NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
07 Jan 2025 04:10 PM IST
NATIONALUM 30JAN2025 215 CE | ||||||||||
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Delta: 0.34
Vega: 0.19
Theta: -0.16
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 205.87 | 3.85 | 1.05 | 35.13 | 832 | 39 | 676 | |||
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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 | |||||||
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Delta: -0.67
Vega: 0.19
Theta: -0.09
Gamma: 0.02
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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