NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 230 CE | ||||||||||
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Delta: 0.93
Vega: 0.05
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 18.65 | 7.20 | 38.41 | 501 | -118 | 695 | |||
| 20 Nov | 240.31 | 11.45 | 0.00 | 36.57 | 793 | -70 | 812 | |||
| 19 Nov | 240.31 | 11.45 | 0.00 | 36.57 | 793 | -71 | 812 | |||
| 18 Nov | 239.93 | 11.45 | 8.95 | 35.50 | 5,875 | -863 | 883 | |||
| 14 Nov | 219.87 | 2.5 | -0.45 | 35.10 | 11,658 | 815 | 1,747 | |||
| 13 Nov | 219.69 | 2.95 | -2.75 | 36.77 | 1,968 | 121 | 939 | |||
| 12 Nov | 225.91 | 5.7 | -4.70 | 38.57 | 2,380 | 166 | 823 | |||
| 11 Nov | 232.67 | 10.4 | -3.80 | 38.11 | 680 | 7 | 661 | |||
| 8 Nov | 238.89 | 14.2 | -0.45 | 38.53 | 675 | -14 | 654 | |||
| 7 Nov | 238.63 | 14.65 | -4.80 | 38.91 | 264 | 15 | 668 | |||
| 6 Nov | 244.98 | 19.45 | 5.30 | 38.75 | 2,035 | -140 | 655 | |||
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| 5 Nov | 235.03 | 14.15 | 1.90 | 47.13 | 3,051 | -42 | 796 | |||
| 4 Nov | 230.82 | 12.25 | 0.80 | 47.22 | 1,808 | 190 | 842 | |||
| 1 Nov | 229.15 | 11.45 | 0.05 | 45.34 | 303 | 4 | 651 | |||
| 31 Oct | 227.32 | 11.4 | 0.05 | - | 1,277 | 87 | 651 | |||
| 30 Oct | 227.12 | 11.35 | -0.90 | - | 1,087 | 108 | 569 | |||
| 29 Oct | 228.25 | 12.25 | 1.80 | - | 510 | 32 | 460 | |||
| 28 Oct | 223.79 | 10.45 | 2.00 | - | 328 | 6 | 428 | |||
| 25 Oct | 218.87 | 8.45 | -3.25 | - | 439 | 58 | 422 | |||
| 24 Oct | 226.35 | 11.7 | 0.50 | - | 516 | 185 | 363 | |||
| 23 Oct | 224.01 | 11.2 | 1.55 | - | 140 | 31 | 178 | |||
| 22 Oct | 220.47 | 9.65 | -1.35 | - | 210 | 88 | 147 | |||
| 21 Oct | 230.00 | 11 | 0.00 | - | 0 | -23 | 0 | |||
| 18 Oct | 232.12 | 11 | 1.00 | - | 23 | -15 | 67 | |||
| 17 Oct | 225.17 | 10 | 3.00 | - | 1 | 0 | 83 | |||
| 16 Oct | 217.31 | 7 | 0.00 | - | 3 | -2 | 84 | |||
| 15 Oct | 219.02 | 7 | -3.00 | - | 2 | -1 | 87 | |||
| 14 Oct | 226.56 | 10 | 0.75 | - | 98 | 17 | 88 | |||
| 11 Oct | 222.92 | 9.25 | 3.35 | - | 39 | 9 | 70 | |||
| 10 Oct | 212.72 | 5.9 | 0.25 | - | 37 | -4 | 60 | |||
| 9 Oct | 214.28 | 5.65 | -1.20 | - | 14 | 5 | 64 | |||
| 8 Oct | 212.79 | 6.85 | -0.45 | - | 43 | -1 | 58 | |||
| 7 Oct | 214.89 | 7.3 | -2.25 | - | 34 | 5 | 59 | |||
| 4 Oct | 220.35 | 9.55 | -0.25 | - | 11 | 3 | 55 | |||
| 3 Oct | 222.55 | 9.8 | -1.30 | - | 28 | -10 | 51 | |||
| 1 Oct | 224.23 | 11.1 | 5.15 | - | 84 | 13 | 60 | |||
| 30 Sept | 210.29 | 5.95 | 0.40 | - | 21 | 8 | 51 | |||
| 27 Sept | 207.04 | 5.55 | - | 29 | 23 | 43 | ||||
For National Aluminium Co Ltd - strike price 230 expiring on 28NOV2024
Delta for 230 CE is 0.93
Historical price for 230 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 18.65, which was 7.20 higher than the previous day. The implied volatity was 38.41, the open interest changed by -118 which decreased total open position to 695
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 36.57, the open interest changed by -70 which decreased total open position to 812
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 36.57, the open interest changed by -71 which decreased total open position to 812
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 11.45, which was 8.95 higher than the previous day. The implied volatity was 35.50, the open interest changed by -863 which decreased total open position to 883
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 35.10, the open interest changed by 815 which increased total open position to 1747
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 2.95, which was -2.75 lower than the previous day. The implied volatity was 36.77, the open interest changed by 121 which increased total open position to 939
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 5.7, which was -4.70 lower than the previous day. The implied volatity was 38.57, the open interest changed by 166 which increased total open position to 823
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 10.4, which was -3.80 lower than the previous day. The implied volatity was 38.11, the open interest changed by 7 which increased total open position to 661
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 14.2, which was -0.45 lower than the previous day. The implied volatity was 38.53, the open interest changed by -14 which decreased total open position to 654
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 14.65, which was -4.80 lower than the previous day. The implied volatity was 38.91, the open interest changed by 15 which increased total open position to 668
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 19.45, which was 5.30 higher than the previous day. The implied volatity was 38.75, the open interest changed by -140 which decreased total open position to 655
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 14.15, which was 1.90 higher than the previous day. The implied volatity was 47.13, the open interest changed by -42 which decreased total open position to 796
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 12.25, which was 0.80 higher than the previous day. The implied volatity was 47.22, the open interest changed by 190 which increased total open position to 842
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 11.45, which was 0.05 higher than the previous day. The implied volatity was 45.34, the open interest changed by 4 which increased total open position to 651
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 11.4, 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 11.35, which was -0.90 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 12.25, which was 1.80 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 10.45, 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 8.45, which was -3.25 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 11.7, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 11.2, which was 1.55 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 9.65, which was -1.35 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 11, 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 11, which was 1.00 higher 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, which was 3.00 higher 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 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 7, which was -3.00 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, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 9.25, which was 3.35 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 5.9, which was 0.25 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 5.65, which was -1.20 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 6.85, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 7.3, which was -2.25 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 9.55, which was -0.25 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 9.8, which was -1.30 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 11.1, which was 5.15 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 5.95, which was 0.40 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 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 230 PE | |||||||
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Delta: -0.12
Vega: 0.07
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 1 | -1.45 | 48.20 | 5,504 | 244 | 1,470 |
| 20 Nov | 240.31 | 2.45 | 0.00 | 41.96 | 4,529 | 49 | 1,217 |
| 19 Nov | 240.31 | 2.45 | 0.00 | 41.96 | 4,529 | 40 | 1,217 |
| 18 Nov | 239.93 | 2.45 | -9.95 | 39.03 | 10,163 | 729 | 1,185 |
| 14 Nov | 219.87 | 12.4 | -2.20 | 37.98 | 1,657 | 88 | 478 |
| 13 Nov | 219.69 | 14.6 | 3.10 | 49.80 | 690 | -108 | 388 |
| 12 Nov | 225.91 | 11.5 | 4.80 | 50.85 | 2,284 | -149 | 508 |
| 11 Nov | 232.67 | 6.7 | 1.05 | 45.24 | 1,618 | 94 | 661 |
| 8 Nov | 238.89 | 5.65 | -0.30 | 44.86 | 1,292 | -15 | 567 |
| 7 Nov | 238.63 | 5.95 | 1.35 | 45.67 | 1,254 | 35 | 583 |
| 6 Nov | 244.98 | 4.6 | -3.85 | 46.98 | 2,260 | 163 | 545 |
| 5 Nov | 235.03 | 8.45 | -2.75 | 48.21 | 1,088 | 67 | 391 |
| 4 Nov | 230.82 | 11.2 | -0.65 | 52.38 | 495 | 124 | 324 |
| 1 Nov | 229.15 | 11.85 | -1.15 | 48.93 | 81 | 12 | 199 |
| 31 Oct | 227.32 | 13 | 0.75 | - | 155 | -36 | 189 |
| 30 Oct | 227.12 | 12.25 | -0.95 | - | 235 | 71 | 225 |
| 29 Oct | 228.25 | 13.2 | -2.15 | - | 67 | 17 | 154 |
| 28 Oct | 223.79 | 15.35 | -5.85 | - | 46 | 34 | 138 |
| 25 Oct | 218.87 | 21.2 | 6.70 | - | 23 | 7 | 104 |
| 24 Oct | 226.35 | 14.5 | -0.75 | - | 90 | 77 | 96 |
| 23 Oct | 224.01 | 15.25 | 0.25 | - | 14 | 10 | 19 |
| 22 Oct | 220.47 | 15 | 1.15 | - | 12 | 8 | 10 |
| 21 Oct | 230.00 | 13.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 13.85 | 0.00 | - | 0 | 0 | 2 |
| 17 Oct | 225.17 | 13.85 | 0.00 | - | 0 | 0 | 2 |
| 16 Oct | 217.31 | 13.85 | 0.00 | - | 2 | 0 | 2 |
| 15 Oct | 219.02 | 13.85 | 0.00 | - | 2 | 0 | 2 |
| 14 Oct | 226.56 | 13.85 | -36.75 | - | 2 | 1 | 1 |
| 11 Oct | 222.92 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 210.29 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 207.04 | 50.6 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 230 expiring on 28NOV2024
Delta for 230 PE is -0.12
Historical price for 230 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 48.20, the open interest changed by 244 which increased total open position to 1470
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 41.96, the open interest changed by 49 which increased total open position to 1217
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 41.96, the open interest changed by 40 which increased total open position to 1217
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 2.45, which was -9.95 lower than the previous day. The implied volatity was 39.03, the open interest changed by 729 which increased total open position to 1185
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 12.4, which was -2.20 lower than the previous day. The implied volatity was 37.98, the open interest changed by 88 which increased total open position to 478
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 14.6, which was 3.10 higher than the previous day. The implied volatity was 49.80, the open interest changed by -108 which decreased total open position to 388
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 11.5, which was 4.80 higher than the previous day. The implied volatity was 50.85, the open interest changed by -149 which decreased total open position to 508
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 6.7, which was 1.05 higher than the previous day. The implied volatity was 45.24, the open interest changed by 94 which increased total open position to 661
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 5.65, which was -0.30 lower than the previous day. The implied volatity was 44.86, the open interest changed by -15 which decreased total open position to 567
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 5.95, which was 1.35 higher than the previous day. The implied volatity was 45.67, the open interest changed by 35 which increased total open position to 583
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 4.6, which was -3.85 lower than the previous day. The implied volatity was 46.98, the open interest changed by 163 which increased total open position to 545
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 8.45, which was -2.75 lower than the previous day. The implied volatity was 48.21, the open interest changed by 67 which increased total open position to 391
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 11.2, which was -0.65 lower than the previous day. The implied volatity was 52.38, the open interest changed by 124 which increased total open position to 324
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 48.93, the open interest changed by 12 which increased total open position to 199
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 13, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 12.25, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 13.2, which was -2.15 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 15.35, which was -5.85 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 21.2, which was 6.70 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 14.5, which was -0.75 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 15.25, which was 0.25 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 15, which was 1.15 higher 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 13.85, 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 13.85, 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 13.85, 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 13.85, 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 13.85, 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 13.85, which was -36.75 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, 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 50.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
