NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
27 Dec 2024 04:10 PM IST
| NATIONALUM 30JAN2025 220 CE | ||||||||||
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Delta: 0.43
Vega: 0.26
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 213.59 | 5.8 | -1.90 | 29.61 | 918 | -43 | 695 | |||
| 26 Dec | 217.07 | 7.7 | 1.20 | 28.81 | 2,495 | 400 | 736 | |||
| 24 Dec | 213.38 | 6.5 | -2.70 | 29.38 | 502 | 112 | 333 | |||
| 23 Dec | 217.49 | 9.2 | 0.10 | 32.81 | 470 | 152 | 221 | |||
| 20 Dec | 215.36 | 9.1 | -10.90 | 35.21 | 177 | 63 | 70 | |||
| 19 Dec | 220.87 | 20 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 18 Dec | 226.88 | 20 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 17 Dec | 226.63 | 20 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 16 Dec | 219.91 | 20 | 0.00 | 0.00 | 28 | 0 | 7 | |||
| 13 Dec | 226.46 | 20 | 0.00 | 0.00 | 28 | 0 | 7 | |||
| 12 Dec | 230.78 | 20 | -16.00 | 35.63 | 28 | 7 | 8 | |||
| 11 Dec | 249.53 | 36 | 5.70 | 41.66 | 1 | 0 | 0 | |||
| 10 Dec | 250.21 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 250.56 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 248.26 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 248.79 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 245.16 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 246.87 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 243.30 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 242.14 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 249.02 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 30.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 30.3 | 30.30 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 238.63 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 0 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 220 expiring on 30JAN2025
Delta for 220 CE is 0.43
Historical price for 220 CE is as follows
On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 5.8, which was -1.90 lower than the previous day. The implied volatity was 29.61, the open interest changed by -43 which decreased total open position to 695
On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 7.7, which was 1.20 higher than the previous day. The implied volatity was 28.81, the open interest changed by 400 which increased total open position to 736
On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 6.5, which was -2.70 lower than the previous day. The implied volatity was 29.38, the open interest changed by 112 which increased total open position to 333
On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 9.2, which was 0.10 higher than the previous day. The implied volatity was 32.81, the open interest changed by 152 which increased total open position to 221
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 9.1, which was -10.90 lower than the previous day. The implied volatity was 35.21, the open interest changed by 63 which increased total open position to 70
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 20, 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 20, 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 20, 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 20, 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 20, 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 20, which was -16.00 lower than the previous day. The implied volatity was 35.63, the open interest changed by 7 which increased total open position to 8
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 36, which was 5.70 higher than the previous day. The implied volatity was 41.66, 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 30.3, 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 30.3, 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 30.3, 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 30.3, 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 30.3, 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 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 30.3, 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 30.3, 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 30.3, 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 30.3, 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 30.3, 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 30.3, which was 30.30 higher 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 6 Nov NATIONALUM was trading at 244.98. 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 220 PE | |||||||
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Delta: -0.56
Vega: 0.26
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 213.59 | 10.9 | 2.35 | 32.58 | 298 | -36 | 553 |
| 26 Dec | 217.07 | 8.55 | -1.45 | 31.60 | 814 | 123 | 589 |
| 24 Dec | 213.38 | 10 | 0.00 | 29.96 | 559 | 308 | 465 |
| 23 Dec | 217.49 | 10 | -2.75 | 35.73 | 237 | 45 | 156 |
| 20 Dec | 215.36 | 12.75 | 6.35 | 40.10 | 165 | 46 | 113 |
| 19 Dec | 220.87 | 6.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 226.88 | 6.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 226.63 | 6.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 219.91 | 6.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 226.46 | 6.4 | 0.00 | 0.00 | 0 | 34 | 0 |
| 12 Dec | 230.78 | 6.4 | 3.60 | 37.14 | 136 | 34 | 67 |
| 11 Dec | 249.53 | 2.8 | -0.30 | 37.67 | 4 | 1 | 32 |
| 10 Dec | 250.21 | 3.1 | 0.20 | 39.44 | 15 | 9 | 30 |
| 9 Dec | 250.56 | 2.9 | -0.30 | 39.67 | 5 | 0 | 21 |
| 6 Dec | 248.26 | 3.2 | 0.00 | 37.40 | 2 | 0 | 21 |
| 5 Dec | 248.79 | 3.2 | -0.35 | 37.19 | 14 | 0 | 22 |
| 4 Dec | 245.16 | 3.55 | 0.05 | 36.43 | 6 | 4 | 20 |
| 3 Dec | 246.87 | 3.5 | -1.00 | 36.58 | 6 | 1 | 16 |
| 2 Dec | 243.30 | 4.5 | -0.40 | 37.88 | 1 | 0 | 14 |
| 29 Nov | 242.14 | 4.9 | 0.10 | 38.13 | 5 | 1 | 13 |
| 28 Nov | 249.02 | 4.8 | -14.25 | 42.37 | 14 | 12 | 12 |
| 13 Nov | 219.69 | 19.05 | 0.00 | 1.35 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 19.05 | 0.00 | 3.42 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 19.05 | 0.00 | 4.84 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 19.05 | 0.00 | 6.47 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 19.05 | 0.00 | 7.62 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 19.05 | 0.00 | 7.76 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 19.05 | 5.59 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 220 expiring on 30JAN2025
Delta for 220 PE is -0.56
Historical price for 220 PE is as follows
On 27 Dec NATIONALUM was trading at 213.59. The strike last trading price was 10.9, which was 2.35 higher than the previous day. The implied volatity was 32.58, the open interest changed by -36 which decreased total open position to 553
On 26 Dec NATIONALUM was trading at 217.07. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 31.60, the open interest changed by 123 which increased total open position to 589
On 24 Dec NATIONALUM was trading at 213.38. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by 308 which increased total open position to 465
On 23 Dec NATIONALUM was trading at 217.49. The strike last trading price was 10, which was -2.75 lower than the previous day. The implied volatity was 35.73, the open interest changed by 45 which increased total open position to 156
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 12.75, which was 6.35 higher than the previous day. The implied volatity was 40.10, the open interest changed by 46 which increased total open position to 113
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 6.4, 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 6.4, 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 6.4, 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 6.4, 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 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 6.4, which was 3.60 higher than the previous day. The implied volatity was 37.14, the open interest changed by 34 which increased total open position to 67
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 37.67, the open interest changed by 1 which increased total open position to 32
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 3.1, which was 0.20 higher than the previous day. The implied volatity was 39.44, the open interest changed by 9 which increased total open position to 30
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 21
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 37.40, the open interest changed by 0 which decreased total open position to 21
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 22
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 36.43, the open interest changed by 4 which increased total open position to 20
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 3.5, which was -1.00 lower than the previous day. The implied volatity was 36.58, the open interest changed by 1 which increased total open position to 16
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 4.5, which was -0.40 lower than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 14
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 4.9, which was 0.10 higher than the previous day. The implied volatity was 38.13, the open interest changed by 1 which increased total open position to 13
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 4.8, which was -14.25 lower than the previous day. The implied volatity was 42.37, the open interest changed by 12 which increased total open position to 12
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 7.76, 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 19.05, which was lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
