NAVINFLUOR
Navin Fluorine Int. Ltd
Historical option data for NAVINFLUOR
17 Dec 2024 04:11 PM IST
| NAVINFLUOR 26DEC2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.94
Theta: -3.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Dec | 3466.50 | 32.15 | -18.85 | 29.46 | 681 | 44 | 273 | |||
| 16 Dec | 3511.60 | 51 | -24.25 | 26.82 | 806 | 75 | 234 | |||
| 13 Dec | 3557.60 | 75.25 | -17.40 | 24.14 | 473 | -15 | 161 | |||
| 12 Dec | 3574.15 | 92.65 | -23.40 | 27.32 | 173 | 8 | 176 | |||
| 11 Dec | 3593.10 | 116.05 | -40.95 | 25.32 | 133 | 0 | 169 | |||
| 10 Dec | 3647.50 | 157 | 63.00 | 28.58 | 622 | -108 | 168 | |||
| 9 Dec | 3533.10 | 94 | -10.35 | 30.99 | 281 | 107 | 279 | |||
| 6 Dec | 3555.80 | 104.35 | -15.55 | 26.94 | 239 | 46 | 167 | |||
| 5 Dec | 3596.95 | 119.9 | -2.05 | 23.61 | 278 | -48 | 121 | |||
| 4 Dec | 3592.65 | 121.95 | 6.40 | 26.29 | 286 | 2 | 169 | |||
| 3 Dec | 3586.85 | 115.55 | -14.45 | 24.85 | 329 | 38 | 170 | |||
| 2 Dec | 3583.00 | 130 | 40.75 | 26.98 | 675 | 39 | 134 | |||
| 29 Nov | 3507.90 | 89.25 | 8.65 | 25.68 | 272 | 77 | 98 | |||
| 28 Nov | 3468.55 | 80.6 | -16.85 | 26.59 | 28 | 11 | 22 | |||
| 27 Nov | 3498.50 | 97.45 | 26.45 | 27.39 | 14 | 6 | 10 | |||
| 26 Nov | 3451.90 | 71 | 1.25 | 25.21 | 4 | 3 | 4 | |||
| 25 Nov | 3430.95 | 69.75 | -52.60 | 28.05 | 1 | 0 | 0 | |||
| 22 Nov | 3326.90 | 122.35 | 0.00 | 4.63 | 0 | 0 | 0 | |||
| 21 Nov | 3262.45 | 122.35 | 0.00 | 6.09 | 0 | 0 | 0 | |||
| 20 Nov | 3338.05 | 122.35 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 19 Nov | 3338.05 | 122.35 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 18 Nov | 3259.75 | 122.35 | 0.00 | 6.04 | 0 | 0 | 0 | |||
| 14 Nov | 3309.90 | 122.35 | 0.00 | 4.60 | 0 | 0 | 0 | |||
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| 13 Nov | 3267.80 | 122.35 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 11 Nov | 3461.40 | 122.35 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 7 Nov | 3540.85 | 122.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3375.60 | 122.35 | 122.35 | 2.94 | 0 | 0 | 0 | |||
| 1 Nov | 3359.15 | 0 | 2.36 | 0 | 0 | 0 | ||||
For Navin Fluorine Int. Ltd - strike price 3550 expiring on 26DEC2024
Delta for 3550 CE is 0.32
Historical price for 3550 CE is as follows
On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 32.15, which was -18.85 lower than the previous day. The implied volatity was 29.46, the open interest changed by 44 which increased total open position to 273
On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 51, which was -24.25 lower than the previous day. The implied volatity was 26.82, the open interest changed by 75 which increased total open position to 234
On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 75.25, which was -17.40 lower than the previous day. The implied volatity was 24.14, the open interest changed by -15 which decreased total open position to 161
On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 92.65, which was -23.40 lower than the previous day. The implied volatity was 27.32, the open interest changed by 8 which increased total open position to 176
On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 116.05, which was -40.95 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 169
On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 157, which was 63.00 higher than the previous day. The implied volatity was 28.58, the open interest changed by -108 which decreased total open position to 168
On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 94, which was -10.35 lower than the previous day. The implied volatity was 30.99, the open interest changed by 107 which increased total open position to 279
On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 104.35, which was -15.55 lower than the previous day. The implied volatity was 26.94, the open interest changed by 46 which increased total open position to 167
On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 119.9, which was -2.05 lower than the previous day. The implied volatity was 23.61, the open interest changed by -48 which decreased total open position to 121
On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 121.95, which was 6.40 higher than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 169
On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 115.55, which was -14.45 lower than the previous day. The implied volatity was 24.85, the open interest changed by 38 which increased total open position to 170
On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 130, which was 40.75 higher than the previous day. The implied volatity was 26.98, the open interest changed by 39 which increased total open position to 134
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 89.25, which was 8.65 higher than the previous day. The implied volatity was 25.68, the open interest changed by 77 which increased total open position to 98
On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 80.6, which was -16.85 lower than the previous day. The implied volatity was 26.59, the open interest changed by 11 which increased total open position to 22
On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 97.45, which was 26.45 higher than the previous day. The implied volatity was 27.39, the open interest changed by 6 which increased total open position to 10
On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 71, which was 1.25 higher than the previous day. The implied volatity was 25.21, the open interest changed by 3 which increased total open position to 4
On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 69.75, which was -52.60 lower than the previous day. The implied volatity was 28.05, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 6.09, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 4.60, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 122.35, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 122.35, 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 122.35, which was 122.35 higher than the previous day. The implied volatity was 2.94, 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 2.36, the open interest changed by 0 which decreased total open position to 0
| NAVINFLUOR 26DEC2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 1.88
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 3466.50 | 106.85 | 32.85 | 26.37 | 148 | 4 | 164 |
| 16 Dec | 3511.60 | 74 | 18.05 | 26.18 | 356 | -82 | 159 |
| 13 Dec | 3557.60 | 55.95 | -0.45 | 24.60 | 303 | -8 | 236 |
| 12 Dec | 3574.15 | 56.4 | 5.45 | 25.61 | 131 | 8 | 244 |
| 11 Dec | 3593.10 | 50.95 | 12.20 | 28.65 | 159 | 3 | 236 |
| 10 Dec | 3647.50 | 38.75 | -50.20 | 28.28 | 329 | 32 | 232 |
| 9 Dec | 3533.10 | 88.95 | 11.20 | 29.16 | 162 | -1 | 201 |
| 6 Dec | 3555.80 | 77.75 | 20.30 | 27.64 | 163 | 26 | 202 |
| 5 Dec | 3596.95 | 57.45 | -4.05 | 25.75 | 128 | -41 | 176 |
| 4 Dec | 3592.65 | 61.5 | -8.50 | 24.82 | 59 | 1 | 217 |
| 3 Dec | 3586.85 | 70 | -0.05 | 26.09 | 68 | 3 | 215 |
| 2 Dec | 3583.00 | 70.05 | -34.00 | 26.51 | 341 | 177 | 213 |
| 29 Nov | 3507.90 | 104.05 | -37.35 | 24.88 | 87 | 24 | 35 |
| 28 Nov | 3468.55 | 141.4 | 16.40 | 29.99 | 12 | 9 | 10 |
| 27 Nov | 3498.50 | 125 | -27.00 | 28.28 | 1 | 0 | 2 |
| 26 Nov | 3451.90 | 152 | -23.10 | 29.10 | 1 | 0 | 1 |
| 25 Nov | 3430.95 | 175.1 | -127.95 | 32.30 | 2 | 1 | 1 |
| 22 Nov | 3326.90 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3262.45 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3338.05 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3338.05 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3259.75 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3309.90 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3267.80 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3461.40 | 303.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3540.85 | 303.05 | 0.00 | 0.57 | 0 | 0 | 0 |
| 5 Nov | 3375.60 | 303.05 | 303.05 | - | 0 | 0 | 0 |
| 1 Nov | 3359.15 | 0 | - | 0 | 0 | 0 | |
For Navin Fluorine Int. Ltd - strike price 3550 expiring on 26DEC2024
Delta for 3550 PE is -0.70
Historical price for 3550 PE is as follows
On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 106.85, which was 32.85 higher than the previous day. The implied volatity was 26.37, the open interest changed by 4 which increased total open position to 164
On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 74, which was 18.05 higher than the previous day. The implied volatity was 26.18, the open interest changed by -82 which decreased total open position to 159
On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 55.95, which was -0.45 lower than the previous day. The implied volatity was 24.60, the open interest changed by -8 which decreased total open position to 236
On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 56.4, which was 5.45 higher than the previous day. The implied volatity was 25.61, the open interest changed by 8 which increased total open position to 244
On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 50.95, which was 12.20 higher than the previous day. The implied volatity was 28.65, the open interest changed by 3 which increased total open position to 236
On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 38.75, which was -50.20 lower than the previous day. The implied volatity was 28.28, the open interest changed by 32 which increased total open position to 232
On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 88.95, which was 11.20 higher than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 201
On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 77.75, which was 20.30 higher than the previous day. The implied volatity was 27.64, the open interest changed by 26 which increased total open position to 202
On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 57.45, which was -4.05 lower than the previous day. The implied volatity was 25.75, the open interest changed by -41 which decreased total open position to 176
On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 61.5, which was -8.50 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 217
On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 70, which was -0.05 lower than the previous day. The implied volatity was 26.09, the open interest changed by 3 which increased total open position to 215
On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 70.05, which was -34.00 lower than the previous day. The implied volatity was 26.51, the open interest changed by 177 which increased total open position to 213
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 104.05, which was -37.35 lower than the previous day. The implied volatity was 24.88, the open interest changed by 24 which increased total open position to 35
On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 141.4, which was 16.40 higher than the previous day. The implied volatity was 29.99, the open interest changed by 9 which increased total open position to 10
On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 125, which was -27.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 2
On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 152, which was -23.10 lower than the previous day. The implied volatity was 29.10, the open interest changed by 0 which decreased total open position to 1
On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 175.1, which was -127.95 lower than the previous day. The implied volatity was 32.30, 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 303.05, 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 303.05, 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 303.05, 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 303.05, 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 303.05, 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 303.05, 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 303.05, 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 303.05, 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 303.05, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 303.05, which was 303.05 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
