NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 212.5 CE | ||||||||||
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Delta: 0.64
Vega: 0.10
Theta: -0.32
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 5.4 | -14.35 | 33.02 | 14 | 10 | 10 | |||
| 19 Dec | 220.87 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 226.88 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 226.63 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 219.91 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 226.46 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 230.78 | 19.75 | -8.90 | 28.91 | 2 | 1 | 1 | |||
| 11 Dec | 249.53 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 250.21 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 250.56 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 248.26 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 248.79 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 245.16 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 246.87 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 243.30 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 242.14 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 249.02 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 246.29 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 249.95 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 256.85 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 248.21 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 240.31 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 28.65 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 CE is 0.64
Historical price for 212.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 5.4, which was -14.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by 10 which increased total open position to 10
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 19.75, 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 NATIONALUM was trading at 226.88. The strike last trading price was 19.75, 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 NATIONALUM was trading at 226.63. The strike last trading price was 19.75, 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 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 19.75, 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 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 19.75, 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 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 19.75, which was -8.90 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 1
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 28.65, 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 28.65, 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 28.65, 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 28.65, 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 28.65, 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 28.65, 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 Dec NATIONALUM was trading at 246.87. The strike last trading price was 28.65, 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 Dec NATIONALUM was trading at 243.30. The strike last trading price was 28.65, 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 NATIONALUM was trading at 242.14. The strike last trading price was 28.65, 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 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 28.65, 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 NATIONALUM was trading at 246.29. The strike last trading price was 28.65, 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 NATIONALUM was trading at 249.95. The strike last trading price was 28.65, 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 NATIONALUM was trading at 251.37. The strike last trading price was 28.65, 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 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 28.65, 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 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 240.31. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 240.31. The strike last trading price was 28.65, 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 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 28.65, 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 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 28.65, 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 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 225.91. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 232.67. The strike last trading price was 28.65, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 238.63. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 244.98. The strike last trading price was 28.65, 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 Nov NATIONALUM was trading at 235.03. The strike last trading price was 28.65, 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 26DEC2024 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.10
Theta: -0.25
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 2.1 | 0.90 | 31.55 | 678 | 22 | 66 |
| 19 Dec | 220.87 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 226.88 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 226.63 | 1.2 | 0.00 | 0.00 | 0 | -3 | 0 |
| 16 Dec | 219.91 | 1.2 | 0.20 | 27.01 | 3 | -2 | 45 |
| 13 Dec | 226.46 | 1 | 0.00 | 32.77 | 15 | -14 | 48 |
| 12 Dec | 230.78 | 1 | -0.45 | 38.43 | 282 | 42 | 63 |
| 11 Dec | 249.53 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 250.21 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 250.56 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 248.26 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 248.79 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 245.16 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 246.87 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 243.30 | 1.45 | 0.00 | 0.00 | 0 | 21 | 0 |
| 29 Nov | 242.14 | 1.45 | -10.00 | 42.53 | 22 | 20 | 20 |
| 28 Nov | 249.02 | 11.45 | 0.00 | 17.07 | 0 | 0 | 0 |
| 27 Nov | 246.29 | 11.45 | 0.00 | 16.13 | 0 | 0 | 0 |
| 26 Nov | 249.95 | 11.45 | 0.00 | 16.37 | 0 | 0 | 0 |
| 25 Nov | 251.37 | 11.45 | 0.00 | 15.91 | 0 | 0 | 0 |
| 22 Nov | 256.85 | 11.45 | 0.00 | 17.50 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 11.45 | 0.00 | 15.53 | 0 | 0 | 0 |
| 20 Nov | 240.31 | 11.45 | 0.00 | 11.68 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 11.45 | 0.00 | 11.68 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 11.45 | 0.00 | 11.55 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 11.45 | 0.00 | 3.99 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 11.45 | 0.00 | 3.89 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 11.45 | 0.00 | 6.04 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 11.45 | 0.00 | 9.43 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 11.45 | 0.00 | 10.64 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 11.45 | 0.00 | 10.57 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 11.45 | 0.00 | 12.15 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 11.45 | 8.49 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 PE is -0.35
Historical price for 212.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 2.1, which was 0.90 higher than the previous day. The implied volatity was 31.55, the open interest changed by 22 which increased total open position to 66
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 1.2, 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 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 1.2, 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 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 27.01, the open interest changed by -2 which decreased total open position to 45
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 32.77, the open interest changed by -14 which decreased total open position to 48
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 38.43, the open interest changed by 42 which increased total open position to 63
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 1.45, 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 1.45, 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 1.45, 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 1.45, 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 1.45, 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 1.45, 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 Dec NATIONALUM was trading at 246.87. The strike last trading price was 1.45, 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 Dec NATIONALUM was trading at 243.30. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 1.45, which was -10.00 lower than the previous day. The implied volatity was 42.53, the open interest changed by 20 which increased total open position to 20
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 16.13, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 16.37, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 11.55, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
