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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 3550 CE
Delta: 0.60
Vega: 3.47
Theta: -2.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.60

Historical price for 3550 CE is as follows

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
Delta: -0.40
Vega: 3.48
Theta: -1.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.40

Historical price for 3550 PE is as follows

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