NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 232.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.01
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 15.75 | 6.10 | 20.54 | 26 | 0 | 223 | |||
| 20 Nov | 240.31 | 9.65 | 0.00 | 34.40 | 104 | -9 | 223 | |||
| 19 Nov | 240.31 | 9.65 | 0.15 | 34.40 | 104 | -9 | 223 | |||
| 18 Nov | 239.93 | 9.5 | 7.50 | 34.25 | 1,994 | 57 | 233 | |||
| 14 Nov | 219.87 | 2 | -0.50 | 35.32 | 1,731 | 36 | 176 | |||
| 13 Nov | 219.69 | 2.5 | -2.35 | 37.95 | 310 | -19 | 141 | |||
| 12 Nov | 225.91 | 4.85 | -4.15 | 39.14 | 537 | 40 | 168 | |||
| 11 Nov | 232.67 | 9 | -3.85 | 38.12 | 213 | 34 | 130 | |||
| 8 Nov | 238.89 | 12.85 | -0.25 | 39.70 | 46 | 3 | 97 | |||
| 7 Nov | 238.63 | 13.1 | -4.40 | 39.09 | 82 | -14 | 95 | |||
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| 6 Nov | 244.98 | 17.5 | 4.75 | 38.09 | 441 | 24 | 110 | |||
| 5 Nov | 235.03 | 12.75 | 1.50 | 47.18 | 339 | 32 | 87 | |||
| 4 Nov | 230.82 | 11.25 | 0.75 | 48.14 | 190 | 39 | 55 | |||
| 1 Nov | 229.15 | 10.5 | 0.50 | 45.76 | 2 | 0 | 17 | |||
| 31 Oct | 227.32 | 10 | -0.45 | - | 40 | 10 | 20 | |||
| 30 Oct | 227.12 | 10.45 | 2.10 | - | 23 | 8 | 9 | |||
| 29 Oct | 228.25 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 8.35 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 218.87 | 8.35 | -0.35 | - | 2 | 1 | 1 | |||
| 24 Oct | 226.35 | 8.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 8.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 8.7 | -0.65 | - | 2 | 1 | 1 | |||
| 21 Oct | 230.00 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 226.56 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 214.28 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 212.79 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 9.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 9.35 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 232.5 expiring on 28NOV2024
Delta for 232.5 CE is 0.99
Historical price for 232.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 15.75, which was 6.10 higher than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 223
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 34.40, the open interest changed by -9 which decreased total open position to 223
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9.65, which was 0.15 higher than the previous day. The implied volatity was 34.40, the open interest changed by -9 which decreased total open position to 223
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 9.5, which was 7.50 higher than the previous day. The implied volatity was 34.25, the open interest changed by 57 which increased total open position to 233
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 35.32, the open interest changed by 36 which increased total open position to 176
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 2.5, which was -2.35 lower than the previous day. The implied volatity was 37.95, the open interest changed by -19 which decreased total open position to 141
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 4.85, which was -4.15 lower than the previous day. The implied volatity was 39.14, the open interest changed by 40 which increased total open position to 168
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 9, which was -3.85 lower than the previous day. The implied volatity was 38.12, the open interest changed by 34 which increased total open position to 130
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 12.85, which was -0.25 lower than the previous day. The implied volatity was 39.70, the open interest changed by 3 which increased total open position to 97
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 13.1, which was -4.40 lower than the previous day. The implied volatity was 39.09, the open interest changed by -14 which decreased total open position to 95
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 17.5, which was 4.75 higher than the previous day. The implied volatity was 38.09, the open interest changed by 24 which increased total open position to 110
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 12.75, which was 1.50 higher than the previous day. The implied volatity was 47.18, the open interest changed by 32 which increased total open position to 87
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 11.25, which was 0.75 higher than the previous day. The implied volatity was 48.14, the open interest changed by 39 which increased total open position to 55
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 10.5, which was 0.50 higher than the previous day. The implied volatity was 45.76, the open interest changed by 0 which decreased total open position to 17
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 10, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 10.45, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 8.35, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 8.35, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 8.35, which was -0.35 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 8.7, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 8.7, 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 8.7, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.08
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 1.25 | -1.75 | 46.61 | 1,192 | 49 | 439 |
| 20 Nov | 240.31 | 3 | 0.00 | 40.69 | 1,473 | -33 | 396 |
| 19 Nov | 240.31 | 3 | -0.05 | 40.69 | 1,473 | -27 | 396 |
| 18 Nov | 239.93 | 3.05 | -11.10 | 37.86 | 3,371 | 239 | 411 |
| 14 Nov | 219.87 | 14.15 | -2.35 | 37.12 | 144 | -12 | 172 |
| 13 Nov | 219.69 | 16.5 | 3.65 | 50.79 | 63 | -6 | 184 |
| 12 Nov | 225.91 | 12.85 | 5.00 | 50.10 | 594 | 33 | 208 |
| 11 Nov | 232.67 | 7.85 | 1.30 | 45.37 | 617 | 98 | 176 |
| 8 Nov | 238.89 | 6.55 | -0.50 | 44.60 | 437 | 22 | 77 |
| 7 Nov | 238.63 | 7.05 | 1.65 | 46.32 | 260 | -4 | 56 |
| 6 Nov | 244.98 | 5.4 | -4.55 | 47.12 | 428 | 13 | 61 |
| 5 Nov | 235.03 | 9.95 | -2.70 | 49.60 | 153 | 25 | 49 |
| 4 Nov | 230.82 | 12.65 | -4.50 | 53.12 | 80 | 9 | 24 |
| 1 Nov | 229.15 | 17.15 | 0.00 | 0.00 | 0 | 9 | 0 |
| 31 Oct | 227.32 | 17.15 | 3.50 | - | 18 | 8 | 14 |
| 30 Oct | 227.12 | 13.65 | -22.25 | - | 7 | 5 | 5 |
| 29 Oct | 228.25 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 35.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 35.9 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 232.5 expiring on 28NOV2024
Delta for 232.5 PE is -0.15
Historical price for 232.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.25, which was -1.75 lower than the previous day. The implied volatity was 46.61, the open interest changed by 49 which increased total open position to 439
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 40.69, the open interest changed by -33 which decreased total open position to 396
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 40.69, the open interest changed by -27 which decreased total open position to 396
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 3.05, which was -11.10 lower than the previous day. The implied volatity was 37.86, the open interest changed by 239 which increased total open position to 411
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 14.15, which was -2.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by -12 which decreased total open position to 172
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 16.5, which was 3.65 higher than the previous day. The implied volatity was 50.79, the open interest changed by -6 which decreased total open position to 184
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 12.85, which was 5.00 higher than the previous day. The implied volatity was 50.10, the open interest changed by 33 which increased total open position to 208
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 7.85, which was 1.30 higher than the previous day. The implied volatity was 45.37, the open interest changed by 98 which increased total open position to 176
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 6.55, which was -0.50 lower than the previous day. The implied volatity was 44.60, the open interest changed by 22 which increased total open position to 77
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 7.05, which was 1.65 higher than the previous day. The implied volatity was 46.32, the open interest changed by -4 which decreased total open position to 56
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 5.4, which was -4.55 lower than the previous day. The implied volatity was 47.12, the open interest changed by 13 which increased total open position to 61
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 9.95, which was -2.70 lower than the previous day. The implied volatity was 49.60, the open interest changed by 25 which increased total open position to 49
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 12.65, which was -4.50 lower than the previous day. The implied volatity was 53.12, the open interest changed by 9 which increased total open position to 24
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 17.15, 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 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 17.15, which was 3.50 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 13.65, which was -22.25 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 35.9, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 35.9, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 35.9, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 35.9, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 35.9, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 35.9, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 35.9, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 35.9, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 35.9, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 35.9, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 35.9, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 35.9, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 35.9, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 35.9, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 35.9, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 35.9, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 35.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
