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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 215 CE
Delta: 0.34
Vega: 0.19
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 205.87 3.85 1.05 35.13 832 39 676
6 Jan 200.08 2.8 -2.50 36.80 1,091 33 644
3 Jan 208.00 5.3 -3.65 35.20 1,710 213 610
2 Jan 216.55 8.95 0.75 30.78 478 3 398
1 Jan 214.13 8.2 1.30 32.66 538 -26 394
31 Dec 211.70 6.9 0.80 31.87 473 34 420
30 Dec 209.66 6.1 -1.95 32.68 619 57 389
27 Dec 213.59 8.05 -2.45 29.81 455 31 330
26 Dec 217.07 10.5 1.30 29.46 787 81 300
24 Dec 213.38 9.2 -2.20 30.86 265 189 215
23 Dec 217.49 11.4 -4.35 31.39 25 8 25
20 Dec 215.36 15.75 -9.95 50.25 22 10 17
19 Dec 220.87 25.7 0.00 0.00 0 0 7
18 Dec 226.88 25.7 0.00 0.00 7 0 7
17 Dec 226.63 25.7 0.00 0.00 7 0 7
16 Dec 219.91 25.7 0.00 0.00 7 0 7
13 Dec 226.46 25.7 0.00 0.00 7 0 7
12 Dec 230.78 25.7 -7.25 43.71 7 3 3
11 Dec 249.53 32.95 0.00 - 0 0 0
10 Dec 250.21 32.95 0.00 - 0 0 0
9 Dec 250.56 32.95 0.00 - 0 0 0
6 Dec 248.26 32.95 0.00 - 0 0 0
5 Dec 248.79 32.95 0.00 - 0 0 0
4 Dec 245.16 32.95 0.00 - 0 0 0
2 Dec 243.30 32.95 0.00 - 0 0 0
29 Nov 242.14 32.95 32.95 - 0 0 0
28 Nov 249.02 0 0.00 - 0 0 0
13 Nov 219.69 0 0.00 - 0 0 0
12 Nov 225.91 0 0.00 - 0 0 0
11 Nov 232.67 0 0.00 - 0 0 0
8 Nov 238.89 0 0.00 - 0 0 0
7 Nov 238.63 0 0.00 - 0 0 0
5 Nov 235.03 0 - 0 0 0


For National Aluminium Co Ltd - strike price 215 expiring on 30JAN2025

Delta for 215 CE is 0.34

Historical price for 215 CE is as follows

On 7 Jan NATIONALUM was trading at 205.87. The strike last trading price was 3.85, which was 1.05 higher than the previous day. The implied volatity was 35.13, the open interest changed by 39 which increased total open position to 676


On 6 Jan NATIONALUM was trading at 200.08. The strike last trading price was 2.8, which was -2.50 lower than the previous day. The implied volatity was 36.80, the open interest changed by 33 which increased total open position to 644


On 3 Jan NATIONALUM was trading at 208.00. The strike last trading price was 5.3, which was -3.65 lower than the previous day. The implied volatity was 35.20, the open interest changed by 213 which increased total open position to 610


On 2 Jan NATIONALUM was trading at 216.55. The strike last trading price was 8.95, which was 0.75 higher than the previous day. The implied volatity was 30.78, the open interest changed by 3 which increased total open position to 398


On 1 Jan NATIONALUM was trading at 214.13. The strike last trading price was 8.2, which was 1.30 higher than the previous day. The implied volatity was 32.66, the open interest changed by -26 which decreased total open position to 394


On 31 Dec NATIONALUM was trading at 211.70. The strike last trading price was 6.9, which was 0.80 higher than the previous day. The implied volatity was 31.87, the open interest changed by 34 which increased total open position to 420


On 30 Dec NATIONALUM was trading at 209.66. The strike last trading price was 6.1, which was -1.95 lower than the previous day. The implied volatity was 32.68, the open interest changed by 57 which increased total open position to 389


On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 8.05, which was -2.45 lower than the previous day. The implied volatity was 29.81, the open interest changed by 31 which increased total open position to 330


On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 10.5, which was 1.30 higher than the previous day. The implied volatity was 29.46, the open interest changed by 81 which increased total open position to 300


On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 9.2, which was -2.20 lower than the previous day. The implied volatity was 30.86, the open interest changed by 189 which increased total open position to 215


On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 11.4, which was -4.35 lower than the previous day. The implied volatity was 31.39, the open interest changed by 8 which increased total open position to 25


On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 15.75, which was -9.95 lower than the previous day. The implied volatity was 50.25, the open interest changed by 10 which increased total open position to 17


On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 25.7, 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 7


On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 25.7, 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 7


On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 25.7, 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 7


On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 25.7, 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 7


On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 25.7, 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 7


On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 25.7, which was -7.25 lower than the previous day. The implied volatity was 43.71, the open interest changed by 3 which increased total open position to 3


On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 32.95, 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 NATIONALUM was trading at 250.21. The strike last trading price was 32.95, 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 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 32.95, 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 NATIONALUM was trading at 248.26. The strike last trading price was 32.95, 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 NATIONALUM was trading at 248.79. The strike last trading price was 32.95, 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 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 32.95, 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 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 32.95, 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 32.95, which was 32.95 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 215 PE
Delta: -0.67
Vega: 0.19
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 205.87 12.1 -5.10 33.31 60 -6 424
6 Jan 200.08 17.2 5.00 41.55 119 -4 433
3 Jan 208.00 12.2 5.90 38.33 992 26 437
2 Jan 216.55 6.3 -1.15 32.63 404 60 464
1 Jan 214.13 7.45 -1.80 32.46 211 16 404
31 Dec 211.70 9.25 -1.25 34.40 116 -11 388
30 Dec 209.66 10.5 2.20 33.59 377 -46 399
27 Dec 213.59 8.3 1.95 33.14 376 42 445
26 Dec 217.07 6.35 -1.30 32.18 690 105 402
24 Dec 213.38 7.65 -0.25 31.08 368 221 298
23 Dec 217.49 7.9 -2.00 36.80 55 0 76
20 Dec 215.36 9.9 6.30 39.18 59 2 72
19 Dec 220.87 3.6 0.00 0.00 0 0 0
18 Dec 226.88 3.6 0.00 0.00 0 0 0
17 Dec 226.63 3.6 0.00 0.00 0 0 0
16 Dec 219.91 3.6 0.00 0.00 0 -21 0
13 Dec 226.46 3.6 -1.15 29.05 21 0 91
12 Dec 230.78 4.75 2.85 36.82 122 34 89
11 Dec 249.53 1.9 -0.20 37.38 5 1 51
10 Dec 250.21 2.1 0.05 38.52 13 6 49
9 Dec 250.56 2.05 0.20 39.27 7 5 45
6 Dec 248.26 1.85 -1.85 34.84 3 1 38
5 Dec 248.79 3.7 0.00 0.00 0 0 0
4 Dec 245.16 3.7 0.00 0.00 0 0 0
2 Dec 243.30 3.7 0.00 39.13 5 2 38
29 Nov 242.14 3.7 0.00 37.99 3 1 35
28 Nov 249.02 3.7 3.70 42.16 35 32 32
13 Nov 219.69 0 0.00 2.87 0 0 0
12 Nov 225.91 0 0.00 4.80 0 0 0
11 Nov 232.67 0 0.00 6.19 0 0 0
8 Nov 238.89 0 0.00 7.73 0 0 0
7 Nov 238.63 0 0.00 7.70 0 0 0
5 Nov 235.03 0 6.87 0 0 0


For National Aluminium Co Ltd - strike price 215 expiring on 30JAN2025

Delta for 215 PE is -0.67

Historical price for 215 PE is as follows

On 7 Jan NATIONALUM was trading at 205.87. The strike last trading price was 12.1, which was -5.10 lower than the previous day. The implied volatity was 33.31, the open interest changed by -6 which decreased total open position to 424


On 6 Jan NATIONALUM was trading at 200.08. The strike last trading price was 17.2, which was 5.00 higher than the previous day. The implied volatity was 41.55, the open interest changed by -4 which decreased total open position to 433


On 3 Jan NATIONALUM was trading at 208.00. The strike last trading price was 12.2, which was 5.90 higher than the previous day. The implied volatity was 38.33, the open interest changed by 26 which increased total open position to 437


On 2 Jan NATIONALUM was trading at 216.55. The strike last trading price was 6.3, which was -1.15 lower than the previous day. The implied volatity was 32.63, the open interest changed by 60 which increased total open position to 464


On 1 Jan NATIONALUM was trading at 214.13. The strike last trading price was 7.45, which was -1.80 lower than the previous day. The implied volatity was 32.46, the open interest changed by 16 which increased total open position to 404


On 31 Dec NATIONALUM was trading at 211.70. The strike last trading price was 9.25, which was -1.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by -11 which decreased total open position to 388


On 30 Dec NATIONALUM was trading at 209.66. The strike last trading price was 10.5, which was 2.20 higher than the previous day. The implied volatity was 33.59, the open interest changed by -46 which decreased total open position to 399


On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 8.3, which was 1.95 higher than the previous day. The implied volatity was 33.14, the open interest changed by 42 which increased total open position to 445


On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 6.35, which was -1.30 lower than the previous day. The implied volatity was 32.18, the open interest changed by 105 which increased total open position to 402


On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 31.08, the open interest changed by 221 which increased total open position to 298


On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 7.9, which was -2.00 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 76


On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 9.9, which was 6.30 higher than the previous day. The implied volatity was 39.18, the open interest changed by 2 which increased total open position to 72


On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 3.6, 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 3.6, 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 3.6, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0


On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 3.6, which was -1.15 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 91


On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 4.75, which was 2.85 higher than the previous day. The implied volatity was 36.82, the open interest changed by 34 which increased total open position to 89


On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 37.38, the open interest changed by 1 which increased total open position to 51


On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 38.52, the open interest changed by 6 which increased total open position to 49


On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 39.27, the open interest changed by 5 which increased total open position to 45


On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 1.85, which was -1.85 lower than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 38


On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 3.7, 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 3.7, 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 3.7, which was 0.00 lower than the previous day. The implied volatity was 39.13, the open interest changed by 2 which increased total open position to 38


On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 35


On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 3.7, which was 3.70 higher than the previous day. The implied volatity was 42.16, the open interest changed by 32 which increased total open position to 32


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.70, 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 0, which was lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0