NAVINFLUOR
Navin Fluorine Int. Ltd
Historical option data for NAVINFLUOR
24 Jan 2025 11:21 AM IST
NAVINFLUOR 30JAN2025 3650 CE | ||||||||||
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Delta: 0.77
Vega: 1.45
Theta: -3.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 3726.70 | 98.2 | -55.25 | 23.48 | 11 | 0 | 187 | |||
23 Jan | 3772.45 | 149.35 | 50.90 | 36.84 | 104 | -9 | 187 | |||
22 Jan | 3687.35 | 98.45 | -76.50 | 36.07 | 378 | 27 | 196 | |||
21 Jan | 3797.00 | 174.95 | 14.55 | 33.10 | 69 | -8 | 169 | |||
20 Jan | 3777.15 | 160.4 | -10.80 | 26.28 | 33 | -3 | 178 | |||
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17 Jan | 3755.10 | 171.2 | -28.40 | 40.41 | 42 | -1 | 181 | |||
16 Jan | 3767.60 | 199.6 | 33.10 | 43.95 | 117 | -17 | 182 | |||
15 Jan | 3714.40 | 166.5 | 63.50 | 35.64 | 792 | 16 | 202 | |||
14 Jan | 3631.85 | 103 | 4.40 | 31.17 | 331 | 36 | 187 | |||
13 Jan | 3617.85 | 98.6 | -6.70 | 34.31 | 455 | 9 | 151 | |||
10 Jan | 3630.95 | 105.3 | -144.95 | 31.08 | 792 | 75 | 141 | |||
9 Jan | 3824.55 | 250.25 | 207.35 | 36.90 | 244 | -24 | 67 | |||
8 Jan | 3493.15 | 42.9 | 1.60 | 27.74 | 137 | 36 | 94 | |||
7 Jan | 3478.30 | 41.3 | 26.75 | 27.47 | 148 | 11 | 58 | |||
6 Jan | 3346.90 | 14.55 | -3.75 | 26.66 | 15 | 6 | 46 | |||
3 Jan | 3359.65 | 18.3 | 6.30 | 26.09 | 81 | 4 | 40 | |||
2 Jan | 3301.70 | 12 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Jan | 3280.25 | 12 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Dec | 3245.80 | 12 | 3.50 | 28.44 | 39 | 0 | 36 | |||
30 Dec | 3217.50 | 8.5 | -6.80 | 27.72 | 34 | 7 | 36 | |||
27 Dec | 3312.65 | 15.3 | -143.05 | 25.18 | 641 | 28 | 28 | |||
26 Dec | 3326.30 | 158.35 | 0.00 | 6.59 | 0 | 0 | 0 | |||
24 Dec | 3377.00 | 158.35 | 0.00 | 5.52 | 0 | 0 | 0 | |||
23 Dec | 3315.60 | 158.35 | 0.00 | 6.59 | 0 | 0 | 0 | |||
20 Dec | 3305.85 | 158.35 | 0.00 | 6.66 | 0 | 0 | 0 | |||
19 Dec | 3388.75 | 158.35 | 0.00 | 4.74 | 0 | 0 | 0 | |||
17 Dec | 3466.50 | 158.35 | 0.00 | 3.14 | 0 | 0 | 0 | |||
12 Dec | 3574.15 | 158.35 | 0.00 | 0.73 | 0 | 0 | 0 | |||
11 Dec | 3593.10 | 158.35 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 3647.50 | 158.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 3555.80 | 158.35 | 0.00 | 0.89 | 0 | 0 | 0 | |||
5 Dec | 3596.95 | 158.35 | 0.00 | 0.09 | 0 | 0 | 0 | |||
29 Nov | 3507.90 | 158.35 | 1.50 | 0 | 0 | 0 |
For Navin Fluorine Int. Ltd - strike price 3650 expiring on 30JAN2025
Delta for 3650 CE is 0.77
Historical price for 3650 CE is as follows
On 24 Jan NAVINFLUOR was trading at 3726.70. The strike last trading price was 98.2, which was -55.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 187
On 23 Jan NAVINFLUOR was trading at 3772.45. The strike last trading price was 149.35, which was 50.90 higher than the previous day. The implied volatity was 36.84, the open interest changed by -9 which decreased total open position to 187
On 22 Jan NAVINFLUOR was trading at 3687.35. The strike last trading price was 98.45, which was -76.50 lower than the previous day. The implied volatity was 36.07, the open interest changed by 27 which increased total open position to 196
On 21 Jan NAVINFLUOR was trading at 3797.00. The strike last trading price was 174.95, which was 14.55 higher than the previous day. The implied volatity was 33.10, the open interest changed by -8 which decreased total open position to 169
On 20 Jan NAVINFLUOR was trading at 3777.15. The strike last trading price was 160.4, which was -10.80 lower than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 178
On 17 Jan NAVINFLUOR was trading at 3755.10. The strike last trading price was 171.2, which was -28.40 lower than the previous day. The implied volatity was 40.41, the open interest changed by -1 which decreased total open position to 181
On 16 Jan NAVINFLUOR was trading at 3767.60. The strike last trading price was 199.6, which was 33.10 higher than the previous day. The implied volatity was 43.95, the open interest changed by -17 which decreased total open position to 182
On 15 Jan NAVINFLUOR was trading at 3714.40. The strike last trading price was 166.5, which was 63.50 higher than the previous day. The implied volatity was 35.64, the open interest changed by 16 which increased total open position to 202
On 14 Jan NAVINFLUOR was trading at 3631.85. The strike last trading price was 103, which was 4.40 higher than the previous day. The implied volatity was 31.17, the open interest changed by 36 which increased total open position to 187
On 13 Jan NAVINFLUOR was trading at 3617.85. The strike last trading price was 98.6, which was -6.70 lower than the previous day. The implied volatity was 34.31, the open interest changed by 9 which increased total open position to 151
On 10 Jan NAVINFLUOR was trading at 3630.95. The strike last trading price was 105.3, which was -144.95 lower than the previous day. The implied volatity was 31.08, the open interest changed by 75 which increased total open position to 141
On 9 Jan NAVINFLUOR was trading at 3824.55. The strike last trading price was 250.25, which was 207.35 higher than the previous day. The implied volatity was 36.90, the open interest changed by -24 which decreased total open position to 67
On 8 Jan NAVINFLUOR was trading at 3493.15. The strike last trading price was 42.9, which was 1.60 higher than the previous day. The implied volatity was 27.74, the open interest changed by 36 which increased total open position to 94
On 7 Jan NAVINFLUOR was trading at 3478.30. The strike last trading price was 41.3, which was 26.75 higher than the previous day. The implied volatity was 27.47, the open interest changed by 11 which increased total open position to 58
On 6 Jan NAVINFLUOR was trading at 3346.90. The strike last trading price was 14.55, which was -3.75 lower than the previous day. The implied volatity was 26.66, the open interest changed by 6 which increased total open position to 46
On 3 Jan NAVINFLUOR was trading at 3359.65. The strike last trading price was 18.3, which was 6.30 higher than the previous day. The implied volatity was 26.09, the open interest changed by 4 which increased total open position to 40
On 2 Jan NAVINFLUOR was trading at 3301.70. The strike last trading price was 12, 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 1 Jan NAVINFLUOR was trading at 3280.25. The strike last trading price was 12, 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 31 Dec NAVINFLUOR was trading at 3245.80. The strike last trading price was 12, which was 3.50 higher than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 36
On 30 Dec NAVINFLUOR was trading at 3217.50. The strike last trading price was 8.5, which was -6.80 lower than the previous day. The implied volatity was 27.72, the open interest changed by 7 which increased total open position to 36
On 27 Dec NAVINFLUOR was trading at 3312.65. The strike last trading price was 15.3, which was -143.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 28 which increased total open position to 28
On 26 Dec NAVINFLUOR was trading at 3326.30. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NAVINFLUOR was trading at 3377.00. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NAVINFLUOR was trading at 3315.60. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 158.35, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 158.35, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 158.35, 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 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 158.35, 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 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 158.35, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 158.35, which was 0.00 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 158.35, which was lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
NAVINFLUOR 30JAN2025 3650 PE | |||||||
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Delta: -0.29
Vega: 1.66
Theta: -4.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 3726.70 | 30 | 8.2 | 32.98 | 95 | -14 | 351 |
23 Jan | 3772.45 | 23.1 | -33.85 | 32.42 | 277 | -21 | 366 |
22 Jan | 3687.35 | 56.95 | 24.95 | 34.42 | 526 | 16 | 387 |
21 Jan | 3797.00 | 32 | -2.40 | 37.62 | 267 | -21 | 370 |
20 Jan | 3777.15 | 34.4 | -19.10 | 36.05 | 182 | 0 | 391 |
17 Jan | 3755.10 | 53.5 | -10.85 | 34.73 | 115 | 10 | 389 |
16 Jan | 3767.60 | 64.35 | -7.05 | 40.36 | 124 | 1 | 378 |
15 Jan | 3714.40 | 71.4 | -27.10 | 38.98 | 378 | 4 | 384 |
14 Jan | 3631.85 | 98.5 | -19.95 | 34.95 | 113 | -18 | 377 |
13 Jan | 3617.85 | 118.45 | 3.75 | 35.12 | 574 | -50 | 396 |
10 Jan | 3630.95 | 114.7 | 62.80 | 33.84 | 2,362 | 308 | 444 |
9 Jan | 3824.55 | 51.9 | -157.55 | 35.26 | 687 | 120 | 133 |
8 Jan | 3493.15 | 209.45 | 0.00 | 0.00 | 0 | 9 | 0 |
7 Jan | 3478.30 | 209.45 | -83.45 | 34.32 | 13 | 9 | 13 |
6 Jan | 3346.90 | 292.9 | -22.05 | 27.87 | 1 | 0 | 3 |
3 Jan | 3359.65 | 314.95 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 3301.70 | 314.95 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 3280.25 | 314.95 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 3245.80 | 314.95 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 3217.50 | 314.95 | 0.00 | 0.00 | 0 | 3 | 0 |
27 Dec | 3312.65 | 314.95 | 20.85 | - | 5 | 2 | 2 |
26 Dec | 3326.30 | 294.1 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 3377.00 | 294.1 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 3315.60 | 294.1 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 3305.85 | 294.1 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 3388.75 | 294.1 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 3466.50 | 294.1 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 3574.15 | 294.1 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 3593.10 | 294.1 | 0.00 | 0.14 | 0 | 0 | 0 |
10 Dec | 3647.50 | 294.1 | 0.00 | 1.14 | 0 | 0 | 0 |
6 Dec | 3555.80 | 294.1 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 3596.95 | 294.1 | 0.00 | 0.11 | 0 | 0 | 0 |
29 Nov | 3507.90 | 294.1 | - | 0 | 0 | 0 |
For Navin Fluorine Int. Ltd - strike price 3650 expiring on 30JAN2025
Delta for 3650 PE is -0.29
Historical price for 3650 PE is as follows
On 24 Jan NAVINFLUOR was trading at 3726.70. The strike last trading price was 30, which was 8.2 higher than the previous day. The implied volatity was 32.98, the open interest changed by -14 which decreased total open position to 351
On 23 Jan NAVINFLUOR was trading at 3772.45. The strike last trading price was 23.1, which was -33.85 lower than the previous day. The implied volatity was 32.42, the open interest changed by -21 which decreased total open position to 366
On 22 Jan NAVINFLUOR was trading at 3687.35. The strike last trading price was 56.95, which was 24.95 higher than the previous day. The implied volatity was 34.42, the open interest changed by 16 which increased total open position to 387
On 21 Jan NAVINFLUOR was trading at 3797.00. The strike last trading price was 32, which was -2.40 lower than the previous day. The implied volatity was 37.62, the open interest changed by -21 which decreased total open position to 370
On 20 Jan NAVINFLUOR was trading at 3777.15. The strike last trading price was 34.4, which was -19.10 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 391
On 17 Jan NAVINFLUOR was trading at 3755.10. The strike last trading price was 53.5, which was -10.85 lower than the previous day. The implied volatity was 34.73, the open interest changed by 10 which increased total open position to 389
On 16 Jan NAVINFLUOR was trading at 3767.60. The strike last trading price was 64.35, which was -7.05 lower than the previous day. The implied volatity was 40.36, the open interest changed by 1 which increased total open position to 378
On 15 Jan NAVINFLUOR was trading at 3714.40. The strike last trading price was 71.4, which was -27.10 lower than the previous day. The implied volatity was 38.98, the open interest changed by 4 which increased total open position to 384
On 14 Jan NAVINFLUOR was trading at 3631.85. The strike last trading price was 98.5, which was -19.95 lower than the previous day. The implied volatity was 34.95, the open interest changed by -18 which decreased total open position to 377
On 13 Jan NAVINFLUOR was trading at 3617.85. The strike last trading price was 118.45, which was 3.75 higher than the previous day. The implied volatity was 35.12, the open interest changed by -50 which decreased total open position to 396
On 10 Jan NAVINFLUOR was trading at 3630.95. The strike last trading price was 114.7, which was 62.80 higher than the previous day. The implied volatity was 33.84, the open interest changed by 308 which increased total open position to 444
On 9 Jan NAVINFLUOR was trading at 3824.55. The strike last trading price was 51.9, which was -157.55 lower than the previous day. The implied volatity was 35.26, the open interest changed by 120 which increased total open position to 133
On 8 Jan NAVINFLUOR was trading at 3493.15. The strike last trading price was 209.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 7 Jan NAVINFLUOR was trading at 3478.30. The strike last trading price was 209.45, which was -83.45 lower than the previous day. The implied volatity was 34.32, the open interest changed by 9 which increased total open position to 13
On 6 Jan NAVINFLUOR was trading at 3346.90. The strike last trading price was 292.9, which was -22.05 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 3
On 3 Jan NAVINFLUOR was trading at 3359.65. The strike last trading price was 314.95, 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 Jan NAVINFLUOR was trading at 3301.70. The strike last trading price was 314.95, 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 1 Jan NAVINFLUOR was trading at 3280.25. The strike last trading price was 314.95, 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 31 Dec NAVINFLUOR was trading at 3245.80. The strike last trading price was 314.95, 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 30 Dec NAVINFLUOR was trading at 3217.50. The strike last trading price was 314.95, 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 27 Dec NAVINFLUOR was trading at 3312.65. The strike last trading price was 314.95, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 26 Dec NAVINFLUOR was trading at 3326.30. The strike last trading price was 294.1, 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 24 Dec NAVINFLUOR was trading at 3377.00. The strike last trading price was 294.1, 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 23 Dec NAVINFLUOR was trading at 3315.60. The strike last trading price was 294.1, 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 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 294.1, 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 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 294.1, 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 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 294.1, 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 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 294.1, 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 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 294.1, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 294.1, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 294.1, 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 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 294.1, which was 0.00 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 294.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0