NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 222.5 CE | ||||||||||
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Delta: 0.24
Vega: 0.09
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 1.3 | -11.00 | 33.73 | 1,209 | 236 | 243 | |||
| 19 Dec | 220.87 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 226.88 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 226.63 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 219.91 | 12.3 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 13 Dec | 226.46 | 12.3 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 12 Dec | 230.78 | 12.3 | -10.80 | 36.78 | 35 | 7 | 7 | |||
| 11 Dec | 249.53 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 250.21 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 250.56 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 248.26 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 248.79 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 245.16 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 246.87 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 243.30 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 242.14 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 249.02 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 246.29 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 249.95 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 256.85 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 248.21 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 240.31 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 23.1 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 23.1 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 23.1 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 222.5 expiring on 26DEC2024
Delta for 222.5 CE is 0.24
Historical price for 222.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 1.3, which was -11.00 lower than the previous day. The implied volatity was 33.73, the open interest changed by 236 which increased total open position to 243
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 12.3, which was -10.80 lower than the previous day. The implied volatity was 36.78, the open interest changed by 7 which increased total open position to 7
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 23.1, which was 0.00 lower than the previous day. The implied volatity was 0.23, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 222.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.08
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 7.9 | 3.60 | 30.95 | 545 | 5 | 84 |
| 19 Dec | 220.87 | 4.3 | 1.30 | 27.75 | 17 | -1 | 79 |
| 18 Dec | 226.88 | 3 | 0.45 | 38.47 | 5 | -4 | 81 |
| 17 Dec | 226.63 | 2.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 219.91 | 2.55 | 0.00 | 0.00 | 0 | -32 | 0 |
| 13 Dec | 226.46 | 2.55 | -0.20 | 26.16 | 32 | -31 | 86 |
| 12 Dec | 230.78 | 2.75 | 1.80 | 36.19 | 937 | 24 | 109 |
| 11 Dec | 249.53 | 0.95 | 0.15 | 44.15 | 11 | 7 | 84 |
| 10 Dec | 250.21 | 0.8 | -0.20 | 41.78 | 33 | -6 | 78 |
| 9 Dec | 250.56 | 1 | -0.10 | 45.25 | 3 | 0 | 85 |
| 6 Dec | 248.26 | 1.1 | -0.20 | 39.06 | 139 | 35 | 83 |
| 5 Dec | 248.79 | 1.3 | -0.30 | 40.25 | 46 | 2 | 48 |
| 4 Dec | 245.16 | 1.6 | 0.00 | 39.02 | 85 | 12 | 46 |
| 3 Dec | 246.87 | 1.6 | -0.60 | 39.21 | 48 | 23 | 37 |
| 2 Dec | 243.30 | 2.2 | -0.45 | 39.45 | 30 | 8 | 19 |
| 29 Nov | 242.14 | 2.65 | -13.15 | 39.58 | 17 | 9 | 9 |
| 28 Nov | 249.02 | 15.8 | 0.00 | 12.69 | 0 | 0 | 0 |
| 27 Nov | 246.29 | 15.8 | 0.00 | 11.49 | 0 | 0 | 0 |
| 26 Nov | 249.95 | 15.8 | 0.00 | 12.06 | 0 | 0 | 0 |
| 25 Nov | 251.37 | 15.8 | 0.00 | 12.90 | 0 | 0 | 0 |
| 22 Nov | 256.85 | 15.8 | 0.00 | 13.53 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 15.8 | 0.00 | 11.15 | 0 | 0 | 0 |
| 20 Nov | 240.31 | 15.8 | 0.00 | 7.39 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 15.8 | 0.00 | 7.39 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 15.8 | 0.00 | 7.26 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 15.8 | 0.00 | 2.47 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 15.8 | 0.00 | 5.30 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 15.8 | 0.00 | 6.65 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 15.8 | 0.00 | 6.67 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 15.8 | 0.00 | 8.42 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 15.8 | 5.25 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 222.5 expiring on 26DEC2024
Delta for 222.5 PE is -0.78
Historical price for 222.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 7.9, which was 3.60 higher than the previous day. The implied volatity was 30.95, the open interest changed by 5 which increased total open position to 84
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 4.3, which was 1.30 higher than the previous day. The implied volatity was 27.75, the open interest changed by -1 which decreased total open position to 79
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 38.47, the open interest changed by -4 which decreased total open position to 81
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 2.55, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -32 which decreased total open position to 0
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 26.16, the open interest changed by -31 which decreased total open position to 86
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 2.75, which was 1.80 higher than the previous day. The implied volatity was 36.19, the open interest changed by 24 which increased total open position to 109
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 44.15, the open interest changed by 7 which increased total open position to 84
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 41.78, the open interest changed by -6 which decreased total open position to 78
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 45.25, the open interest changed by 0 which decreased total open position to 85
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 39.06, the open interest changed by 35 which increased total open position to 83
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 40.25, the open interest changed by 2 which increased total open position to 48
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 39.02, the open interest changed by 12 which increased total open position to 46
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 39.21, the open interest changed by 23 which increased total open position to 37
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 39.45, the open interest changed by 8 which increased total open position to 19
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 2.65, which was -13.15 lower than the previous day. The implied volatity was 39.58, the open interest changed by 9 which increased total open position to 9
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 12.69, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 11.49, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 12.06, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 12.90, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 13.53, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 11.15, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.26, 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 15.8, 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 15.8, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 2.47, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 15.8, which was 0.00 lower than the previous day. The implied volatity was 8.42, 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 15.8, which was lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
