NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 215 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 26.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 20 Nov | 240.31 | 26.7 | 0.00 | 66.62 | 11 | 3 | 65 | |||
| 19 Nov | 240.31 | 26.7 | 1.40 | 66.62 | 11 | 4 | 65 | |||
| 18 Nov | 239.93 | 25.3 | 16.20 | 50.83 | 143 | -35 | 61 | |||
| 14 Nov | 219.87 | 9.1 | -0.10 | 35.02 | 341 | 20 | 95 | |||
| 13 Nov | 219.69 | 9.2 | -4.85 | 35.01 | 98 | 9 | 78 | |||
| 12 Nov | 225.91 | 14.05 | -6.60 | 37.48 | 51 | 16 | 65 | |||
| 11 Nov | 232.67 | 20.65 | -4.60 | 31.13 | 13 | 2 | 46 | |||
| 8 Nov | 238.89 | 25.25 | -1.90 | 31.77 | 2 | -1 | 45 | |||
| 7 Nov | 238.63 | 27.15 | -3.70 | 46.69 | 1 | 0 | 47 | |||
| 6 Nov | 244.98 | 30.85 | 5.10 | - | 25 | -7 | 45 | |||
| 5 Nov | 235.03 | 25.75 | 4.45 | 57.07 | 19 | -5 | 52 | |||
| 4 Nov | 230.82 | 21.3 | 3.95 | 46.60 | 125 | 6 | 56 | |||
| 1 Nov | 229.15 | 17.35 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 31 Oct | 227.32 | 17.35 | -3.15 | - | 28 | -2 | 50 | |||
| 30 Oct | 227.12 | 20.5 | 1.90 | - | 5 | -3 | 50 | |||
| 29 Oct | 228.25 | 18.6 | 0.40 | - | 11 | 1 | 53 | |||
| 28 Oct | 223.79 | 18.2 | 2.40 | - | 40 | 1 | 52 | |||
| 25 Oct | 218.87 | 15.8 | -5.15 | - | 95 | 47 | 51 | |||
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| 24 Oct | 226.35 | 20.95 | 3.75 | - | 2 | 0 | 4 | |||
| 23 Oct | 224.01 | 17.2 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 220.47 | 17.2 | -0.50 | - | 2 | 0 | 3 | |||
| 21 Oct | 230.00 | 17.7 | 0.00 | - | 0 | 0 | 3 | |||
| 18 Oct | 232.12 | 17.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 17.7 | 0.00 | - | 0 | 0 | 3 | |||
| 16 Oct | 217.31 | 17.7 | 0.00 | - | 1 | 0 | 3 | |||
| 15 Oct | 219.02 | 17.7 | 0.00 | - | 1 | 0 | 3 | |||
| 14 Oct | 226.56 | 17.7 | 3.15 | - | 1 | 0 | 4 | |||
| 11 Oct | 222.92 | 14.55 | 4.80 | - | 4 | -1 | 4 | |||
| 10 Oct | 212.72 | 9.75 | -2.55 | - | 8 | -2 | 5 | |||
| 9 Oct | 214.28 | 12.3 | 0.00 | - | 16 | 1 | 6 | |||
| 8 Oct | 212.79 | 12.3 | -0.35 | - | 8 | 4 | 5 | |||
| 7 Oct | 214.89 | 12.65 | -4.35 | - | 2 | -1 | 2 | |||
| 4 Oct | 220.35 | 17 | -1.75 | - | 3 | -1 | 2 | |||
| 3 Oct | 222.55 | 18.75 | 0.00 | - | 0 | 3 | 0 | |||
| 1 Oct | 224.23 | 18.75 | 3.95 | - | 3 | 2 | 2 | |||
| 30 Sept | 210.29 | 14.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 207.04 | 14.8 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 CE is 0.00
Historical price for 215 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 66.62, the open interest changed by 3 which increased total open position to 65
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 26.7, which was 1.40 higher than the previous day. The implied volatity was 66.62, the open interest changed by 4 which increased total open position to 65
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 25.3, which was 16.20 higher than the previous day. The implied volatity was 50.83, the open interest changed by -35 which decreased total open position to 61
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 9.1, which was -0.10 lower than the previous day. The implied volatity was 35.02, the open interest changed by 20 which increased total open position to 95
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 9.2, which was -4.85 lower than the previous day. The implied volatity was 35.01, the open interest changed by 9 which increased total open position to 78
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 14.05, which was -6.60 lower than the previous day. The implied volatity was 37.48, the open interest changed by 16 which increased total open position to 65
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 20.65, which was -4.60 lower than the previous day. The implied volatity was 31.13, the open interest changed by 2 which increased total open position to 46
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 25.25, which was -1.90 lower than the previous day. The implied volatity was 31.77, the open interest changed by -1 which decreased total open position to 45
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 27.15, which was -3.70 lower than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 47
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 30.85, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 45
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 25.75, which was 4.45 higher than the previous day. The implied volatity was 57.07, the open interest changed by -5 which decreased total open position to 52
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 21.3, which was 3.95 higher than the previous day. The implied volatity was 46.60, the open interest changed by 6 which increased total open position to 56
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 17.35, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 20.5, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 18.6, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 18.2, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 15.8, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 20.95, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 17.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 17.2, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 17.7, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 14.55, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 9.75, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 12.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 12.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 12.65, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 18.75, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NATIONALUM was trading at 210.29. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NATIONALUM was trading at 207.04. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 215 PE | |||||||
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Delta: -0.05
Vega: 0.03
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 0.45 | -0.20 | 64.01 | 307 | -9 | 305 |
| 20 Nov | 240.31 | 0.65 | 0.00 | 49.95 | 476 | 1 | 313 |
| 19 Nov | 240.31 | 0.65 | 0.00 | 49.95 | 476 | 0 | 313 |
| 18 Nov | 239.93 | 0.65 | -3.45 | 46.72 | 2,606 | 45 | 327 |
| 14 Nov | 219.87 | 4.1 | -1.90 | 38.31 | 1,598 | -10 | 301 |
| 13 Nov | 219.69 | 6 | 1.20 | 48.03 | 1,164 | 46 | 316 |
| 12 Nov | 225.91 | 4.8 | 2.20 | 51.43 | 585 | -4 | 277 |
| 11 Nov | 232.67 | 2.6 | 0.45 | 48.83 | 339 | 24 | 282 |
| 8 Nov | 238.89 | 2.15 | -0.20 | 47.47 | 392 | -25 | 262 |
| 7 Nov | 238.63 | 2.35 | 0.40 | 48.13 | 138 | 18 | 285 |
| 6 Nov | 244.98 | 1.95 | -1.95 | 50.62 | 365 | 49 | 266 |
| 5 Nov | 235.03 | 3.9 | -1.60 | 50.86 | 226 | -10 | 218 |
| 4 Nov | 230.82 | 5.5 | -0.55 | 53.79 | 296 | 20 | 228 |
| 1 Nov | 229.15 | 6.05 | -0.80 | 51.45 | 51 | 34 | 208 |
| 31 Oct | 227.32 | 6.85 | 0.25 | - | 175 | 68 | 174 |
| 30 Oct | 227.12 | 6.6 | -0.10 | - | 93 | 56 | 105 |
| 29 Oct | 228.25 | 6.7 | -1.80 | - | 45 | 3 | 48 |
| 28 Oct | 223.79 | 8.5 | -2.75 | - | 44 | 16 | 44 |
| 25 Oct | 218.87 | 11.25 | 3.10 | - | 73 | -7 | 28 |
| 24 Oct | 226.35 | 8.15 | -0.95 | - | 12 | 5 | 35 |
| 23 Oct | 224.01 | 9.1 | -0.90 | - | 28 | 3 | 28 |
| 22 Oct | 220.47 | 10 | 3.50 | - | 19 | 2 | 23 |
| 21 Oct | 230.00 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 6.5 | 0.00 | - | 0 | 18 | 0 |
| 14 Oct | 226.56 | 6.5 | -8.05 | - | 25 | 17 | 20 |
| 11 Oct | 222.92 | 14.55 | 5.55 | - | 1 | 0 | 3 |
| 10 Oct | 212.72 | 9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 9 | 0.00 | - | 1 | 0 | 3 |
| 1 Oct | 224.23 | 9 | -6.20 | - | 6 | 3 | 3 |
| 30 Sept | 210.29 | 15.2 | -8.90 | - | 2 | 1 | 1 |
| 27 Sept | 207.04 | 24.1 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 PE is -0.05
Historical price for 215 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 64.01, the open interest changed by -9 which decreased total open position to 305
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 49.95, the open interest changed by 1 which increased total open position to 313
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 49.95, the open interest changed by 0 which decreased total open position to 313
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.65, which was -3.45 lower than the previous day. The implied volatity was 46.72, the open interest changed by 45 which increased total open position to 327
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 4.1, which was -1.90 lower than the previous day. The implied volatity was 38.31, the open interest changed by -10 which decreased total open position to 301
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 6, which was 1.20 higher than the previous day. The implied volatity was 48.03, the open interest changed by 46 which increased total open position to 316
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 4.8, which was 2.20 higher than the previous day. The implied volatity was 51.43, the open interest changed by -4 which decreased total open position to 277
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 48.83, the open interest changed by 24 which increased total open position to 282
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 47.47, the open interest changed by -25 which decreased total open position to 262
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 2.35, which was 0.40 higher than the previous day. The implied volatity was 48.13, the open interest changed by 18 which increased total open position to 285
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 1.95, which was -1.95 lower than the previous day. The implied volatity was 50.62, the open interest changed by 49 which increased total open position to 266
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 3.9, which was -1.60 lower than the previous day. The implied volatity was 50.86, the open interest changed by -10 which decreased total open position to 218
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 5.5, which was -0.55 lower than the previous day. The implied volatity was 53.79, the open interest changed by 20 which increased total open position to 228
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 6.05, which was -0.80 lower than the previous day. The implied volatity was 51.45, the open interest changed by 34 which increased total open position to 208
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 6.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 6.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 6.7, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 8.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 11.25, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 8.15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 9.1, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 10, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 6.5, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 14.55, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 9, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NATIONALUM was trading at 210.29. The strike last trading price was 15.2, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NATIONALUM was trading at 207.04. The strike last trading price was 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
