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

3586.85 3.85 (0.11%)

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Historical option data for NAVINFLUOR

03 Dec 2024 04:11 PM IST
NAVINFLUOR 26DEC2024 3450 CE
Delta: 0.80
Vega: 2.53
Theta: -1.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3586.85 171 -26.55 20.96 1 0 20
2 Dec 3583.00 197.55 52.50 27.76 38 3 20
29 Nov 3507.90 145.05 23.85 26.35 23 4 18
28 Nov 3468.55 121.2 -35.30 24.48 12 5 13
27 Nov 3498.50 156.5 38.70 29.88 13 1 8
26 Nov 3451.90 117.8 6.90 25.51 15 4 8
25 Nov 3430.95 110.9 -47.85 25.48 12 3 3
22 Nov 3326.90 158.75 0.00 2.29 0 0 0
21 Nov 3262.45 158.75 0.00 3.85 0 0 0
20 Nov 3338.05 158.75 0.00 2.08 0 0 0
19 Nov 3338.05 158.75 0.00 2.08 0 0 0
18 Nov 3259.75 158.75 0.00 3.73 0 0 0
14 Nov 3309.90 158.75 0.00 2.48 0 0 0
13 Nov 3267.80 158.75 0.00 2.97 0 0 0
11 Nov 3461.40 158.75 0.00 - 0 0 0
7 Nov 3540.85 158.75 0.00 - 0 0 0
5 Nov 3375.60 158.75 158.75 1.02 0 0 0
1 Nov 3359.15 0 0.45 0 0 0


For Navin Fluorine Int. Ltd - strike price 3450 expiring on 26DEC2024

Delta for 3450 CE is 0.80

Historical price for 3450 CE is as follows

On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 171, which was -26.55 lower than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 20


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 197.55, which was 52.50 higher than the previous day. The implied volatity was 27.76, the open interest changed by 3 which increased total open position to 20


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 145.05, which was 23.85 higher than the previous day. The implied volatity was 26.35, the open interest changed by 4 which increased total open position to 18


On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 121.2, which was -35.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 13


On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 156.5, which was 38.70 higher than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 8


On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 117.8, which was 6.90 higher than the previous day. The implied volatity was 25.51, the open interest changed by 4 which increased total open position to 8


On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 110.9, which was -47.85 lower than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 3


On 22 Nov NAVINFLUOR was trading at 3326.90. The strike last trading price was 158.75, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 158.75, which was 0.00 lower than the previous day. The implied volatity was 2.97, 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 158.75, 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 158.75, 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 158.75, which was 158.75 higher than the previous day. The implied volatity was 1.02, 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 0.45, the open interest changed by 0 which decreased total open position to 0


NAVINFLUOR 26DEC2024 3450 PE
Delta: -0.25
Vega: 2.85
Theta: -1.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3586.85 36.2 -6.80 26.30 4 2 30
2 Dec 3583.00 43 -18.00 28.79 74 1 38
29 Nov 3507.90 61 -29.65 25.61 44 24 38
28 Nov 3468.55 90.65 15.65 30.05 14 11 14
27 Nov 3498.50 75 -16.00 28.03 1 0 3
26 Nov 3451.90 91 -29.00 27.16 4 3 3
25 Nov 3430.95 120 -120.60 32.33 2 1 1
22 Nov 3326.90 240.6 0.00 - 0 0 0
21 Nov 3262.45 240.6 0.00 - 0 0 0
20 Nov 3338.05 240.6 0.00 - 0 0 0
19 Nov 3338.05 240.6 0.00 - 0 0 0
18 Nov 3259.75 240.6 0.00 - 0 0 0
14 Nov 3309.90 240.6 0.00 - 0 0 0
13 Nov 3267.80 240.6 0.00 - 0 0 0
11 Nov 3461.40 240.6 0.00 1.24 0 0 0
7 Nov 3540.85 240.6 0.00 2.60 0 0 0
5 Nov 3375.60 240.6 240.60 - 0 0 0
1 Nov 3359.15 0 - 0 0 0


For Navin Fluorine Int. Ltd - strike price 3450 expiring on 26DEC2024

Delta for 3450 PE is -0.25

Historical price for 3450 PE is as follows

On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 36.2, which was -6.80 lower than the previous day. The implied volatity was 26.30, the open interest changed by 2 which increased total open position to 30


On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 43, which was -18.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 38


On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 61, which was -29.65 lower than the previous day. The implied volatity was 25.61, the open interest changed by 24 which increased total open position to 38


On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 90.65, which was 15.65 higher than the previous day. The implied volatity was 30.05, the open interest changed by 11 which increased total open position to 14


On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 75, which was -16.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 3


On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 91, which was -29.00 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 3


On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 120, which was -120.60 lower than the previous day. The implied volatity was 32.33, 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 240.6, 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 240.6, 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 240.6, 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 240.6, 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 240.6, 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 240.6, 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 240.6, 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 240.6, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 240.6, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 240.6, which was 240.60 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