NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 227.5 CE | ||||||||||
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Delta: 0.80
Vega: 0.10
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 24.15 | 8.85 | 82.18 | 10 | -1 | 159 | |||
| 20 Nov | 240.31 | 15.3 | 0.00 | 51.33 | 50 | -17 | 161 | |||
| 19 Nov | 240.31 | 15.3 | 1.95 | 51.33 | 50 | -16 | 161 | |||
| 18 Nov | 239.93 | 13.35 | 10.15 | 35.25 | 833 | -111 | 179 | |||
| 14 Nov | 219.87 | 3.2 | -0.45 | 34.67 | 2,343 | 192 | 303 | |||
| 13 Nov | 219.69 | 3.65 | -3.05 | 36.54 | 359 | -3 | 114 | |||
| 12 Nov | 225.91 | 6.7 | -5.10 | 38.13 | 246 | 32 | 122 | |||
| 11 Nov | 232.67 | 11.8 | -6.90 | 37.40 | 16 | 2 | 90 | |||
| 8 Nov | 238.89 | 18.7 | 2.20 | 53.15 | 9 | 2 | 88 | |||
| 7 Nov | 238.63 | 16.5 | -4.70 | 39.73 | 98 | -27 | 85 | |||
| 6 Nov | 244.98 | 21.2 | 5.45 | 37.74 | 297 | 57 | 111 | |||
| 5 Nov | 235.03 | 15.75 | 2.10 | 48.14 | 158 | 2 | 54 | |||
| 4 Nov | 230.82 | 13.65 | 0.95 | 47.62 | 136 | 6 | 52 | |||
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| 1 Nov | 229.15 | 12.7 | 0.20 | 44.91 | 18 | 0 | 46 | |||
| 31 Oct | 227.32 | 12.5 | 0.05 | - | 146 | 34 | 47 | |||
| 30 Oct | 227.12 | 12.45 | -1.10 | - | 18 | 5 | 12 | |||
| 29 Oct | 228.25 | 13.55 | 0.75 | - | 8 | 1 | 2 | |||
| 28 Oct | 223.79 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 12.8 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 226.35 | 12.8 | 2.10 | - | 1 | 0 | 0 | |||
| 23 Oct | 224.01 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 226.56 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 214.28 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 212.79 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 10.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 10.7 | 10.70 | - | 0 | 0 | 0 | |||
| 30 Sept | 210.29 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 207.04 | 0 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 227.5 expiring on 28NOV2024
Delta for 227.5 CE is 0.80
Historical price for 227.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 24.15, which was 8.85 higher than the previous day. The implied volatity was 82.18, the open interest changed by -1 which decreased total open position to 159
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 51.33, the open interest changed by -17 which decreased total open position to 161
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 15.3, which was 1.95 higher than the previous day. The implied volatity was 51.33, the open interest changed by -16 which decreased total open position to 161
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 13.35, which was 10.15 higher than the previous day. The implied volatity was 35.25, the open interest changed by -111 which decreased total open position to 179
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 34.67, the open interest changed by 192 which increased total open position to 303
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 3.65, which was -3.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by -3 which decreased total open position to 114
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 6.7, which was -5.10 lower than the previous day. The implied volatity was 38.13, the open interest changed by 32 which increased total open position to 122
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 11.8, which was -6.90 lower than the previous day. The implied volatity was 37.40, the open interest changed by 2 which increased total open position to 90
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 18.7, which was 2.20 higher than the previous day. The implied volatity was 53.15, the open interest changed by 2 which increased total open position to 88
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 16.5, which was -4.70 lower than the previous day. The implied volatity was 39.73, the open interest changed by -27 which decreased total open position to 85
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 21.2, which was 5.45 higher than the previous day. The implied volatity was 37.74, the open interest changed by 57 which increased total open position to 111
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 15.75, which was 2.10 higher than the previous day. The implied volatity was 48.14, the open interest changed by 2 which increased total open position to 54
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 13.65, which was 0.95 higher than the previous day. The implied volatity was 47.62, the open interest changed by 6 which increased total open position to 52
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 12.7, which was 0.20 higher than the previous day. The implied volatity was 44.91, the open interest changed by 0 which decreased total open position to 46
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 12.5, which was 0.05 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 12.45, which was -1.10 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 13.55, 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 12.8, 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 12.8, 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 12.8, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, 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 10.7, which was 10.70 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 0, 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 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 227.5 PE | |||||||
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Delta: -0.11
Vega: 0.06
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 0.95 | -0.95 | 52.26 | 1,003 | 4 | 260 |
| 20 Nov | 240.31 | 1.9 | 0.00 | 42.78 | 996 | 14 | 263 |
| 19 Nov | 240.31 | 1.9 | -0.10 | 42.78 | 996 | 21 | 263 |
| 18 Nov | 239.93 | 2 | -8.60 | 40.55 | 1,646 | 132 | 242 |
| 14 Nov | 219.87 | 10.6 | -2.20 | 37.64 | 632 | 29 | 111 |
| 13 Nov | 219.69 | 12.8 | 2.60 | 48.92 | 128 | -27 | 84 |
| 12 Nov | 225.91 | 10.2 | 3.85 | 51.33 | 234 | 26 | 112 |
| 11 Nov | 232.67 | 6.35 | 1.65 | 48.79 | 91 | -3 | 88 |
| 8 Nov | 238.89 | 4.7 | -0.60 | 44.37 | 120 | -10 | 90 |
| 7 Nov | 238.63 | 5.3 | 1.30 | 46.77 | 213 | 6 | 100 |
| 6 Nov | 244.98 | 4 | -3.55 | 47.48 | 207 | 21 | 93 |
| 5 Nov | 235.03 | 7.55 | -2.60 | 48.73 | 147 | 20 | 71 |
| 4 Nov | 230.82 | 10.15 | -1.50 | 53.02 | 168 | 25 | 52 |
| 1 Nov | 229.15 | 11.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 227.32 | 11.65 | 0.20 | - | 54 | 3 | 28 |
| 30 Oct | 227.12 | 11.45 | -0.30 | - | 30 | 17 | 23 |
| 29 Oct | 228.25 | 11.75 | -1.05 | - | 1 | 0 | 6 |
| 28 Oct | 223.79 | 12.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 12.8 | 0.00 | - | 0 | 5 | 0 |
| 24 Oct | 226.35 | 12.8 | 0.10 | - | 6 | 5 | 6 |
| 23 Oct | 224.01 | 12.7 | -19.65 | - | 1 | 0 | 0 |
| 22 Oct | 220.47 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 32.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 32.35 | 32.35 | - | 0 | 0 | 0 |
| 30 Sept | 210.29 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 207.04 | 0 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 227.5 expiring on 28NOV2024
Delta for 227.5 PE is -0.11
Historical price for 227.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 52.26, the open interest changed by 4 which increased total open position to 260
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 42.78, the open interest changed by 14 which increased total open position to 263
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 42.78, the open interest changed by 21 which increased total open position to 263
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 2, which was -8.60 lower than the previous day. The implied volatity was 40.55, the open interest changed by 132 which increased total open position to 242
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 10.6, which was -2.20 lower than the previous day. The implied volatity was 37.64, the open interest changed by 29 which increased total open position to 111
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 12.8, which was 2.60 higher than the previous day. The implied volatity was 48.92, the open interest changed by -27 which decreased total open position to 84
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 10.2, which was 3.85 higher than the previous day. The implied volatity was 51.33, the open interest changed by 26 which increased total open position to 112
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 6.35, which was 1.65 higher than the previous day. The implied volatity was 48.79, the open interest changed by -3 which decreased total open position to 88
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 4.7, which was -0.60 lower than the previous day. The implied volatity was 44.37, the open interest changed by -10 which decreased total open position to 90
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 5.3, which was 1.30 higher than the previous day. The implied volatity was 46.77, the open interest changed by 6 which increased total open position to 100
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 4, which was -3.55 lower than the previous day. The implied volatity was 47.48, the open interest changed by 21 which increased total open position to 93
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 7.55, which was -2.60 lower than the previous day. The implied volatity was 48.73, the open interest changed by 20 which increased total open position to 71
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 10.15, which was -1.50 lower than the previous day. The implied volatity was 53.02, the open interest changed by 25 which increased total open position to 52
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 11.65, which was 0.20 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 11.45, which was -0.30 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 11.75, which was -1.05 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 12.8, 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 12.8, 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 12.8, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 12.7, which was -19.65 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 32.35, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 32.35, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 32.35, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 32.35, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 32.35, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 32.35, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 32.35, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 32.35, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 32.35, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 32.35, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 32.35, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 32.35, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 32.35, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 32.35, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 32.35, which was 32.35 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
