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[--[65.84.65.76]--]
NATIONALUM
National Aluminium Co Ltd

246.87 3.57 (1.47%)

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Historical option data for NATIONALUM

03 Dec 2024 04:10 PM IST
NATIONALUM 26DEC2024 235 CE
Delta: 0.72
Vega: 0.21
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 246.87 17.15 1.95 39.60 32 -5 41
2 Dec 243.30 15.2 0.10 39.79 22 -3 46
29 Nov 242.14 15.1 -3.70 38.02 67 -11 46
28 Nov 249.02 18.8 2.80 31.02 63 -22 58
27 Nov 246.29 16 -4.80 26.82 125 -41 87
26 Nov 249.95 20.8 0.80 40.98 26 2 131
25 Nov 251.37 20 0.00 0.00 0 57 0
22 Nov 256.85 20 3.85 - 2 0 131
21 Nov 248.21 16.15 3.80 19.50 83 58 132
20 Nov 240.31 12.35 0.00 28.55 22 -1 73
19 Nov 240.31 12.35 0.70 28.55 22 -2 73
18 Nov 239.93 11.65 6.60 26.79 109 45 78
14 Nov 219.87 5.05 -1.35 33.15 24 9 32
13 Nov 219.69 6.4 -1.10 37.81 12 1 22
12 Nov 225.91 7.5 -14.50 33.18 49 10 21
11 Nov 232.67 22 0.00 0.00 0 0 0
8 Nov 238.89 22 1.50 54.86 2 0 11
7 Nov 238.63 20.5 0.00 0.00 0 0 0
6 Nov 244.98 20.5 6.00 36.31 12 0 11
5 Nov 235.03 14.5 2.45 37.21 2 0 11
31 Oct 227.32 12.05 -0.50 - 1 0 11
29 Oct 228.25 12.55 0.00 - 0 0 0
28 Oct 223.79 12.55 0.00 - 0 0 0
25 Oct 218.87 12.55 0.00 - 0 0 0
24 Oct 226.35 12.55 0.00 - 0 0 0
23 Oct 224.01 12.55 0.00 - 0 0 0
22 Oct 220.47 12.55 0.00 - 0 0 0
21 Oct 230.00 12.55 0.00 - 0 0 0
18 Oct 232.12 12.55 12.55 - 0 0 0
17 Oct 225.17 0 0.00 - 0 0 0
16 Oct 217.31 0 0.00 - 0 0 0
15 Oct 219.02 0 0.00 - 0 0 0
14 Oct 226.56 0 0.00 - 0 0 0
11 Oct 222.92 0 0.00 - 0 0 0
10 Oct 212.72 0 0.00 - 0 0 0
9 Oct 214.28 0 0.00 - 0 0 0
8 Oct 212.79 0 0.00 - 0 0 0
7 Oct 214.89 0 0.00 - 0 0 0
4 Oct 220.35 0 0.00 - 0 0 0
3 Oct 222.55 0 0.00 - 0 0 0
1 Oct 224.23 0 0.00 - 0 0 0
30 Sept 210.29 0 - 0 0 0


For National Aluminium Co Ltd - strike price 235 expiring on 26DEC2024

Delta for 235 CE is 0.72

Historical price for 235 CE is as follows

On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 17.15, which was 1.95 higher than the previous day. The implied volatity was 39.60, the open interest changed by -5 which decreased total open position to 41


On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 15.2, which was 0.10 higher than the previous day. The implied volatity was 39.79, the open interest changed by -3 which decreased total open position to 46


On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 15.1, which was -3.70 lower than the previous day. The implied volatity was 38.02, the open interest changed by -11 which decreased total open position to 46


On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 18.8, which was 2.80 higher than the previous day. The implied volatity was 31.02, the open interest changed by -22 which decreased total open position to 58


On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 16, which was -4.80 lower than the previous day. The implied volatity was 26.82, the open interest changed by -41 which decreased total open position to 87


On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 20.8, which was 0.80 higher than the previous day. The implied volatity was 40.98, the open interest changed by 2 which increased total open position to 131


On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 57 which increased total open position to 0


On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 20, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131


On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 16.15, which was 3.80 higher than the previous day. The implied volatity was 19.50, the open interest changed by 58 which increased total open position to 132


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.35, which was 0.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by -1 which decreased total open position to 73


On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.35, which was 0.70 higher than the previous day. The implied volatity was 28.55, the open interest changed by -2 which decreased total open position to 73


On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 11.65, which was 6.60 higher than the previous day. The implied volatity was 26.79, the open interest changed by 45 which increased total open position to 78


On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 5.05, which was -1.35 lower than the previous day. The implied volatity was 33.15, the open interest changed by 9 which increased total open position to 32


On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 6.4, which was -1.10 lower than the previous day. The implied volatity was 37.81, the open interest changed by 1 which increased total open position to 22


On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 7.5, which was -14.50 lower than the previous day. The implied volatity was 33.18, the open interest changed by 10 which increased total open position to 21


On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 22, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 22, which was 1.50 higher than the previous day. The implied volatity was 54.86, the open interest changed by 0 which decreased total open position to 11


On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 20.5, 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 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 20.5, which was 6.00 higher than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 11


On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 14.5, which was 2.45 higher than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 11


On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 12.05, which was -0.50 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, which was 12.55 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 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 16 Oct NATIONALUM was trading at 217.31. 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 15 Oct NATIONALUM was trading at 219.02. 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 14 Oct NATIONALUM was trading at 226.56. 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 11 Oct NATIONALUM was trading at 222.92. 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 10 Oct NATIONALUM was trading at 212.72. 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 9 Oct NATIONALUM was trading at 214.28. 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 8 Oct NATIONALUM was trading at 212.79. 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 7 Oct NATIONALUM was trading at 214.89. 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 4 Oct NATIONALUM was trading at 220.35. 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 3 Oct NATIONALUM was trading at 222.55. 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 1 Oct NATIONALUM was trading at 224.23. 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 30 Sept NATIONALUM was trading at 210.29. 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 26DEC2024 235 PE
Delta: -0.28
Vega: 0.21
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 246.87 4.25 -1.05 38.47 535 4 210
2 Dec 243.30 5.3 -0.60 38.19 275 27 207
29 Nov 242.14 5.9 -0.20 38.11 498 58 180
28 Nov 249.02 6.1 -1.10 47.69 232 -20 122
27 Nov 246.29 7.2 -0.20 47.80 123 53 143
26 Nov 249.95 7.4 -0.25 50.31 126 37 90
25 Nov 251.37 7.65 0.00 0.00 0 20 0
22 Nov 256.85 7.65 0.00 0.00 0 20 0
21 Nov 248.21 7.65 -2.45 46.85 61 15 48
20 Nov 240.31 10.1 0.00 44.08 30 6 32
19 Nov 240.31 10.1 0.35 44.08 30 5 32
18 Nov 239.93 9.75 -6.00 41.65 60 24 25
14 Nov 219.87 15.75 -24.55 25.82 1 0 0
13 Nov 219.69 40.3 0.00 - 0 0 0
12 Nov 225.91 40.3 0.00 - 0 0 0
11 Nov 232.67 40.3 0.00 0.79 0 0 0
8 Nov 238.89 40.3 0.00 2.61 0 0 0
7 Nov 238.63 40.3 0.00 2.69 0 0 0
6 Nov 244.98 40.3 0.00 4.49 0 0 0
5 Nov 235.03 40.3 0.00 1.05 0 0 0
31 Oct 227.32 40.3 40.30 - 0 0 0
29 Oct 228.25 0 0.00 - 0 0 0
28 Oct 223.79 0 0.00 - 0 0 0
25 Oct 218.87 0 0.00 - 0 0 0
24 Oct 226.35 0 0.00 - 0 0 0
23 Oct 224.01 0 0.00 - 0 0 0
22 Oct 220.47 0 0.00 - 0 0 0
21 Oct 230.00 0 0.00 - 0 0 0
18 Oct 232.12 0 0.00 - 0 0 0
17 Oct 225.17 0 0.00 - 0 0 0
16 Oct 217.31 0 0.00 - 0 0 0
15 Oct 219.02 0 0.00 - 0 0 0
14 Oct 226.56 0 0.00 - 0 0 0
11 Oct 222.92 0 0.00 - 0 0 0
10 Oct 212.72 0 0.00 - 0 0 0
9 Oct 214.28 0 0.00 - 0 0 0
8 Oct 212.79 0 0.00 - 0 0 0
7 Oct 214.89 0 0.00 - 0 0 0
4 Oct 220.35 0 0.00 - 0 0 0
3 Oct 222.55 0 0.00 - 0 0 0
1 Oct 224.23 0 0.00 - 0 0 0
30 Sept 210.29 0 - 0 0 0


For National Aluminium Co Ltd - strike price 235 expiring on 26DEC2024

Delta for 235 PE is -0.28

Historical price for 235 PE is as follows

On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 38.47, the open interest changed by 4 which increased total open position to 210


On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 5.3, which was -0.60 lower than the previous day. The implied volatity was 38.19, the open interest changed by 27 which increased total open position to 207


On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 5.9, which was -0.20 lower than the previous day. The implied volatity was 38.11, the open interest changed by 58 which increased total open position to 180


On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 6.1, which was -1.10 lower than the previous day. The implied volatity was 47.69, the open interest changed by -20 which decreased total open position to 122


On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 7.2, which was -0.20 lower than the previous day. The implied volatity was 47.80, the open interest changed by 53 which increased total open position to 143


On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 50.31, the open interest changed by 37 which increased total open position to 90


On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 7.65, which was -2.45 lower than the previous day. The implied volatity was 46.85, the open interest changed by 15 which increased total open position to 48


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 44.08, the open interest changed by 6 which increased total open position to 32


On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 10.1, which was 0.35 higher than the previous day. The implied volatity was 44.08, the open interest changed by 5 which increased total open position to 32


On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 9.75, which was -6.00 lower than the previous day. The implied volatity was 41.65, the open interest changed by 24 which increased total open position to 25


On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 15.75, which was -24.55 lower than the previous day. The implied volatity was 25.82, 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 40.3, 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 40.3, 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 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 40.3, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 40.3, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 40.3, which was 0.00 lower than the previous day. The implied volatity was 2.69, 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 40.3, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 40.3, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 40.3, which was 40.30 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 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 28 Oct NATIONALUM was trading at 223.79. 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 25 Oct NATIONALUM was trading at 218.87. 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 24 Oct NATIONALUM was trading at 226.35. 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 23 Oct NATIONALUM was trading at 224.01. 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 22 Oct NATIONALUM was trading at 220.47. 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 21 Oct NATIONALUM was trading at 230.00. 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 18 Oct NATIONALUM was trading at 232.12. 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 17 Oct NATIONALUM was trading at 225.17. 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 16 Oct NATIONALUM was trading at 217.31. 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 15 Oct NATIONALUM was trading at 219.02. 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 14 Oct NATIONALUM was trading at 226.56. 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 11 Oct NATIONALUM was trading at 222.92. 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 10 Oct NATIONALUM was trading at 212.72. 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 9 Oct NATIONALUM was trading at 214.28. 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 8 Oct NATIONALUM was trading at 212.79. 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 7 Oct NATIONALUM was trading at 214.89. 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 4 Oct NATIONALUM was trading at 220.35. 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 3 Oct NATIONALUM was trading at 222.55. 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 1 Oct NATIONALUM was trading at 224.23. 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 30 Sept NATIONALUM was trading at 210.29. 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