NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
07 Jan 2025 04:10 PM IST
NATIONALUM 30JAN2025 200 CE | ||||||||||
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Delta: 0.65
Vega: 0.19
Theta: -0.19
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 205.87 | 11 | 2.65 | 36.70 | 564 | 3 | 189 | |||
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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 | |||||||
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Delta: -0.36
Vega: 0.19
Theta: -0.14
Gamma: 0.02
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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