NAVINFLUOR
Navin Fluorine Int. Ltd
3305.85
-82.90 (-2.45%)
Option Chain for NAVINFLUOR
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 175 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.77 | 0 | 0 | 2 | 57.68 | 201.20 | -113.65 | 3150 | 2.60 | 4.85 | 29.59 | 117 | 33 | 62 | -0.08 |
| 0.73 | 2 | 1 | 3 | 48.98 | 153.15 | -146.85 | 3200 | 4.60 | 9.75 | 28.09 | 108 | 1 | 139 | -0.15 |
| 0.66 | 19 | 1 | 4 | 41.99 | 109.10 | -267.75 | 3250 | 9.75 | 17.55 | 25.70 | 232 | -7 | 104 | -0.26 |
| 0.58 | 31 | 22 | 75 | 21.13 | 45.05 | -67.95 | 3300 | 19.70 | 34.05 | 24.96 | 1,258 | -18 | 137 | -0.43 |
| 0.37 | 69 | 61 | 241 | 21.90 | 23.25 | -53.45 | 3350 | 38.50 | 64.50 | 27.27 | 712 | 63 | 176 | -0.60 |
| 0.21 | 179 | 68 | 597 | 23.54 | 11.85 | -38.50 | 3400 | 55.90 | 104.25 | 30.99 | 512 | -43 | 198 | -0.73 |
| 0.12 | 121 | 45 | 259 | 25.78 | 6.45 | -23.95 | 3450 | 74.10 | 151.15 | 37.31 | 59 | -29 | 52 | -0.79 |
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| 0.07 | 593 | 51 | 800 | 28.53 | 3.95 | -14.50 | 3500 | 75.30 | 190.30 | 34.20 | 90 | -8 | 448 | -0.88 |
| 0.05 | 252 | -3 | 333 | 32.14 | 2.95 | -7.35 | 3550 | 82.60 | 243.00 | 43.96 | 24 | -7 | 148 | -0.88 |
| 0.04 | 625 | -5 | 899 | 35.88 | 2.40 | -5.15 | 3600 | 86.65 | 291.65 | 48.57 | 21 | -15 | 479 | -0.90 |
| 0.03 | 287 | -32 | 399 | 39.12 | 1.90 | -3.60 | 3650 | 203.95 | 348.00 | 62.60 | 5 | 1 | 91 | -0.87 |
| 0.02 | 761 | 28 | 576 | 42.69 | 1.65 | -2.15 | 3700 | 106.00 | 336.00 | - | 1 | 0 | 98 | - |
| 0.02 | 182 | 18 | 655 | 47.46 | 1.75 | -1.15 | 3750 | 0.00 | 195.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 557 | -82 | 428 | 49.81 | 1.35 | -1.40 | 3800 | 0.00 | 301.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 105 | -6 | 66 | 53.51 | 1.30 | -1.45 | 3850 | 0.00 | 217.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 140 | -14 | 41 | - | 1.50 | -0.50 | 3900 | 194.30 | 521.25 | - | 6 | 2 | 9 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.00 | 0.00 | 3950 | 0.00 | 412.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 166 | -10 | 18 | - | 0.50 | -1.00 | 4000 | 0.00 | 535.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,089 | 2,141 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
