NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 232.5 CE | ||||||||||
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Delta: 0.07
Vega: 0.04
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 0.3 | -0.80 | 38.33 | 756 | 3 | 170 | |||
| 19 Dec | 220.87 | 1.1 | -1.15 | 38.74 | 21 | -13 | 167 | |||
| 18 Dec | 226.88 | 2.25 | -1.20 | 31.67 | 4 | -3 | 181 | |||
| 17 Dec | 226.63 | 3.45 | 1.60 | 40.73 | 18 | -17 | 185 | |||
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| 16 Dec | 219.91 | 1.85 | -1.60 | 41.41 | 22 | -20 | 204 | |||
| 13 Dec | 226.46 | 3.45 | -2.95 | 33.72 | 106 | -103 | 227 | |||
| 12 Dec | 230.78 | 6.4 | -13.25 | 36.78 | 1,413 | 278 | 319 | |||
| 11 Dec | 249.53 | 19.65 | 0.20 | 41.73 | 16 | 1 | 41 | |||
| 10 Dec | 250.21 | 19.45 | -3.15 | 32.99 | 3 | 1 | 40 | |||
| 9 Dec | 250.56 | 22.6 | 3.40 | 41.84 | 34 | 26 | 40 | |||
| 6 Dec | 248.26 | 19.2 | -0.35 | 37.34 | 18 | -1 | 13 | |||
| 5 Dec | 248.79 | 19.55 | 3.10 | 37.29 | 22 | 3 | 13 | |||
| 4 Dec | 245.16 | 16.45 | -2.20 | 31.06 | 5 | 1 | 10 | |||
| 3 Dec | 246.87 | 18.65 | 3.00 | 38.31 | 10 | -1 | 10 | |||
| 2 Dec | 243.30 | 15.65 | -1.15 | 34.20 | 3 | -2 | 11 | |||
| 29 Nov | 242.14 | 16.8 | -1.90 | 38.44 | 23 | 11 | 12 | |||
| 28 Nov | 249.02 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 246.29 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 249.95 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 18.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 22 Nov | 256.85 | 18.7 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 21 Nov | 248.21 | 18.7 | 0.30 | 20.27 | 1 | 0 | 0 | |||
| 20 Nov | 240.31 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 18.4 | 0.00 | 4.09 | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 18.4 | 0.00 | 4.02 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 18.4 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 18.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 18.4 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 232.5 expiring on 26DEC2024
Delta for 232.5 CE is 0.07
Historical price for 232.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.3, which was -0.80 lower than the previous day. The implied volatity was 38.33, the open interest changed by 3 which increased total open position to 170
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was 38.74, the open interest changed by -13 which decreased total open position to 167
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 2.25, which was -1.20 lower than the previous day. The implied volatity was 31.67, the open interest changed by -3 which decreased total open position to 181
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 3.45, which was 1.60 higher than the previous day. The implied volatity was 40.73, the open interest changed by -17 which decreased total open position to 185
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 1.85, which was -1.60 lower than the previous day. The implied volatity was 41.41, the open interest changed by -20 which decreased total open position to 204
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 3.45, which was -2.95 lower than the previous day. The implied volatity was 33.72, the open interest changed by -103 which decreased total open position to 227
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 6.4, which was -13.25 lower than the previous day. The implied volatity was 36.78, the open interest changed by 278 which increased total open position to 319
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 19.65, which was 0.20 higher than the previous day. The implied volatity was 41.73, the open interest changed by 1 which increased total open position to 41
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 19.45, which was -3.15 lower than the previous day. The implied volatity was 32.99, the open interest changed by 1 which increased total open position to 40
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 22.6, which was 3.40 higher than the previous day. The implied volatity was 41.84, the open interest changed by 26 which increased total open position to 40
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 19.2, which was -0.35 lower than the previous day. The implied volatity was 37.34, the open interest changed by -1 which decreased total open position to 13
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 19.55, which was 3.10 higher than the previous day. The implied volatity was 37.29, the open interest changed by 3 which increased total open position to 13
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 16.45, which was -2.20 lower than the previous day. The implied volatity was 31.06, the open interest changed by 1 which increased total open position to 10
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 18.65, which was 3.00 higher than the previous day. The implied volatity was 38.31, the open interest changed by -1 which decreased total open position to 10
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 15.65, which was -1.15 lower than the previous day. The implied volatity was 34.20, the open interest changed by -2 which decreased total open position to 11
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 16.8, which was -1.90 lower than the previous day. The implied volatity was 38.44, the open interest changed by 11 which increased total open position to 12
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 18.7, 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 18.7, 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 18.7, 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 18.7, 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 1
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 18.7, 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 1
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 18.7, which was 0.30 higher than the previous day. The implied volatity was 20.27, 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 18.4, 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 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 18.4, 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 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 18.4, 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 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 18.4, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 18.4, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 18.4, 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 18.4, 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 18.4, 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 18.4, 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 18.4, 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 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 16.65 | 4.55 | - | 77 | -5 | 101 |
| 19 Dec | 220.87 | 12.1 | 3.85 | 29.14 | 3 | -2 | 106 |
| 18 Dec | 226.88 | 8.25 | 0.00 | 0.00 | 0 | -6 | 0 |
| 17 Dec | 226.63 | 8.25 | -4.75 | 34.28 | 6 | -5 | 109 |
| 16 Dec | 219.91 | 13 | 3.15 | 29.81 | 6 | -4 | 116 |
| 13 Dec | 226.46 | 9.85 | 3.05 | 38.95 | 35 | -32 | 123 |
| 12 Dec | 230.78 | 6.8 | 4.50 | 36.23 | 1,890 | -19 | 161 |
| 11 Dec | 249.53 | 2.3 | 0.30 | 42.50 | 216 | 41 | 181 |
| 10 Dec | 250.21 | 2 | -0.15 | 40.10 | 119 | 35 | 139 |
| 9 Dec | 250.56 | 2.15 | -0.55 | 42.81 | 159 | 29 | 105 |
| 6 Dec | 248.26 | 2.7 | -0.25 | 38.38 | 212 | 12 | 77 |
| 5 Dec | 248.79 | 2.95 | -0.65 | 39.25 | 100 | -11 | 68 |
| 4 Dec | 245.16 | 3.6 | 0.05 | 38.33 | 106 | -4 | 81 |
| 3 Dec | 246.87 | 3.55 | -1.00 | 38.57 | 191 | 7 | 86 |
| 2 Dec | 243.30 | 4.55 | -0.50 | 38.63 | 106 | 10 | 84 |
| 29 Nov | 242.14 | 5.05 | -0.45 | 38.24 | 210 | 56 | 74 |
| 28 Nov | 249.02 | 5.5 | -1.00 | 48.46 | 110 | 17 | 18 |
| 27 Nov | 246.29 | 6.5 | -14.50 | 48.61 | 1 | 0 | 0 |
| 26 Nov | 249.95 | 21 | 0.00 | 8.22 | 0 | 0 | 0 |
| 25 Nov | 251.37 | 21 | 0.00 | 9.27 | 0 | 0 | 0 |
| 22 Nov | 256.85 | 21 | 0.00 | 10.20 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 21 | 0.00 | 6.87 | 0 | 0 | 0 |
| 20 Nov | 240.31 | 21 | 0.00 | 3.59 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 21 | 0.00 | 3.59 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 21 | 0.00 | 3.50 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 21 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 21 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 21 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.67 | 21 | 0.00 | 1.82 | 0 | 0 | 0 |
| 8 Nov | 238.89 | 21 | 0.00 | 3.26 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 21 | 0.00 | 3.32 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 21 | 0.00 | 5.30 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 21 | 2.01 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 232.5 expiring on 26DEC2024
Delta for 232.5 PE is -
Historical price for 232.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 16.65, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 101
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 12.1, which was 3.85 higher than the previous day. The implied volatity was 29.14, the open interest changed by -2 which decreased total open position to 106
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 8.25, which was -4.75 lower than the previous day. The implied volatity was 34.28, the open interest changed by -5 which decreased total open position to 109
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 13, which was 3.15 higher than the previous day. The implied volatity was 29.81, the open interest changed by -4 which decreased total open position to 116
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 9.85, which was 3.05 higher than the previous day. The implied volatity was 38.95, the open interest changed by -32 which decreased total open position to 123
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 6.8, which was 4.50 higher than the previous day. The implied volatity was 36.23, the open interest changed by -19 which decreased total open position to 161
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 42.50, the open interest changed by 41 which increased total open position to 181
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 40.10, the open interest changed by 35 which increased total open position to 139
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 42.81, the open interest changed by 29 which increased total open position to 105
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 38.38, the open interest changed by 12 which increased total open position to 77
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 39.25, the open interest changed by -11 which decreased total open position to 68
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 38.33, the open interest changed by -4 which decreased total open position to 81
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 3.55, which was -1.00 lower than the previous day. The implied volatity was 38.57, the open interest changed by 7 which increased total open position to 86
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 4.55, which was -0.50 lower than the previous day. The implied volatity was 38.63, the open interest changed by 10 which increased total open position to 84
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 38.24, the open interest changed by 56 which increased total open position to 74
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 5.5, which was -1.00 lower than the previous day. The implied volatity was 48.46, the open interest changed by 17 which increased total open position to 18
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 6.5, which was -14.50 lower than the previous day. The implied volatity was 48.61, 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 21, which was 0.00 lower than the previous day. The implied volatity was 8.22, 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 21, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 21, which was 0.00 lower than the previous day. The implied volatity was 10.20, 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 21, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 21, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 21, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 21, 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 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 21, 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 21, 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 21, 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 21, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 21, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 21, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 21, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 21, which was lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
