NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
14 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 225 CE | ||||||||||
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Delta: 0.40
Vega: 0.17
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 219.87 | 4.05 | -0.30 | 34.67 | 5,849 | 555 | 878 | |||
| 13 Nov | 219.69 | 4.35 | -3.45 | 35.57 | 902 | 128 | 322 | |||
| 12 Nov | 225.91 | 7.8 | -5.45 | 37.50 | 637 | 53 | 190 | |||
| 11 Nov | 232.67 | 13.25 | -4.75 | 36.14 | 157 | 9 | 142 | |||
| 8 Nov | 238.89 | 18 | -0.20 | 40.25 | 38 | -5 | 133 | |||
| 7 Nov | 238.63 | 18.2 | -5.00 | 39.24 | 133 | -1 | 142 | |||
| 6 Nov | 244.98 | 23.2 | 5.90 | 37.65 | 562 | -79 | 154 | |||
| 5 Nov | 235.03 | 17.3 | 2.45 | 48.28 | 441 | -1 | 234 | |||
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| 4 Nov | 230.82 | 14.85 | 0.80 | 46.76 | 399 | 12 | 236 | |||
| 1 Nov | 229.15 | 14.05 | 0.20 | 44.96 | 37 | 2 | 223 | |||
| 31 Oct | 227.32 | 13.85 | -0.10 | - | 866 | 85 | 233 | |||
| 30 Oct | 227.12 | 13.95 | -0.65 | - | 141 | 0 | 147 | |||
| 29 Oct | 228.25 | 14.6 | 2.10 | - | 275 | 45 | 143 | |||
| 28 Oct | 223.79 | 12.5 | 2.00 | - | 129 | 20 | 98 | |||
| 25 Oct | 218.87 | 10.5 | -3.90 | - | 164 | 6 | 78 | |||
| 24 Oct | 226.35 | 14.4 | 1.40 | - | 96 | 39 | 72 | |||
| 23 Oct | 224.01 | 13 | 1.05 | - | 41 | 18 | 32 | |||
| 22 Oct | 220.47 | 11.95 | -0.20 | - | 14 | 5 | 12 | |||
| 21 Oct | 230.00 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 12.15 | 0.00 | - | 0 | 2 | 0 | |||
| 14 Oct | 226.56 | 12.15 | 2.15 | - | 6 | 3 | 8 | |||
| 11 Oct | 222.92 | 10 | 2.45 | - | 3 | 0 | 4 | |||
| 10 Oct | 212.72 | 7.55 | 0.10 | - | 2 | -1 | 4 | |||
| 9 Oct | 214.28 | 7.45 | -1.55 | - | 2 | 0 | 6 | |||
| 8 Oct | 212.79 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 9 | -4.00 | - | 2 | 0 | 6 | |||
| 3 Oct | 222.55 | 13 | -0.20 | - | 8 | -1 | 6 | |||
| 1 Oct | 224.23 | 13.2 | 1.75 | - | 10 | 5 | 5 | |||
| 30 Sept | 210.29 | 11.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 207.04 | 11.45 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 225 expiring on 28NOV2024
Delta for 225 CE is 0.40
Historical price for 225 CE is as follows
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 4.05, which was -0.30 lower than the previous day. The implied volatity was 34.67, the open interest changed by 555 which increased total open position to 878
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 4.35, which was -3.45 lower than the previous day. The implied volatity was 35.57, the open interest changed by 128 which increased total open position to 322
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 7.8, which was -5.45 lower than the previous day. The implied volatity was 37.50, the open interest changed by 53 which increased total open position to 190
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 13.25, which was -4.75 lower than the previous day. The implied volatity was 36.14, the open interest changed by 9 which increased total open position to 142
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 18, which was -0.20 lower than the previous day. The implied volatity was 40.25, the open interest changed by -5 which decreased total open position to 133
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 18.2, which was -5.00 lower than the previous day. The implied volatity was 39.24, the open interest changed by -1 which decreased total open position to 142
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 23.2, which was 5.90 higher than the previous day. The implied volatity was 37.65, the open interest changed by -79 which decreased total open position to 154
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 17.3, which was 2.45 higher than the previous day. The implied volatity was 48.28, the open interest changed by -1 which decreased total open position to 234
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 14.85, which was 0.80 higher than the previous day. The implied volatity was 46.76, the open interest changed by 12 which increased total open position to 236
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 14.05, which was 0.20 higher than the previous day. The implied volatity was 44.96, the open interest changed by 2 which increased total open position to 223
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 13.85, which was -0.10 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 13.95, which was -0.65 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 14.6, which was 2.10 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 12.5, which was 2.00 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 10.5, which was -3.90 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 14.4, 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 13, which was 1.05 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 11.95, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, which was 2.15 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 10, which was 2.45 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 7.55, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 7.45, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 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 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 9, which was -4.00 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 13, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 13.2, which was 1.75 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 11.45, 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 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.17
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 219.87 | 9.05 | -2.15 | 38.04 | 3,505 | 186 | 534 |
| 13 Nov | 219.69 | 11.2 | 2.40 | 48.64 | 1,026 | -13 | 347 |
| 12 Nov | 225.91 | 8.8 | 3.80 | 50.73 | 1,441 | 109 | 358 |
| 11 Nov | 232.67 | 5 | 0.80 | 46.51 | 518 | -31 | 247 |
| 8 Nov | 238.89 | 4.2 | -0.25 | 45.81 | 605 | 36 | 277 |
| 7 Nov | 238.63 | 4.45 | 0.85 | 46.45 | 380 | -43 | 241 |
| 6 Nov | 244.98 | 3.6 | -3.20 | 48.77 | 711 | 28 | 286 |
| 5 Nov | 235.03 | 6.8 | -2.30 | 49.76 | 617 | -22 | 257 |
| 4 Nov | 230.82 | 9.1 | -0.50 | 53.32 | 597 | 49 | 280 |
| 1 Nov | 229.15 | 9.6 | -1.15 | 49.96 | 53 | 10 | 231 |
| 31 Oct | 227.32 | 10.75 | 0.50 | - | 351 | 5 | 222 |
| 30 Oct | 227.12 | 10.25 | -0.20 | - | 187 | 68 | 204 |
| 29 Oct | 228.25 | 10.45 | -2.55 | - | 86 | 29 | 134 |
| 28 Oct | 223.79 | 13 | -3.80 | - | 93 | 39 | 97 |
| 25 Oct | 218.87 | 16.8 | 4.80 | - | 10 | 0 | 58 |
| 24 Oct | 226.35 | 12 | -1.65 | - | 61 | 48 | 57 |
| 23 Oct | 224.01 | 13.65 | -0.45 | - | 13 | 3 | 8 |
| 22 Oct | 220.47 | 14.1 | -16.50 | - | 5 | 4 | 4 |
| 21 Oct | 230.00 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 210.29 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 207.04 | 30.6 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 225 expiring on 28NOV2024
Delta for 225 PE is -0.59
Historical price for 225 PE is as follows
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 9.05, which was -2.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by 186 which increased total open position to 534
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 11.2, which was 2.40 higher than the previous day. The implied volatity was 48.64, the open interest changed by -13 which decreased total open position to 347
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 8.8, which was 3.80 higher than the previous day. The implied volatity was 50.73, the open interest changed by 109 which increased total open position to 358
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 5, which was 0.80 higher than the previous day. The implied volatity was 46.51, the open interest changed by -31 which decreased total open position to 247
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 4.2, which was -0.25 lower than the previous day. The implied volatity was 45.81, the open interest changed by 36 which increased total open position to 277
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 4.45, which was 0.85 higher than the previous day. The implied volatity was 46.45, the open interest changed by -43 which decreased total open position to 241
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 3.6, which was -3.20 lower than the previous day. The implied volatity was 48.77, the open interest changed by 28 which increased total open position to 286
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 6.8, which was -2.30 lower than the previous day. The implied volatity was 49.76, the open interest changed by -22 which decreased total open position to 257
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 9.1, which was -0.50 lower than the previous day. The implied volatity was 53.32, the open interest changed by 49 which increased total open position to 280
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 9.6, which was -1.15 lower than the previous day. The implied volatity was 49.96, the open interest changed by 10 which increased total open position to 231
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 10.75, which was 0.50 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 10.25, 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 10.45, which was -2.55 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 13, which was -3.80 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 16.8, which was 4.80 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 12, which was -1.65 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 13.65, which was -0.45 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 14.1, which was -16.50 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, 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 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
