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[--[65.84.65.76]--]
NATIONALUM
National Aluminium Co Ltd

205.87 5.79 (2.89%)

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Historical option data for NATIONALUM

07 Jan 2025 04:10 PM IST
NATIONALUM 30JAN2025 200 CE
Delta: 0.65
Vega: 0.19
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 205.87 11 2.65 36.70 564 3 189
6 Jan 200.08 8.35 -4.50 37.66 418 100 188
3 Jan 208.00 12.85 -6.70 35.24 58 12 87
2 Jan 216.55 19.55 1.55 31.90 10 2 74
1 Jan 214.13 18 2.00 33.99 10 -2 73
31 Dec 211.70 16 1.50 32.95 26 -2 74
30 Dec 209.66 14.5 -2.95 34.02 32 2 77
27 Dec 213.59 17.45 -3.75 28.84 30 1 74
26 Dec 217.07 21.2 2.10 29.66 47 11 71
24 Dec 213.38 19.1 -5.70 32.25 65 54 56
23 Dec 217.49 24.8 0.00 0.00 0 2 0
20 Dec 215.36 24.8 -17.05 52.66 2 1 1
18 Dec 226.88 41.85 0.00 - 0 0 0
17 Dec 226.63 41.85 0.00 - 0 0 0
16 Dec 219.91 41.85 0.00 - 0 0 0
12 Dec 230.78 41.85 0.00 - 0 0 0
11 Dec 249.53 41.85 0.00 0.00 0 0 0
10 Dec 250.21 41.85 0.00 0.00 0 0 0
9 Dec 250.56 41.85 0.00 0.00 0 0 0
6 Dec 248.26 41.85 0.00 0.00 0 0 0
5 Dec 248.79 41.85 0.00 0.00 0 0 0
4 Dec 245.16 41.85 41.85 0.00 0 0 0
13 Nov 219.69 0 - 0 0 0


For National Aluminium Co Ltd - strike price 200 expiring on 30JAN2025

Delta for 200 CE is 0.65

Historical price for 200 CE is as follows

On 7 Jan NATIONALUM was trading at 205.87. The strike last trading price was 11, which was 2.65 higher than the previous day. The implied volatity was 36.70, the open interest changed by 3 which increased total open position to 189


On 6 Jan NATIONALUM was trading at 200.08. The strike last trading price was 8.35, which was -4.50 lower than the previous day. The implied volatity was 37.66, the open interest changed by 100 which increased total open position to 188


On 3 Jan NATIONALUM was trading at 208.00. The strike last trading price was 12.85, which was -6.70 lower than the previous day. The implied volatity was 35.24, the open interest changed by 12 which increased total open position to 87


On 2 Jan NATIONALUM was trading at 216.55. The strike last trading price was 19.55, which was 1.55 higher than the previous day. The implied volatity was 31.90, the open interest changed by 2 which increased total open position to 74


On 1 Jan NATIONALUM was trading at 214.13. The strike last trading price was 18, which was 2.00 higher than the previous day. The implied volatity was 33.99, the open interest changed by -2 which decreased total open position to 73


On 31 Dec NATIONALUM was trading at 211.70. The strike last trading price was 16, which was 1.50 higher than the previous day. The implied volatity was 32.95, the open interest changed by -2 which decreased total open position to 74


On 30 Dec NATIONALUM was trading at 209.66. The strike last trading price was 14.5, which was -2.95 lower than the previous day. The implied volatity was 34.02, the open interest changed by 2 which increased total open position to 77


On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 17.45, which was -3.75 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 74


On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 21.2, which was 2.10 higher than the previous day. The implied volatity was 29.66, the open interest changed by 11 which increased total open position to 71


On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 19.1, which was -5.70 lower than the previous day. The implied volatity was 32.25, the open interest changed by 54 which increased total open position to 56


On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 24.8, which was -17.05 lower than the previous day. The implied volatity was 52.66, the open interest changed by 1 which increased total open position to 1


On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 41.85, 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 NATIONALUM was trading at 226.63. The strike last trading price was 41.85, 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 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 41.85, 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 NATIONALUM was trading at 230.78. The strike last trading price was 41.85, 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 NATIONALUM was trading at 249.53. The strike last trading price was 41.85, 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 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 41.85, 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 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 41.85, 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 Dec NATIONALUM was trading at 248.26. The strike last trading price was 41.85, 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 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 41.85, 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 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 41.85, which was 41.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NATIONALUM 30JAN2025 200 PE
Delta: -0.36
Vega: 0.19
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 205.87 5.2 -2.50 39.40 846 13 722
6 Jan 200.08 7.7 2.95 40.91 1,614 -120 709
3 Jan 208.00 4.75 2.70 38.11 1,288 231 833
2 Jan 216.55 2.05 -0.50 35.08 335 -14 603
1 Jan 214.13 2.55 -0.95 34.77 437 12 618
31 Dec 211.70 3.5 -0.55 36.31 453 -37 610
30 Dec 209.66 4.05 0.95 35.19 956 75 647
27 Dec 213.59 3.1 0.85 34.91 475 95 570
26 Dec 217.07 2.25 -0.65 34.35 574 174 475
24 Dec 213.38 2.9 -0.15 33.57 471 160 299
23 Dec 217.49 3.05 -1.35 37.36 237 46 138
20 Dec 215.36 4.4 1.70 39.96 201 54 93
18 Dec 226.88 2.7 0.70 41.76 2 -1 40
17 Dec 226.63 2 -1.00 37.22 3 -2 42
16 Dec 219.91 3 1.00 36.11 2 -1 45
12 Dec 230.78 2 1.15 38.60 71 39 45
11 Dec 249.53 0.85 -0.05 40.63 13 -12 5
10 Dec 250.21 0.9 -0.10 41.17 13 -12 17
9 Dec 250.56 1 0.00 42.46 13 0 29
6 Dec 248.26 1 0.45 39.60 13 0 28
5 Dec 248.79 0.55 -1.10 35.17 12 0 28
4 Dec 245.16 1.65 -9.25 42.53 4 3 27
13 Nov 219.69 10.9 7.23 0 0 0


For National Aluminium Co Ltd - strike price 200 expiring on 30JAN2025

Delta for 200 PE is -0.36

Historical price for 200 PE is as follows

On 7 Jan NATIONALUM was trading at 205.87. The strike last trading price was 5.2, which was -2.50 lower than the previous day. The implied volatity was 39.40, the open interest changed by 13 which increased total open position to 722


On 6 Jan NATIONALUM was trading at 200.08. The strike last trading price was 7.7, which was 2.95 higher than the previous day. The implied volatity was 40.91, the open interest changed by -120 which decreased total open position to 709


On 3 Jan NATIONALUM was trading at 208.00. The strike last trading price was 4.75, which was 2.70 higher than the previous day. The implied volatity was 38.11, the open interest changed by 231 which increased total open position to 833


On 2 Jan NATIONALUM was trading at 216.55. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 35.08, the open interest changed by -14 which decreased total open position to 603


On 1 Jan NATIONALUM was trading at 214.13. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 34.77, the open interest changed by 12 which increased total open position to 618


On 31 Dec NATIONALUM was trading at 211.70. The strike last trading price was 3.5, which was -0.55 lower than the previous day. The implied volatity was 36.31, the open interest changed by -37 which decreased total open position to 610


On 30 Dec NATIONALUM was trading at 209.66. The strike last trading price was 4.05, which was 0.95 higher than the previous day. The implied volatity was 35.19, the open interest changed by 75 which increased total open position to 647


On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 3.1, which was 0.85 higher than the previous day. The implied volatity was 34.91, the open interest changed by 95 which increased total open position to 570


On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 34.35, the open interest changed by 174 which increased total open position to 475


On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 2.9, which was -0.15 lower than the previous day. The implied volatity was 33.57, the open interest changed by 160 which increased total open position to 299


On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 37.36, the open interest changed by 46 which increased total open position to 138


On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 4.4, which was 1.70 higher than the previous day. The implied volatity was 39.96, the open interest changed by 54 which increased total open position to 93


On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 2.7, which was 0.70 higher than the previous day. The implied volatity was 41.76, the open interest changed by -1 which decreased total open position to 40


On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 37.22, the open interest changed by -2 which decreased total open position to 42


On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 3, which was 1.00 higher than the previous day. The implied volatity was 36.11, the open interest changed by -1 which decreased total open position to 45


On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 2, which was 1.15 higher than the previous day. The implied volatity was 38.60, the open interest changed by 39 which increased total open position to 45


On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 40.63, the open interest changed by -12 which decreased total open position to 5


On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 41.17, the open interest changed by -12 which decreased total open position to 17


On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 42.46, the open interest changed by 0 which decreased total open position to 29


On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 39.60, the open interest changed by 0 which decreased total open position to 28


On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 0.55, which was -1.10 lower than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 28


On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 1.65, which was -9.25 lower than the previous day. The implied volatity was 42.53, the open interest changed by 3 which increased total open position to 27


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0