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

3738.5 -33.95 (-0.90%)

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Historical option data for NAVINFLUOR

24 Jan 2025 12:31 PM IST
NAVINFLUOR 30JAN2025 3750 CE
Delta: 0.49
Vega: 1.93
Theta: -5.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 3734.30 59.1 -26.7 32.57 407 30 269
23 Jan 3772.45 81.05 31.75 34.26 640 17 240
22 Jan 3687.35 49.3 -57.85 34.79 391 27 224
21 Jan 3797.00 107.15 7.20 33.44 774 -32 198
20 Jan 3777.15 99.95 1.95 30.52 503 -39 231
17 Jan 3755.10 98 -29.25 34.20 597 97 269
16 Jan 3767.60 127.25 18.30 38.84 956 35 172
15 Jan 3714.40 108.95 47.65 35.26 639 -25 122
14 Jan 3631.85 61.3 0.65 31.61 96 10 145
13 Jan 3617.85 60.65 -3.25 34.56 190 16 133
10 Jan 3630.95 63.9 -121.45 30.95 372 48 118
9 Jan 3824.55 185.35 162.60 36.84 108 -5 69
8 Jan 3493.15 22.75 -0.65 28.17 88 23 72
7 Jan 3478.30 23.4 16.45 28.54 122 18 48
6 Jan 3346.90 6.95 -2.40 27.29 12 -2 29
3 Jan 3359.65 9.35 3.65 26.80 60 -15 31
2 Jan 3301.70 5.7 -1.55 27.24 24 -20 47
1 Jan 3280.25 7.25 0.05 29.25 7 0 0
31 Dec 3245.80 7.2 2.15 29.82 28 -4 65
30 Dec 3217.50 5.05 -3.40 29.13 58 31 62
27 Dec 3312.65 8.45 -116.25 26.08 41 31 31
26 Dec 3326.30 124.7 0.00 8.54 0 0 0
24 Dec 3377.00 124.7 0.00 7.50 0 0 0
23 Dec 3315.60 124.7 0.00 8.46 0 0 0
20 Dec 3305.85 124.7 0.00 8.32 0 0 0
19 Dec 3388.75 124.7 0.00 6.63 0 0 0
17 Dec 3466.50 124.7 0.00 5.07 0 0 0
12 Dec 3574.15 124.7 0.00 2.62 0 0 0
11 Dec 3593.10 124.7 0.00 1.76 0 0 0
10 Dec 3647.50 124.7 0.00 1.11 0 0 0
6 Dec 3555.80 124.7 0.00 2.66 0 0 0
5 Dec 3596.95 124.7 0.00 1.86 0 0 0
29 Nov 3507.90 124.7 3.20 0 0 0


For Navin Fluorine Int. Ltd - strike price 3750 expiring on 30JAN2025

Delta for 3750 CE is 0.49

Historical price for 3750 CE is as follows

On 24 Jan NAVINFLUOR was trading at 3734.30. The strike last trading price was 59.1, which was -26.7 lower than the previous day. The implied volatity was 32.57, the open interest changed by 30 which increased total open position to 269


On 23 Jan NAVINFLUOR was trading at 3772.45. The strike last trading price was 81.05, which was 31.75 higher than the previous day. The implied volatity was 34.26, the open interest changed by 17 which increased total open position to 240


On 22 Jan NAVINFLUOR was trading at 3687.35. The strike last trading price was 49.3, which was -57.85 lower than the previous day. The implied volatity was 34.79, the open interest changed by 27 which increased total open position to 224


On 21 Jan NAVINFLUOR was trading at 3797.00. The strike last trading price was 107.15, which was 7.20 higher than the previous day. The implied volatity was 33.44, the open interest changed by -32 which decreased total open position to 198


On 20 Jan NAVINFLUOR was trading at 3777.15. The strike last trading price was 99.95, which was 1.95 higher than the previous day. The implied volatity was 30.52, the open interest changed by -39 which decreased total open position to 231


On 17 Jan NAVINFLUOR was trading at 3755.10. The strike last trading price was 98, which was -29.25 lower than the previous day. The implied volatity was 34.20, the open interest changed by 97 which increased total open position to 269


On 16 Jan NAVINFLUOR was trading at 3767.60. The strike last trading price was 127.25, which was 18.30 higher than the previous day. The implied volatity was 38.84, the open interest changed by 35 which increased total open position to 172


On 15 Jan NAVINFLUOR was trading at 3714.40. The strike last trading price was 108.95, which was 47.65 higher than the previous day. The implied volatity was 35.26, the open interest changed by -25 which decreased total open position to 122


On 14 Jan NAVINFLUOR was trading at 3631.85. The strike last trading price was 61.3, which was 0.65 higher than the previous day. The implied volatity was 31.61, the open interest changed by 10 which increased total open position to 145


On 13 Jan NAVINFLUOR was trading at 3617.85. The strike last trading price was 60.65, which was -3.25 lower than the previous day. The implied volatity was 34.56, the open interest changed by 16 which increased total open position to 133


On 10 Jan NAVINFLUOR was trading at 3630.95. The strike last trading price was 63.9, which was -121.45 lower than the previous day. The implied volatity was 30.95, the open interest changed by 48 which increased total open position to 118


On 9 Jan NAVINFLUOR was trading at 3824.55. The strike last trading price was 185.35, which was 162.60 higher than the previous day. The implied volatity was 36.84, the open interest changed by -5 which decreased total open position to 69


On 8 Jan NAVINFLUOR was trading at 3493.15. The strike last trading price was 22.75, which was -0.65 lower than the previous day. The implied volatity was 28.17, the open interest changed by 23 which increased total open position to 72


On 7 Jan NAVINFLUOR was trading at 3478.30. The strike last trading price was 23.4, which was 16.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 18 which increased total open position to 48


On 6 Jan NAVINFLUOR was trading at 3346.90. The strike last trading price was 6.95, which was -2.40 lower than the previous day. The implied volatity was 27.29, the open interest changed by -2 which decreased total open position to 29


On 3 Jan NAVINFLUOR was trading at 3359.65. The strike last trading price was 9.35, which was 3.65 higher than the previous day. The implied volatity was 26.80, the open interest changed by -15 which decreased total open position to 31


On 2 Jan NAVINFLUOR was trading at 3301.70. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 27.24, the open interest changed by -20 which decreased total open position to 47


On 1 Jan NAVINFLUOR was trading at 3280.25. The strike last trading price was 7.25, which was 0.05 higher than the previous day. The implied volatity was 29.25, 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 7.2, which was 2.15 higher than the previous day. The implied volatity was 29.82, the open interest changed by -4 which decreased total open position to 65


On 30 Dec NAVINFLUOR was trading at 3217.50. The strike last trading price was 5.05, which was -3.40 lower than the previous day. The implied volatity was 29.13, the open interest changed by 31 which increased total open position to 62


On 27 Dec NAVINFLUOR was trading at 3312.65. The strike last trading price was 8.45, which was -116.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 31 which increased total open position to 31


On 26 Dec NAVINFLUOR was trading at 3326.30. The strike last trading price was 124.7, which was 0.00 lower than the previous day. The implied volatity was 8.54, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 7.50, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 8.46, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 8.32, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 124.7, which was lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0


NAVINFLUOR 30JAN2025 3750 PE
Delta: -0.51
Vega: 1.93
Theta: -4.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 3734.30 71.45 17.85 34.92 133 35 375
23 Jan 3772.45 54.9 -52.10 30.90 175 52 341
22 Jan 3687.35 107 43.95 32.82 407 -43 293
21 Jan 3797.00 63.05 -3.75 36.56 780 -19 337
20 Jan 3777.15 66.8 -24.20 35.08 310 83 354
17 Jan 3755.10 91 -11.00 32.95 560 -6 270
16 Jan 3767.60 102 -7.70 39.13 444 38 277
15 Jan 3714.40 109.7 -43.00 37.09 115 34 235
14 Jan 3631.85 152.7 -22.60 34.28 9 -1 202
13 Jan 3617.85 175.3 2.75 33.79 15 4 204
10 Jan 3630.95 172.55 88.55 33.79 835 -109 201
9 Jan 3824.55 84 -275.20 34.74 1,247 309 309
8 Jan 3493.15 359.2 0.00 - 0 0 0
7 Jan 3478.30 359.2 0.00 0.00 0 0 0
6 Jan 3346.90 359.2 0.00 0.00 0 0 0
3 Jan 3359.65 359.2 0.00 0.00 0 0 0
2 Jan 3301.70 359.2 0.00 0.00 0 0 0
1 Jan 3280.25 359.2 0.00 0.00 0 0 0
31 Dec 3245.80 359.2 0.00 0.00 0 0 0
30 Dec 3217.50 359.2 0.00 - 0 0 0
27 Dec 3312.65 359.2 0.00 - 0 0 0
26 Dec 3326.30 359.2 0.00 - 0 0 0
24 Dec 3377.00 359.2 0.00 - 0 0 0
23 Dec 3315.60 359.2 0.00 - 0 0 0
20 Dec 3305.85 359.2 0.00 - 0 0 0
19 Dec 3388.75 359.2 0.00 - 0 0 0
17 Dec 3466.50 359.2 0.00 - 0 0 0
12 Dec 3574.15 359.2 0.00 - 0 0 0
11 Dec 3593.10 359.2 0.00 - 0 0 0
10 Dec 3647.50 359.2 0.00 - 0 0 0
6 Dec 3555.80 359.2 0.00 - 0 0 0
5 Dec 3596.95 359.2 0.00 - 0 0 0
29 Nov 3507.90 359.2 - 0 0 0


For Navin Fluorine Int. Ltd - strike price 3750 expiring on 30JAN2025

Delta for 3750 PE is -0.51

Historical price for 3750 PE is as follows

On 24 Jan NAVINFLUOR was trading at 3734.30. The strike last trading price was 71.45, which was 17.85 higher than the previous day. The implied volatity was 34.92, the open interest changed by 35 which increased total open position to 375


On 23 Jan NAVINFLUOR was trading at 3772.45. The strike last trading price was 54.9, which was -52.10 lower than the previous day. The implied volatity was 30.90, the open interest changed by 52 which increased total open position to 341


On 22 Jan NAVINFLUOR was trading at 3687.35. The strike last trading price was 107, which was 43.95 higher than the previous day. The implied volatity was 32.82, the open interest changed by -43 which decreased total open position to 293


On 21 Jan NAVINFLUOR was trading at 3797.00. The strike last trading price was 63.05, which was -3.75 lower than the previous day. The implied volatity was 36.56, the open interest changed by -19 which decreased total open position to 337


On 20 Jan NAVINFLUOR was trading at 3777.15. The strike last trading price was 66.8, which was -24.20 lower than the previous day. The implied volatity was 35.08, the open interest changed by 83 which increased total open position to 354


On 17 Jan NAVINFLUOR was trading at 3755.10. The strike last trading price was 91, which was -11.00 lower than the previous day. The implied volatity was 32.95, the open interest changed by -6 which decreased total open position to 270


On 16 Jan NAVINFLUOR was trading at 3767.60. The strike last trading price was 102, which was -7.70 lower than the previous day. The implied volatity was 39.13, the open interest changed by 38 which increased total open position to 277


On 15 Jan NAVINFLUOR was trading at 3714.40. The strike last trading price was 109.7, which was -43.00 lower than the previous day. The implied volatity was 37.09, the open interest changed by 34 which increased total open position to 235


On 14 Jan NAVINFLUOR was trading at 3631.85. The strike last trading price was 152.7, which was -22.60 lower than the previous day. The implied volatity was 34.28, the open interest changed by -1 which decreased total open position to 202


On 13 Jan NAVINFLUOR was trading at 3617.85. The strike last trading price was 175.3, which was 2.75 higher than the previous day. The implied volatity was 33.79, the open interest changed by 4 which increased total open position to 204


On 10 Jan NAVINFLUOR was trading at 3630.95. The strike last trading price was 172.55, which was 88.55 higher than the previous day. The implied volatity was 33.79, the open interest changed by -109 which decreased total open position to 201


On 9 Jan NAVINFLUOR was trading at 3824.55. The strike last trading price was 84, which was -275.20 lower than the previous day. The implied volatity was 34.74, the open interest changed by 309 which increased total open position to 309


On 8 Jan NAVINFLUOR was trading at 3493.15. The strike last trading price was 359.2, 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 Jan NAVINFLUOR was trading at 3478.30. The strike last trading price was 359.2, 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 6 Jan NAVINFLUOR was trading at 3346.90. The strike last trading price was 359.2, 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 3 Jan NAVINFLUOR was trading at 3359.65. The strike last trading price was 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 Dec NAVINFLUOR was trading at 3312.65. The strike last trading price was 359.2, 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 Dec NAVINFLUOR was trading at 3326.30. The strike last trading price was 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 359.2, 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 29 Nov NAVINFLUOR was trading at 3507.90. The strike last trading price was 359.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0