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

3725.55 -46.90 (-1.24%)

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Historical option data for NAVINFLUOR

24 Jan 2025 11:21 AM IST
NAVINFLUOR 30JAN2025 3650 CE
Delta: 0.77
Vega: 1.45
Theta: -3.53
Gamma: 0.00
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
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
Delta: -0.29
Vega: 1.66
Theta: -4.14
Gamma: 0.00
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