NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 227.5 CE | ||||||||||
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Delta: 0.13
Vega: 0.06
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 0.6 | -1.85 | 35.62 | 929 | 48 | 109 | |||
| 19 Dec | 220.87 | 2.45 | 0.25 | 41.34 | 10 | 4 | 61 | |||
| 18 Dec | 226.88 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 226.63 | 2.2 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 16 Dec | 219.91 | 2.2 | -3.50 | 33.44 | 5 | 0 | 62 | |||
| 13 Dec | 226.46 | 5.7 | -3.30 | 34.71 | 9 | -8 | 63 | |||
| 12 Dec | 230.78 | 9 | -11.90 | 36.45 | 361 | 64 | 71 | |||
| 11 Dec | 249.53 | 20.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 250.21 | 20.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 250.56 | 20.9 | -2.45 | - | 2 | 1 | 7 | |||
| 6 Dec | 248.26 | 23.35 | 2.50 | 38.31 | 1 | 0 | 7 | |||
| 5 Dec | 248.79 | 20.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 245.16 | 20.85 | 1.05 | 34.35 | 2 | 0 | 6 | |||
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| 3 Dec | 246.87 | 19.8 | -0.60 | - | 6 | -1 | 6 | |||
| 2 Dec | 243.30 | 20.4 | 0.20 | 40.09 | 2 | 0 | 8 | |||
| 29 Nov | 242.14 | 20.2 | 11.05 | 38.08 | 20 | 7 | 7 | |||
| 28 Nov | 249.02 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 246.29 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 249.95 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 256.85 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 248.21 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 240.31 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 9.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 9.15 | -11.50 | 38.47 | 2 | 1 | 1 | |||
| 13 Nov | 219.69 | 20.65 | 0.00 | 2.36 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 20.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 20.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 20.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 20.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 20.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 20.65 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 CE is 0.13
Historical price for 227.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.6, which was -1.85 lower than the previous day. The implied volatity was 35.62, the open interest changed by 48 which increased total open position to 109
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 41.34, the open interest changed by 4 which increased total open position to 61
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 2.2, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 2.2, which was -3.50 lower than the previous day. The implied volatity was 33.44, the open interest changed by 0 which decreased total open position to 62
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 5.7, which was -3.30 lower than the previous day. The implied volatity was 34.71, the open interest changed by -8 which decreased total open position to 63
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 9, which was -11.90 lower than the previous day. The implied volatity was 36.45, the open interest changed by 64 which increased total open position to 71
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 20.9, 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 20.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 20.9, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 23.35, which was 2.50 higher than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 7
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 20.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 20.85, which was 1.05 higher than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 6
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 19.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 20.4, which was 0.20 higher than the previous day. The implied volatity was 40.09, the open interest changed by 0 which decreased total open position to 8
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 20.2, which was 11.05 higher than the previous day. The implied volatity was 38.08, the open interest changed by 7 which increased total open position to 7
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 9.15, 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 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 9.15, 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 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 9.15, 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 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 9.15, 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 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 9.15, 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 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 9.15, 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 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9.15, 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 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9.15, 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 Nov NATIONALUM was trading at 239.93. The strike last trading price was 9.15, 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 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 9.15, which was -11.50 lower than the previous day. The implied volatity was 38.47, the open interest changed by 1 which increased total open position to 1
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.05
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 12.35 | 4.55 | 34.23 | 131 | 7 | 132 |
| 19 Dec | 220.87 | 7.8 | 3.90 | 28.28 | 4 | -3 | 126 |
| 18 Dec | 226.88 | 3.9 | -1.10 | 29.08 | 1 | 0 | 130 |
| 17 Dec | 226.63 | 5 | -2.50 | 32.85 | 5 | -4 | 131 |
| 16 Dec | 219.91 | 7.5 | 2.95 | 17.90 | 3 | -2 | 136 |
| 13 Dec | 226.46 | 4.55 | 0.10 | 24.98 | 56 | -54 | 139 |
| 12 Dec | 230.78 | 4.45 | 3.00 | 36.05 | 1,646 | 60 | 191 |
| 11 Dec | 249.53 | 1.45 | 0.20 | 42.83 | 109 | -1 | 132 |
| 10 Dec | 250.21 | 1.25 | -0.20 | 40.59 | 88 | 18 | 140 |
| 9 Dec | 250.56 | 1.45 | -0.30 | 43.76 | 193 | 5 | 118 |
| 6 Dec | 248.26 | 1.75 | -0.25 | 38.64 | 188 | 16 | 117 |
| 5 Dec | 248.79 | 2 | -0.50 | 39.80 | 90 | -4 | 104 |
| 4 Dec | 245.16 | 2.5 | 0.00 | 39.01 | 98 | -3 | 106 |
| 3 Dec | 246.87 | 2.5 | -0.75 | 39.34 | 251 | 49 | 111 |
| 2 Dec | 243.30 | 3.25 | -0.45 | 39.23 | 146 | 20 | 64 |
| 29 Nov | 242.14 | 3.7 | -0.50 | 38.91 | 76 | 33 | 43 |
| 28 Nov | 249.02 | 4.2 | -1.55 | 48.73 | 2 | 1 | 10 |
| 27 Nov | 246.29 | 5.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 249.95 | 5.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 251.37 | 5.75 | 0.00 | 0.00 | 0 | 0 | 9 |
| 22 Nov | 256.85 | 5.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 5.75 | 0.00 | 0.00 | 0 | 9 | 0 |
| 20 Nov | 240.31 | 5.75 | 0.00 | 38.49 | 9 | 9 | 6 |
| 19 Nov | 240.31 | 5.75 | -12.55 | 38.49 | 9 | 6 | 6 |
| 18 Nov | 239.93 | 18.3 | 0.00 | 5.43 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 18.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 18.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 18.3 | 0.00 | 0.35 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 18.3 | 0.00 | 3.50 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 18.3 | 0.00 | 4.90 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 18.3 | 0.00 | 5.02 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 18.3 | 0.00 | 6.89 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 18.3 | 3.56 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 PE is -0.88
Historical price for 227.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 12.35, which was 4.55 higher than the previous day. The implied volatity was 34.23, the open interest changed by 7 which increased total open position to 132
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 7.8, which was 3.90 higher than the previous day. The implied volatity was 28.28, the open interest changed by -3 which decreased total open position to 126
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 29.08, the open interest changed by 0 which decreased total open position to 130
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 5, which was -2.50 lower than the previous day. The implied volatity was 32.85, the open interest changed by -4 which decreased total open position to 131
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 7.5, which was 2.95 higher than the previous day. The implied volatity was 17.90, the open interest changed by -2 which decreased total open position to 136
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 4.55, which was 0.10 higher than the previous day. The implied volatity was 24.98, the open interest changed by -54 which decreased total open position to 139
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 4.45, which was 3.00 higher than the previous day. The implied volatity was 36.05, the open interest changed by 60 which increased total open position to 191
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 42.83, the open interest changed by -1 which decreased total open position to 132
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 40.59, the open interest changed by 18 which increased total open position to 140
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 43.76, the open interest changed by 5 which increased total open position to 118
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 38.64, the open interest changed by 16 which increased total open position to 117
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 39.80, the open interest changed by -4 which decreased total open position to 104
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 39.01, the open interest changed by -3 which decreased total open position to 106
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 2.5, which was -0.75 lower than the previous day. The implied volatity was 39.34, the open interest changed by 49 which increased total open position to 111
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 39.23, the open interest changed by 20 which increased total open position to 64
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 3.7, which was -0.50 lower than the previous day. The implied volatity was 38.91, the open interest changed by 33 which increased total open position to 43
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 4.2, which was -1.55 lower than the previous day. The implied volatity was 48.73, the open interest changed by 1 which increased total open position to 10
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 5.75, 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 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 5.75, 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 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 5.75, 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 9
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 5.75, 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 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 38.49, the open interest changed by 9 which increased total open position to 6
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.75, which was -12.55 lower than the previous day. The implied volatity was 38.49, the open interest changed by 6 which increased total open position to 6
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 18.3, 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 18.3, 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 18.3, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 18.3, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 18.3, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 18.3, which was 0.00 lower than the previous day. The implied volatity was 5.02, 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 18.3, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 18.3, which was lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
