position to 36


On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 13.2, which was -4.10 lower than the previous day. The implied volatity was 27.32, the open interest changed by -5 which decreased total open position to 43


On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 17.3, which was -3.30 lower than the previous day. The implied volatity was 28.02, the open interest changed by 6 which increased total open position to 49


On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 20.6, which was -1.65 lower than the previous day. The implied volatity was 28.64, the open interest changed by 3 which increased total open position to 42


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 22.25, which was -13.25 lower than the previous day. The implied volatity was 29.40, the open interest changed by 27 which increased total open position to 41


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 35.5, which was -10.40 lower than the previous day. The implied volatity was 27.32, the open interest changed by 11 which increased total open position to 15


On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 45.9, which was 0.90 higher than the previous day. The implied volatity was 27.80, the open interest changed by -2 which decreased total open position to 4


On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 45, which was -16.55 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 7


On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 61.55, which was -7.45 lower than the previous day. The implied volatity was 29.92, the open interest changed by 2 which increased total open position to 4


On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 69, which was -92.65 lower than the previous day. The implied volatity was 30.17, the open interest changed by 1 which increased total open position to 1


On 22 Nov NAVINFLUOR was trading at 3326.90. The strike last trading price was 161.65, which was -24.05 lower than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NAVINFLUOR was trading at 3262.45. The strike last trading price was 185.7, 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 NAVINFLUOR was trading at 3338.05. The strike last trading price was 185.7, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NAVINFLUOR was trading at 3338.05. The strike last trading price was 185.7, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NAVINFLUOR was trading at 3259.75. The strike last trading price was 185.7, 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 NAVINFLUOR was trading at 3309.90. The strike last trading price was 185.7, 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 NAVINFLUOR was trading at 3267.80. The strike last trading price was 185.7, 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 Nov NAVINFLUOR was trading at 3461.40. The strike last trading price was 185.7, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0


On 8 Nov NAVINFLUOR was trading at 3543.35. The strike last trading price was 185.7, which was 0.00 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NAVINFLUOR was trading at 3540.85. The strike last trading price was 185.7, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 185.7, which was 185.70 higher than the previous day. The implied volatity was 1.25, 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 1.60, the open interest changed by 0 which decreased total open position to 0