NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 222.5 CE | ||||||||||
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Delta: 0.90
Vega: 0.06
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 26.85 | 7.40 | 65.00 | 6 | -2 | 174 | |||
| 20 Nov | 240.31 | 19.45 | 0.00 | 54.30 | 11 | -6 | 178 | |||
| 19 Nov | 240.31 | 19.45 | 1.60 | 54.30 | 11 | -4 | 178 | |||
| 18 Nov | 239.93 | 17.85 | 12.95 | 38.83 | 364 | -97 | 182 | |||
| 14 Nov | 219.87 | 4.9 | -0.60 | 33.78 | 1,811 | 187 | 285 | |||
| 13 Nov | 219.69 | 5.5 | -3.60 | 36.40 | 353 | 47 | 98 | |||
| 12 Nov | 225.91 | 9.1 | -5.00 | 37.18 | 74 | 18 | 50 | |||
| 11 Nov | 232.67 | 14.1 | -5.35 | 29.55 | 7 | 0 | 33 | |||
| 8 Nov | 238.89 | 19.45 | -0.05 | 37.44 | 6 | 0 | 32 | |||
| 7 Nov | 238.63 | 19.5 | -5.60 | 35.40 | 7 | -4 | 33 | |||
| 6 Nov | 244.98 | 25.1 | 5.95 | 36.06 | 28 | -9 | 37 | |||
| 5 Nov | 235.03 | 19.15 | 2.50 | 49.48 | 36 | 18 | 44 | |||
| 4 Nov | 230.82 | 16.65 | 1.70 | 48.20 | 62 | 16 | 23 | |||
| 1 Nov | 229.15 | 14.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 227.32 | 14.95 | -0.95 | - | 41 | 4 | 8 | |||
| 30 Oct | 227.12 | 15.9 | 2.95 | - | 9 | -3 | 0 | |||
| 29 Oct | 228.25 | 12.95 | 0.75 | - | 4 | 3 | 3 | |||
| 28 Oct | 223.79 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 226.35 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 226.56 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 214.28 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 212.79 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 210.29 | 12.2 | 12.20 | - | 0 | 0 | 0 | |||
| 27 Sept | 207.04 | 0 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 CE is 0.90
Historical price for 222.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 26.85, which was 7.40 higher than the previous day. The implied volatity was 65.00, the open interest changed by -2 which decreased total open position to 174
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 54.30, the open interest changed by -6 which decreased total open position to 178
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 19.45, which was 1.60 higher than the previous day. The implied volatity was 54.30, the open interest changed by -4 which decreased total open position to 178
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 17.85, which was 12.95 higher than the previous day. The implied volatity was 38.83, the open interest changed by -97 which decreased total open position to 182
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 33.78, the open interest changed by 187 which increased total open position to 285
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 5.5, which was -3.60 lower than the previous day. The implied volatity was 36.40, the open interest changed by 47 which increased total open position to 98
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 9.1, which was -5.00 lower than the previous day. The implied volatity was 37.18, the open interest changed by 18 which increased total open position to 50
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 14.1, which was -5.35 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 33
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 19.45, which was -0.05 lower than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 32
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 19.5, which was -5.60 lower than the previous day. The implied volatity was 35.40, the open interest changed by -4 which decreased total open position to 33
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 25.1, which was 5.95 higher than the previous day. The implied volatity was 36.06, the open interest changed by -9 which decreased total open position to 37
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 19.15, which was 2.50 higher than the previous day. The implied volatity was 49.48, the open interest changed by 18 which increased total open position to 44
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 16.65, which was 1.70 higher than the previous day. The implied volatity was 48.20, the open interest changed by 16 which increased total open position to 23
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 14.95, 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 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 14.95, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 15.9, which was 2.95 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 12.95, which was 0.75 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 12.2, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 12.2, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 12.2, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 12.2, 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 12.2, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 12.2, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 12.2, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 12.2, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 12.2, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 12.2, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 12.2, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 12.2, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 12.2, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 12.2, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 12.2, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 12.2, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 12.2, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 12.2, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 12.2, 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 30 Sept NATIONALUM was trading at 210.29. The strike last trading price was 12.2, which was 12.20 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 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 222.5 PE | |||||||
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Delta: -0.07
Vega: 0.04
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 0.55 | -0.70 | 53.85 | 184 | 0 | 118 |
| 20 Nov | 240.31 | 1.25 | 0.00 | 45.79 | 497 | -32 | 119 |
| 19 Nov | 240.31 | 1.25 | -0.05 | 45.79 | 497 | -31 | 119 |
| 18 Nov | 239.93 | 1.3 | -6.20 | 43.20 | 985 | 48 | 154 |
| 14 Nov | 219.87 | 7.5 | -2.10 | 37.59 | 1,136 | 59 | 109 |
| 13 Nov | 219.69 | 9.6 | 2.40 | 47.76 | 233 | -10 | 52 |
| 12 Nov | 225.91 | 7.2 | 2.95 | 48.47 | 140 | 11 | 65 |
| 11 Nov | 232.67 | 4.25 | 0.75 | 46.91 | 72 | 3 | 56 |
| 8 Nov | 238.89 | 3.5 | -0.40 | 45.73 | 105 | -14 | 52 |
| 7 Nov | 238.63 | 3.9 | 0.95 | 47.30 | 133 | -22 | 66 |
| 6 Nov | 244.98 | 2.95 | -3.10 | 48.23 | 135 | 11 | 91 |
| 5 Nov | 235.03 | 6.05 | -2.00 | 50.45 | 99 | 35 | 86 |
| 4 Nov | 230.82 | 8.05 | 0.05 | 53.28 | 150 | 43 | 49 |
| 1 Nov | 229.15 | 8 | -1.65 | 47.76 | 1 | 0 | 6 |
| 31 Oct | 227.32 | 9.65 | 0.70 | - | 47 | 4 | 7 |
| 30 Oct | 227.12 | 8.95 | -1.55 | - | 4 | 1 | 1 |
| 29 Oct | 228.25 | 10.5 | 0.00 | - | 0 | -1 | 0 |
| 28 Oct | 223.79 | 10.5 | 0.15 | - | 1 | 1 | 1 |
| 25 Oct | 218.87 | 10.35 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 226.35 | 10.35 | -18.55 | - | 1 | 0 | 0 |
| 23 Oct | 224.01 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 210.29 | 28.9 | 28.90 | - | 0 | 0 | 0 |
| 27 Sept | 207.04 | 0 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 PE is -0.07
Historical price for 222.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 53.85, the open interest changed by 0 which decreased total open position to 118
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 45.79, the open interest changed by -32 which decreased total open position to 119
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 45.79, the open interest changed by -31 which decreased total open position to 119
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 1.3, which was -6.20 lower than the previous day. The implied volatity was 43.20, the open interest changed by 48 which increased total open position to 154
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 7.5, which was -2.10 lower than the previous day. The implied volatity was 37.59, the open interest changed by 59 which increased total open position to 109
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 9.6, which was 2.40 higher than the previous day. The implied volatity was 47.76, the open interest changed by -10 which decreased total open position to 52
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 7.2, which was 2.95 higher than the previous day. The implied volatity was 48.47, the open interest changed by 11 which increased total open position to 65
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 4.25, which was 0.75 higher than the previous day. The implied volatity was 46.91, the open interest changed by 3 which increased total open position to 56
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 45.73, the open interest changed by -14 which decreased total open position to 52
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 3.9, which was 0.95 higher than the previous day. The implied volatity was 47.30, the open interest changed by -22 which decreased total open position to 66
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 2.95, which was -3.10 lower than the previous day. The implied volatity was 48.23, the open interest changed by 11 which increased total open position to 91
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 6.05, which was -2.00 lower than the previous day. The implied volatity was 50.45, the open interest changed by 35 which increased total open position to 86
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 53.28, the open interest changed by 43 which increased total open position to 49
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 8, which was -1.65 lower than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 6
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 9.65, which was 0.70 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 8.95, which was -1.55 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 10.5, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 10.5, which was 0.15 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 10.35, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 10.35, which was -18.55 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 28.9, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 28.9, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 28.9, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 28.9, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 28.9, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 28.9, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 28.9, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 28.9, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 28.9, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 28.9, 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 28.9, 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 28.9, 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 28.9, 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 28.9, 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 28.9, 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 28.9, 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 30 Sept NATIONALUM was trading at 210.29. The strike last trading price was 28.9, which was 28.90 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
