NAVINFLUOR
Navin Fluorine Int. Ltd
Historical option data for NAVINFLUOR
20 Dec 2024 04:11 PM IST
| NAVINFLUOR 26DEC2024 3650 CE | ||||||||||
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Delta: 0.03
Vega: 0.29
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3305.85 | 1.9 | -3.60 | 39.12 | 399 | -32 | 287 | |||
| 19 Dec | 3388.75 | 5.5 | -6.15 | 34.96 | 266 | -16 | 318 | |||
| 18 Dec | 3467.80 | 11.65 | -2.60 | 31.12 | 263 | -42 | 334 | |||
| 17 Dec | 3466.50 | 14.25 | -7.55 | 31.78 | 291 | 27 | 376 | |||
| 16 Dec | 3511.60 | 21.8 | -13.90 | 28.01 | 321 | 10 | 348 | |||
| 13 Dec | 3557.60 | 35.7 | -10.90 | 25.14 | 483 | -24 | 337 | |||
| 12 Dec | 3574.15 | 46.6 | -20.40 | 26.94 | 731 | -87 | 363 | |||
| 11 Dec | 3593.10 | 67 | -28.80 | 27.01 | 1,251 | 132 | 461 | |||
| 10 Dec | 3647.50 | 95.8 | 43.75 | 28.45 | 1,805 | 157 | 333 | |||
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| 9 Dec | 3533.10 | 52.05 | -8.30 | 30.38 | 298 | -4 | 176 | |||
| 6 Dec | 3555.80 | 60.35 | -8.65 | 27.21 | 521 | 41 | 180 | |||
| 5 Dec | 3596.95 | 69 | -2.00 | 24.05 | 663 | 63 | 139 | |||
| 4 Dec | 3592.65 | 71 | 4.40 | 25.85 | 85 | 10 | 74 | |||
| 3 Dec | 3586.85 | 66.6 | -13.45 | 24.73 | 163 | 23 | 64 | |||
| 2 Dec | 3583.00 | 80.05 | 28.90 | 26.91 | 126 | 14 | 40 | |||
| 29 Nov | 3507.90 | 51.15 | 2.55 | 25.57 | 46 | 22 | 26 | |||
| 28 Nov | 3468.55 | 48.6 | -11.75 | 27.14 | 7 | 2 | 4 | |||
| 27 Nov | 3498.50 | 60.35 | -32.45 | 27.62 | 4 | 2 | 2 | |||
| 26 Nov | 3451.90 | 92.8 | 0.00 | 4.22 | 0 | 0 | 0 | |||
| 25 Nov | 3430.95 | 92.8 | 4.58 | 0 | 0 | 0 | ||||
For Navin Fluorine Int. Ltd - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.03
Historical price for 3650 CE is as follows
On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 1.9, which was -3.60 lower than the previous day. The implied volatity was 39.12, the open interest changed by -32 which decreased total open position to 287
On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 5.5, which was -6.15 lower than the previous day. The implied volatity was 34.96, the open interest changed by -16 which decreased total open position to 318
On 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 11.65, which was -2.60 lower than the previous day. The implied volatity was 31.12, the open interest changed by -42 which decreased total open position to 334
On 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 14.25, which was -7.55 lower than the previous day. The implied volatity was 31.78, the open interest changed by 27 which increased total open position to 376
On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 21.8, which was -13.90 lower than the previous day. The implied volatity was 28.01, the open interest changed by 10 which increased total open position to 348
On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 35.7, which was -10.90 lower than the previous day. The implied volatity was 25.14, the open interest changed by -24 which decreased total open position to 337
On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 46.6, which was -20.40 lower than the previous day. The implied volatity was 26.94, the open interest changed by -87 which decreased total open position to 363
On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 67, which was -28.80 lower than the previous day. The implied volatity was 27.01, the open interest changed by 132 which increased total open position to 461
On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 95.8, which was 43.75 higher than the previous day. The implied volatity was 28.45, the open interest changed by 157 which increased total open position to 333
On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 52.05, which was -8.30 lower than the previous day. The implied volatity was 30.38, the open interest changed by -4 which decreased total open position to 176
On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 60.35, which was -8.65 lower than the previous day. The implied volatity was 27.21, the open interest changed by 41 which increased total open position to 180
On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 69, which was -2.00 lower than the previous day. The implied volatity was 24.05, the open interest changed by 63 which increased total open position to 139
On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 71, which was 4.40 higher than the previous day. The implied volatity was 25.85, the open interest changed by 10 which increased total open position to 74
On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 66.6, which was -13.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 23 which increased total open position to 64
On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 80.05, which was 28.90 higher than the previous day. The implied volatity was 26.91, the open interest changed by 14 which increased total open position to 40
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 51.15, which was 2.55 higher than the previous day. The implied volatity was 25.57, the open interest changed by 22 which increased total open position to 26
On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 48.6, which was -11.75 lower than the previous day. The implied volatity was 27.14, the open interest changed by 2 which increased total open position to 4
On 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 60.35, which was -32.45 lower than the previous day. The implied volatity was 27.62, the open interest changed by 2 which increased total open position to 2
On 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 92.8, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 92.8, which was lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
| NAVINFLUOR 26DEC2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.87
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3305.85 | 348 | 203.95 | 62.60 | 5 | 1 | 91 |
| 19 Dec | 3388.75 | 144.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3467.80 | 144.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3466.50 | 144.05 | 0.00 | 0.00 | 0 | -12 | 0 |
| 16 Dec | 3511.60 | 144.05 | 27.05 | 26.90 | 18 | -9 | 93 |
| 13 Dec | 3557.60 | 117 | 6.35 | 26.03 | 19 | -6 | 103 |
| 12 Dec | 3574.15 | 110.65 | 12.25 | 25.43 | 64 | -9 | 109 |
| 11 Dec | 3593.10 | 98.4 | 23.35 | 29.03 | 200 | 23 | 116 |
| 10 Dec | 3647.50 | 75.05 | -73.95 | 27.51 | 180 | -9 | 94 |
| 9 Dec | 3533.10 | 149 | 15.25 | 29.28 | 1 | 0 | 103 |
| 6 Dec | 3555.80 | 133.75 | 32.30 | 28.10 | 30 | 7 | 104 |
| 5 Dec | 3596.95 | 101.45 | -3.55 | 24.75 | 110 | 84 | 97 |
| 4 Dec | 3592.65 | 105 | -11.55 | 22.98 | 1 | 0 | 13 |
| 3 Dec | 3586.85 | 116.55 | -6.30 | 24.85 | 14 | 3 | 12 |
| 2 Dec | 3583.00 | 122.85 | -45.15 | 27.38 | 46 | 3 | 8 |
| 29 Nov | 3507.90 | 168 | -204.40 | 25.50 | 9 | 2 | 2 |
| 28 Nov | 3468.55 | 372.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3498.50 | 372.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3451.90 | 372.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3430.95 | 372.4 | - | 0 | 0 | 0 | |
For Navin Fluorine Int. Ltd - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is -0.87
Historical price for 3650 PE is as follows
On 20 Dec NAVINFLUOR was trading at 3305.85. The strike last trading price was 348, which was 203.95 higher than the previous day. The implied volatity was 62.60, the open interest changed by 1 which increased total open position to 91
On 19 Dec NAVINFLUOR was trading at 3388.75. The strike last trading price was 144.05, 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 18 Dec NAVINFLUOR was trading at 3467.80. The strike last trading price was 144.05, 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 17 Dec NAVINFLUOR was trading at 3466.50. The strike last trading price was 144.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 16 Dec NAVINFLUOR was trading at 3511.60. The strike last trading price was 144.05, which was 27.05 higher than the previous day. The implied volatity was 26.90, the open interest changed by -9 which decreased total open position to 93
On 13 Dec NAVINFLUOR was trading at 3557.60. The strike last trading price was 117, which was 6.35 higher than the previous day. The implied volatity was 26.03, the open interest changed by -6 which decreased total open position to 103
On 12 Dec NAVINFLUOR was trading at 3574.15. The strike last trading price was 110.65, which was 12.25 higher than the previous day. The implied volatity was 25.43, the open interest changed by -9 which decreased total open position to 109
On 11 Dec NAVINFLUOR was trading at 3593.10. The strike last trading price was 98.4, which was 23.35 higher than the previous day. The implied volatity was 29.03, the open interest changed by 23 which increased total open position to 116
On 10 Dec NAVINFLUOR was trading at 3647.50. The strike last trading price was 75.05, which was -73.95 lower than the previous day. The implied volatity was 27.51, the open interest changed by -9 which decreased total open position to 94
On 9 Dec NAVINFLUOR was trading at 3533.10. The strike last trading price was 149, which was 15.25 higher than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 103
On 6 Dec NAVINFLUOR was trading at 3555.80. The strike last trading price was 133.75, which was 32.30 higher than the previous day. The implied volatity was 28.10, the open interest changed by 7 which increased total open position to 104
On 5 Dec NAVINFLUOR was trading at 3596.95. The strike last trading price was 101.45, which was -3.55 lower than the previous day. The implied volatity was 24.75, the open interest changed by 84 which increased total open position to 97
On 4 Dec NAVINFLUOR was trading at 3592.65. The strike last trading price was 105, which was -11.55 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 13
On 3 Dec NAVINFLUOR was trading at 3586.85. The strike last trading price was 116.55, which was -6.30 lower than the previous day. The implied volatity was 24.85, the open interest changed by 3 which increased total open position to 12
On 2 Dec NAVINFLUOR was trading at 3583.00. The strike last trading price was 122.85, which was -45.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 3 which increased total open position to 8
On 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 168, which was -204.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by 2 which increased total open position to 2
On 28 Nov NAVINFLUOR was trading at 3468.55. The strike last trading price was 372.4, 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 27 Nov NAVINFLUOR was trading at 3498.50. The strike last trading price was 372.4, 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 26 Nov NAVINFLUOR was trading at 3451.90. The strike last trading price was 372.4, 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 25 Nov NAVINFLUOR was trading at 3430.95. The strike last trading price was 372.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
