`
[--[65.84.65.76]--]
NATIONALUM
National Aluminium Co Ltd

248.21 7.90 (3.29%)

Back to Option Chain


Historical option data for NATIONALUM

21 Nov 2024 04:10 PM IST
NATIONALUM 28NOV2024 220 CE
Delta: 0.99
Vega: 0.01
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 248.21 28.25 8.15 38.42 569 -170 525
20 Nov 240.31 20.1 0.00 39.66 240 37 697
19 Nov 240.31 20.1 0.15 39.66 240 39 697
18 Nov 239.93 19.95 13.75 37.11 1,749 -411 660
14 Nov 219.87 6.2 -0.30 35.18 3,813 547 1,082
13 Nov 219.69 6.5 -4.25 35.51 2,040 -70 533
12 Nov 225.91 10.75 -6.25 38.04 464 11 615
11 Nov 232.67 17 -4.60 36.37 254 6 609
8 Nov 238.89 21.6 -0.40 38.47 377 214 598
7 Nov 238.63 22 -5.25 38.80 99 10 386
6 Nov 244.98 27.25 6.45 35.69 440 107 376
5 Nov 235.03 20.8 2.75 49.35 666 53 270
4 Nov 230.82 18.05 1.35 47.41 395 18 216
1 Nov 229.15 16.7 -0.30 44.25 139 -13 199
31 Oct 227.32 17 -0.75 - 298 59 214
30 Oct 227.12 17.75 0.25 - 37 -1 154
29 Oct 228.25 17.5 2.50 - 193 9 157
28 Oct 223.79 15 2.20 - 185 2 148
25 Oct 218.87 12.8 -4.60 - 315 50 146
24 Oct 226.35 17.4 1.40 - 93 35 95
23 Oct 224.01 16 1.40 - 36 14 59
22 Oct 220.47 14.6 -1.40 - 30 4 45
21 Oct 230.00 16 1.65 - 1 0 41
18 Oct 232.12 14.35 0.00 - 0 -1 0
17 Oct 225.17 14.35 1.85 - 1 0 42
16 Oct 217.31 12.5 0.00 - 0 -1 0
15 Oct 219.02 12.5 -2.30 - 1 0 43
14 Oct 226.56 14.8 1.60 - 22 -4 44
11 Oct 222.92 13.2 4.65 - 29 4 47
10 Oct 212.72 8.55 -1.45 - 20 2 42
9 Oct 214.28 10 0.10 - 58 23 41
8 Oct 212.79 9.9 -1.25 - 17 6 19
7 Oct 214.89 11.15 -3.20 - 7 -2 13
4 Oct 220.35 14.35 0.25 - 7 2 14
3 Oct 222.55 14.1 -2.25 - 8 1 11
1 Oct 224.23 16.35 7.75 - 17 4 9
30 Sept 210.29 8.6 0.10 - 4 2 5
27 Sept 207.04 8.5 8.50 - 3 2 2
9 Sept 171.15 0 0.00 - 0 0 0
6 Sept 174.00 0 0.00 - 0 0 0
5 Sept 176.29 0 0.00 - 0 0 0
4 Sept 174.72 0 0.00 - 0 0 0
3 Sept 178.67 0 0.00 - 0 0 0
2 Sept 178.60 0 - 0 0 0


For National Aluminium Co Ltd - strike price 220 expiring on 28NOV2024

Delta for 220 CE is 0.99

Historical price for 220 CE is as follows

On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 28.25, which was 8.15 higher than the previous day. The implied volatity was 38.42, the open interest changed by -170 which decreased total open position to 525


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 20.1, which was 0.00 lower than the previous day. The implied volatity was 39.66, the open interest changed by 37 which increased total open position to 697


On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 20.1, which was 0.15 higher than the previous day. The implied volatity was 39.66, the open interest changed by 39 which increased total open position to 697


On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 19.95, which was 13.75 higher than the previous day. The implied volatity was 37.11, the open interest changed by -411 which decreased total open position to 660


On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 6.2, which was -0.30 lower than the previous day. The implied volatity was 35.18, the open interest changed by 547 which increased total open position to 1082


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 6.5, which was -4.25 lower than the previous day. The implied volatity was 35.51, the open interest changed by -70 which decreased total open position to 533


On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 10.75, which was -6.25 lower than the previous day. The implied volatity was 38.04, the open interest changed by 11 which increased total open position to 615


On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 17, which was -4.60 lower than the previous day. The implied volatity was 36.37, the open interest changed by 6 which increased total open position to 609


On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 21.6, which was -0.40 lower than the previous day. The implied volatity was 38.47, the open interest changed by 214 which increased total open position to 598


On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 22, which was -5.25 lower than the previous day. The implied volatity was 38.80, the open interest changed by 10 which increased total open position to 386


On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 27.25, which was 6.45 higher than the previous day. The implied volatity was 35.69, the open interest changed by 107 which increased total open position to 376


On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 20.8, which was 2.75 higher than the previous day. The implied volatity was 49.35, the open interest changed by 53 which increased total open position to 270


On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 18.05, which was 1.35 higher than the previous day. The implied volatity was 47.41, the open interest changed by 18 which increased total open position to 216


On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 16.7, which was -0.30 lower than the previous day. The implied volatity was 44.25, the open interest changed by -13 which decreased total open position to 199


On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 17, which was -0.75 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 17.75, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 17.5, which was 2.50 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 15, which was 2.20 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 12.8, which was -4.60 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 17.4, which was 1.40 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 16, which was 1.40 higher 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 14.6, which was -1.40 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 16, which was 1.65 higher 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 14.35, 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 14.35, which was 1.85 higher 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 12.5, 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 12.5, which was -2.30 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 14.8, which was 1.60 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 13.2, which was 4.65 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 8.55, which was -1.45 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 10, which was 0.10 higher 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 9.9, which was -1.25 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 11.15, which was -3.20 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 14.35, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 14.1, which was -2.25 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 16.35, which was 7.75 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 8.6, which was 0.10 higher 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 8.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept NATIONALUM was trading at 171.15. 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 which decreased total open position to


On 6 Sept NATIONALUM was trading at 174.00. 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 which decreased total open position to


On 5 Sept NATIONALUM was trading at 176.29. 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 which decreased total open position to


On 4 Sept NATIONALUM was trading at 174.72. 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 which decreased total open position to


On 3 Sept NATIONALUM was trading at 178.67. 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 which decreased total open position to


On 2 Sept NATIONALUM was trading at 178.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NATIONALUM 28NOV2024 220 PE
Delta: -0.06
Vega: 0.04
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 248.21 0.55 -0.50 58.17 2,981 -29 1,744
20 Nov 240.31 1.05 0.00 47.18 2,779 164 1,791
19 Nov 240.31 1.05 -0.05 47.18 2,779 182 1,791
18 Nov 239.93 1.1 -5.00 45.22 8,407 567 1,593
14 Nov 219.87 6.1 -2.10 36.59 5,162 234 1,037
13 Nov 219.69 8.2 1.55 47.38 3,091 66 824
12 Nov 225.91 6.65 3.05 51.37 1,580 9 728
11 Nov 232.67 3.6 0.65 47.39 821 19 710
8 Nov 238.89 2.95 -0.30 46.06 1,072 77 692
7 Nov 238.63 3.25 0.55 47.17 789 52 683
6 Nov 244.98 2.7 -2.45 49.89 1,457 182 631
5 Nov 235.03 5.15 -2.05 50.03 765 -13 453
4 Nov 230.82 7.2 -0.45 53.80 915 158 465
1 Nov 229.15 7.65 -1.45 50.28 68 19 307
31 Oct 227.32 9.1 0.90 - 600 95 282
30 Oct 227.12 8.2 -0.20 - 137 36 187
29 Oct 228.25 8.4 -1.95 - 159 11 153
28 Oct 223.79 10.35 -3.50 - 104 29 142
25 Oct 218.87 13.85 3.80 - 153 3 113
24 Oct 226.35 10.05 -1.15 - 140 67 109
23 Oct 224.01 11.2 -0.70 - 48 15 25
22 Oct 220.47 11.9 3.75 - 28 10 12
21 Oct 230.00 8.15 0.00 - 0 0 0
18 Oct 232.12 8.15 0.00 - 0 0 0
17 Oct 225.17 8.15 0.00 - 0 0 0
16 Oct 217.31 8.15 0.00 - 3 0 2
15 Oct 219.02 8.15 0.00 - 3 0 2
14 Oct 226.56 8.15 -34.65 - 3 2 2
11 Oct 222.92 42.8 0.00 - 0 0 0
10 Oct 212.72 42.8 0.00 - 0 0 0
9 Oct 214.28 42.8 0.00 - 0 0 0
8 Oct 212.79 42.8 0.00 - 0 0 0
7 Oct 214.89 42.8 0.00 - 0 0 0
4 Oct 220.35 42.8 0.00 - 0 0 0
3 Oct 222.55 42.8 0.00 - 0 0 0
1 Oct 224.23 42.8 0.00 - 0 0 0
30 Sept 210.29 42.8 0.00 - 0 0 0
27 Sept 207.04 42.8 42.80 - 0 0 0
9 Sept 171.15 0 0.00 - 0 0 0
6 Sept 174.00 0 0.00 - 0 0 0
5 Sept 176.29 0 0.00 - 0 0 0
4 Sept 174.72 0 0.00 - 0 0 0
3 Sept 178.67 0 0.00 - 0 0 0
2 Sept 178.60 0 - 0 0 0


For National Aluminium Co Ltd - strike price 220 expiring on 28NOV2024

Delta for 220 PE is -0.06

Historical price for 220 PE is as follows

On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 58.17, the open interest changed by -29 which decreased total open position to 1744


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 47.18, the open interest changed by 164 which increased total open position to 1791


On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 47.18, the open interest changed by 182 which increased total open position to 1791


On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 1.1, which was -5.00 lower than the previous day. The implied volatity was 45.22, the open interest changed by 567 which increased total open position to 1593


On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 6.1, which was -2.10 lower than the previous day. The implied volatity was 36.59, the open interest changed by 234 which increased total open position to 1037


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 8.2, which was 1.55 higher than the previous day. The implied volatity was 47.38, the open interest changed by 66 which increased total open position to 824


On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 6.65, which was 3.05 higher than the previous day. The implied volatity was 51.37, the open interest changed by 9 which increased total open position to 728


On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 47.39, the open interest changed by 19 which increased total open position to 710


On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 46.06, the open interest changed by 77 which increased total open position to 692


On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 3.25, which was 0.55 higher than the previous day. The implied volatity was 47.17, the open interest changed by 52 which increased total open position to 683


On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 2.7, which was -2.45 lower than the previous day. The implied volatity was 49.89, the open interest changed by 182 which increased total open position to 631


On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 5.15, which was -2.05 lower than the previous day. The implied volatity was 50.03, the open interest changed by -13 which decreased total open position to 453


On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 7.2, which was -0.45 lower than the previous day. The implied volatity was 53.80, the open interest changed by 158 which increased total open position to 465


On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 7.65, which was -1.45 lower than the previous day. The implied volatity was 50.28, the open interest changed by 19 which increased total open position to 307


On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 9.1, which was 0.90 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 8.2, which was -0.20 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 8.4, which was -1.95 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 10.35, which was -3.50 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 13.85, which was 3.80 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 10.05, which was -1.15 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 11.2, which was -0.70 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 11.9, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, which was -34.65 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 42.8, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 42.8, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 42.8, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 42.8, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 42.8, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 42.8, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 42.8, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 42.8, 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 30 Sept NATIONALUM was trading at 210.29. The strike last trading price was 42.8, 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 42.8, which was 42.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept NATIONALUM was trading at 171.15. 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 which decreased total open position to


On 6 Sept NATIONALUM was trading at 174.00. 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 which decreased total open position to


On 5 Sept NATIONALUM was trading at 176.29. 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 which decreased total open position to


On 4 Sept NATIONALUM was trading at 174.72. 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 which decreased total open position to


On 3 Sept NATIONALUM was trading at 178.67. 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 which decreased total open position to


On 2 Sept NATIONALUM was trading at 178.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to