NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.08
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 14.25 | 6.45 | 38.59 | 531 | 13 | 575 | |||
| 20 Nov | 240.31 | 7.8 | 0.00 | 33.22 | 766 | -71 | 569 | |||
| 19 Nov | 240.31 | 7.8 | 0.00 | 33.22 | 766 | -64 | 569 | |||
| 18 Nov | 239.93 | 7.8 | 6.25 | 33.79 | 6,787 | -157 | 631 | |||
| 14 Nov | 219.87 | 1.55 | -0.45 | 35.54 | 3,507 | 306 | 796 | |||
| 13 Nov | 219.69 | 2 | -1.90 | 38.15 | 784 | -31 | 489 | |||
| 12 Nov | 225.91 | 3.9 | -3.70 | 38.47 | 1,219 | 122 | 522 | |||
| 11 Nov | 232.67 | 7.6 | -3.60 | 37.49 | 1,107 | 76 | 406 | |||
| 8 Nov | 238.89 | 11.2 | -0.60 | 38.86 | 773 | -45 | 330 | |||
| 7 Nov | 238.63 | 11.8 | -4.10 | 39.91 | 608 | 45 | 374 | |||
| 6 Nov | 244.98 | 15.9 | 4.40 | 38.74 | 1,888 | -4 | 329 | |||
| 5 Nov | 235.03 | 11.5 | 1.70 | 47.22 | 2,125 | 93 | 336 | |||
| 4 Nov | 230.82 | 9.8 | 0.40 | 46.79 | 733 | 111 | 242 | |||
| 1 Nov | 229.15 | 9.4 | 0.25 | 46.03 | 90 | -10 | 118 | |||
| 31 Oct | 227.32 | 9.15 | 0.10 | - | 467 | 11 | 129 | |||
| 30 Oct | 227.12 | 9.05 | -0.95 | - | 297 | 27 | 117 | |||
| 29 Oct | 228.25 | 10 | 1.95 | - | 78 | -2 | 89 | |||
| 28 Oct | 223.79 | 8.05 | 0.40 | - | 55 | -2 | 92 | |||
| 25 Oct | 218.87 | 7.65 | -2.45 | - | 62 | 18 | 94 | |||
| 24 Oct | 226.35 | 10.1 | 0.10 | - | 73 | 34 | 76 | |||
| 23 Oct | 224.01 | 10 | 2.10 | - | 24 | 15 | 42 | |||
| 22 Oct | 220.47 | 7.9 | -0.20 | - | 39 | 1 | 27 | |||
| 21 Oct | 230.00 | 8.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 8.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 8.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 8.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 8.1 | 0.00 | - | 0 | 9 | 0 | |||
| 14 Oct | 226.56 | 8.1 | 1.10 | - | 24 | 9 | 26 | |||
| 11 Oct | 222.92 | 7 | 2.00 | - | 5 | 1 | 16 | |||
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| 10 Oct | 212.72 | 5 | 0.00 | - | 1 | 0 | 15 | |||
| 9 Oct | 214.28 | 5 | -0.35 | - | 2 | 0 | 14 | |||
| 8 Oct | 212.79 | 5.35 | -1.45 | - | 10 | 1 | 14 | |||
| 7 Oct | 214.89 | 6.8 | -0.60 | - | 4 | -1 | 11 | |||
| 4 Oct | 220.35 | 7.4 | 0.10 | - | 5 | 0 | 13 | |||
| 3 Oct | 222.55 | 7.3 | -2.10 | - | 6 | 3 | 14 | |||
| 1 Oct | 224.23 | 9.4 | - | 31 | 11 | 11 | ||||
For National Aluminium Co Ltd - strike price 235 expiring on 28NOV2024
Delta for 235 CE is 0.85
Historical price for 235 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 14.25, which was 6.45 higher than the previous day. The implied volatity was 38.59, the open interest changed by 13 which increased total open position to 575
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 33.22, the open interest changed by -71 which decreased total open position to 569
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 33.22, the open interest changed by -64 which decreased total open position to 569
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 7.8, which was 6.25 higher than the previous day. The implied volatity was 33.79, the open interest changed by -157 which decreased total open position to 631
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 35.54, the open interest changed by 306 which increased total open position to 796
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 2, which was -1.90 lower than the previous day. The implied volatity was 38.15, the open interest changed by -31 which decreased total open position to 489
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 3.9, which was -3.70 lower than the previous day. The implied volatity was 38.47, the open interest changed by 122 which increased total open position to 522
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 7.6, which was -3.60 lower than the previous day. The implied volatity was 37.49, the open interest changed by 76 which increased total open position to 406
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 11.2, which was -0.60 lower than the previous day. The implied volatity was 38.86, the open interest changed by -45 which decreased total open position to 330
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 11.8, which was -4.10 lower than the previous day. The implied volatity was 39.91, the open interest changed by 45 which increased total open position to 374
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 15.9, which was 4.40 higher than the previous day. The implied volatity was 38.74, the open interest changed by -4 which decreased total open position to 329
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 11.5, which was 1.70 higher than the previous day. The implied volatity was 47.22, the open interest changed by 93 which increased total open position to 336
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 9.8, which was 0.40 higher than the previous day. The implied volatity was 46.79, the open interest changed by 111 which increased total open position to 242
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 9.4, which was 0.25 higher than the previous day. The implied volatity was 46.03, the open interest changed by -10 which decreased total open position to 118
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 9.15, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 9.05, 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 10, which was 1.95 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 8.05, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 7.65, which was -2.45 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 10.1, 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 10, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 7.9, which was -0.20 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 8.1, 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 8.1, 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 8.1, 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 8.1, 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 8.1, 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 8.1, which was 1.10 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 7, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 5, 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 5, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 5.35, which was -1.45 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 6.8, which was -0.60 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 7.4, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 7.3, which was -2.10 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 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.09
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 1.6 | -2.15 | 45.41 | 3,394 | 214 | 1,350 |
| 20 Nov | 240.31 | 3.75 | 0.00 | 39.77 | 3,502 | 87 | 1,156 |
| 19 Nov | 240.31 | 3.75 | -0.05 | 39.77 | 3,502 | 107 | 1,156 |
| 18 Nov | 239.93 | 3.8 | -12.40 | 36.84 | 7,986 | 864 | 1,031 |
| 14 Nov | 219.87 | 16.2 | -1.65 | 37.63 | 183 | -26 | 179 |
| 13 Nov | 219.69 | 17.85 | 3.15 | 47.59 | 61 | -29 | 206 |
| 12 Nov | 225.91 | 14.7 | 5.55 | 51.55 | 329 | -17 | 252 |
| 11 Nov | 232.67 | 9.15 | 1.45 | 45.69 | 858 | -107 | 262 |
| 8 Nov | 238.89 | 7.7 | -0.25 | 45.06 | 1,473 | 74 | 364 |
| 7 Nov | 238.63 | 7.95 | 1.75 | 45.61 | 757 | 82 | 291 |
| 6 Nov | 244.98 | 6.2 | -4.55 | 46.87 | 890 | 80 | 209 |
| 5 Nov | 235.03 | 10.75 | -3.20 | 47.76 | 255 | 88 | 129 |
| 4 Nov | 230.82 | 13.95 | -0.70 | 52.89 | 65 | 10 | 39 |
| 1 Nov | 229.15 | 14.65 | -1.35 | 49.59 | 3 | 0 | 29 |
| 31 Oct | 227.32 | 16 | 0.50 | - | 30 | 5 | 27 |
| 30 Oct | 227.12 | 15.5 | -0.10 | - | 29 | 19 | 21 |
| 29 Oct | 228.25 | 15.6 | -1.65 | - | 9 | 0 | 2 |
| 28 Oct | 223.79 | 17.25 | -20.55 | - | 3 | 2 | 2 |
| 25 Oct | 218.87 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 37.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 37.8 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 235 expiring on 28NOV2024
Delta for 235 PE is -0.18
Historical price for 235 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.6, which was -2.15 lower than the previous day. The implied volatity was 45.41, the open interest changed by 214 which increased total open position to 1350
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 39.77, the open interest changed by 87 which increased total open position to 1156
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 39.77, the open interest changed by 107 which increased total open position to 1156
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 3.8, which was -12.40 lower than the previous day. The implied volatity was 36.84, the open interest changed by 864 which increased total open position to 1031
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 16.2, which was -1.65 lower than the previous day. The implied volatity was 37.63, the open interest changed by -26 which decreased total open position to 179
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 17.85, which was 3.15 higher than the previous day. The implied volatity was 47.59, the open interest changed by -29 which decreased total open position to 206
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 14.7, which was 5.55 higher than the previous day. The implied volatity was 51.55, the open interest changed by -17 which decreased total open position to 252
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 9.15, which was 1.45 higher than the previous day. The implied volatity was 45.69, the open interest changed by -107 which decreased total open position to 262
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 7.7, which was -0.25 lower than the previous day. The implied volatity was 45.06, the open interest changed by 74 which increased total open position to 364
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 7.95, which was 1.75 higher than the previous day. The implied volatity was 45.61, the open interest changed by 82 which increased total open position to 291
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 6.2, which was -4.55 lower than the previous day. The implied volatity was 46.87, the open interest changed by 80 which increased total open position to 209
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 10.75, which was -3.20 lower than the previous day. The implied volatity was 47.76, the open interest changed by 88 which increased total open position to 129
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 13.95, which was -0.70 lower than the previous day. The implied volatity was 52.89, the open interest changed by 10 which increased total open position to 39
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 14.65, which was -1.35 lower than the previous day. The implied volatity was 49.59, the open interest changed by 0 which decreased total open position to 29
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 16, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 15.5, which was -0.10 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 15.6, which was -1.65 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 17.25, which was -20.55 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 37.8, 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 37.8, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 37.8, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 37.8, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 37.8, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 37.8, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 37.8, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 37.8, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 37.8, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 37.8, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 37.8, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 37.8, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 37.8, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 37.8, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 37.8, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 37.8, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 37.8, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 37.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
