NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 217.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.11
Theta: -0.32
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 2.75 | -13.20 | 32.53 | 623 | 73 | 82 | |||
| 19 Dec | 220.87 | 15.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 226.88 | 15.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 17 Dec | 226.63 | 15.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 219.91 | 15.95 | 0.00 | 0.00 | 0 | 0 | 9 | |||
| 13 Dec | 226.46 | 15.95 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 12 Dec | 230.78 | 15.95 | -9.80 | 35.72 | 27 | 8 | 8 | |||
| 11 Dec | 249.53 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 250.21 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 250.56 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 248.26 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 248.79 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 245.16 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 246.87 | 25.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 243.30 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 242.14 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 249.02 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 246.29 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 249.95 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 256.85 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 248.21 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 240.31 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 25.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 25.75 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 CE is 0.43
Historical price for 217.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 2.75, which was -13.20 lower than the previous day. The implied volatity was 32.53, the open interest changed by 73 which increased total open position to 82
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 15.95, 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 15.95, 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 15.95, 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 15.95, 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 9
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 15.95, which was -9.80 lower than the previous day. The implied volatity was 35.72, the open interest changed by 8 which increased total open position to 8
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 25.75, 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 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 25.75, 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 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 25.75, 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 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 25.75, 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 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 25.75, 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 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 25.75, 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 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 25.75, 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 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 25.75, 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 217.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.11
Theta: -0.24
Gamma: 0.05
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 4.35 | -4.55 | 30.28 | 1,104 | 38 | 92 |
| 19 Dec | 220.87 | 8.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 226.88 | 8.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 226.63 | 8.9 | 6.85 | 95.12 | 4 | -1 | 54 |
| 16 Dec | 219.91 | 2.05 | -0.65 | 23.13 | 1 | 0 | 56 |
| 13 Dec | 226.46 | 2.7 | 1.00 | 38.15 | 28 | -18 | 66 |
| 12 Dec | 230.78 | 1.7 | 0.75 | 37.37 | 671 | 34 | 83 |
| 11 Dec | 249.53 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 250.21 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 250.56 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 248.26 | 0.95 | 0.00 | 0.00 | 0 | 8 | 0 |
| 5 Dec | 248.79 | 0.95 | -0.10 | 42.28 | 48 | 13 | 54 |
| 4 Dec | 245.16 | 1.05 | 0.00 | 39.82 | 38 | 11 | 43 |
| 3 Dec | 246.87 | 1.05 | -0.85 | 39.89 | 77 | 20 | 40 |
| 2 Dec | 243.30 | 1.9 | 0.00 | 0.00 | 0 | 20 | 0 |
| 29 Nov | 242.14 | 1.9 | -11.65 | 40.58 | 28 | 19 | 19 |
| 28 Nov | 249.02 | 13.55 | 0.00 | 15.37 | 0 | 0 | 0 |
| 27 Nov | 246.29 | 13.55 | 0.00 | 13.39 | 0 | 0 | 0 |
| 26 Nov | 249.95 | 13.55 | 0.00 | 13.78 | 0 | 0 | 0 |
| 25 Nov | 251.37 | 13.55 | 0.00 | 13.56 | 0 | 0 | 0 |
| 22 Nov | 256.85 | 13.55 | 0.00 | 16.11 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 13.55 | 0.00 | 12.68 | 0 | 0 | 0 |
| 20 Nov | 240.31 | 13.55 | 0.00 | 9.90 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 13.55 | 0.00 | 9.90 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 13.55 | 0.00 | 9.76 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 13.55 | 0.00 | 2.06 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 13.55 | 0.00 | 2.07 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 13.55 | 0.00 | 4.17 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 13.55 | 0.00 | 7.05 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 13.55 | 0.00 | 8.18 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 13.55 | 0.00 | 8.20 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 13.55 | 0.00 | 10.67 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 13.55 | 6.89 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 PE is -0.58
Historical price for 217.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 4.35, which was -4.55 lower than the previous day. The implied volatity was 30.28, the open interest changed by 38 which increased total open position to 92
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 8.9, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 8.9, which was 6.85 higher than the previous day. The implied volatity was 95.12, the open interest changed by -1 which decreased total open position to 54
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 56
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 2.7, which was 1.00 higher than the previous day. The implied volatity was 38.15, the open interest changed by -18 which decreased total open position to 66
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 1.7, which was 0.75 higher than the previous day. The implied volatity was 37.37, the open interest changed by 34 which increased total open position to 83
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 0.95, 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 0.95, 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 0.95, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 42.28, the open interest changed by 13 which increased total open position to 54
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 39.82, the open interest changed by 11 which increased total open position to 43
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was 39.89, the open interest changed by 20 which increased total open position to 40
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 1.9, which was -11.65 lower than the previous day. The implied volatity was 40.58, the open interest changed by 19 which increased total open position to 19
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 15.37, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 13.39, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 13.78, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 13.56, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 16.11, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 12.68, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 9.76, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 8.18, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 8.20, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 10.67, 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 13.55, which was lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0
