NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 237.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.02
Theta: -0.09
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 0.2 | -0.55 | 42.98 | 337 | -15 | 171 | |||
| 19 Dec | 220.87 | 0.75 | -0.65 | 43.38 | 29 | -23 | 187 | |||
| 18 Dec | 226.88 | 1.4 | -0.10 | 35.05 | 8 | -7 | 210 | |||
|
|
||||||||||
| 17 Dec | 226.63 | 1.5 | 0.45 | 34.23 | 10 | -9 | 218 | |||
| 16 Dec | 219.91 | 1.05 | -1.00 | 40.75 | 12 | -10 | 229 | |||
| 13 Dec | 226.46 | 2.05 | -2.35 | 33.74 | 55 | -53 | 241 | |||
| 12 Dec | 230.78 | 4.4 | -11.30 | 37.18 | 1,736 | 248 | 291 | |||
| 11 Dec | 249.53 | 15.7 | -1.10 | 40.55 | 36 | -18 | 44 | |||
| 10 Dec | 250.21 | 16.8 | -1.35 | 41.98 | 55 | -24 | 62 | |||
| 9 Dec | 250.56 | 18.15 | 2.55 | 38.34 | 80 | 71 | 86 | |||
| 6 Dec | 248.26 | 15.6 | -1.00 | 37.63 | 12 | -2 | 15 | |||
| 5 Dec | 248.79 | 16.6 | 3.35 | 40.76 | 11 | 0 | 17 | |||
| 4 Dec | 245.16 | 13.25 | -1.95 | 33.02 | 7 | -3 | 18 | |||
| 3 Dec | 246.87 | 15.2 | 1.90 | 38.25 | 15 | 4 | 21 | |||
| 2 Dec | 243.30 | 13.3 | -0.20 | 38.19 | 20 | -1 | 16 | |||
| 29 Nov | 242.14 | 13.5 | -2.60 | 37.64 | 55 | 15 | 16 | |||
| 28 Nov | 249.02 | 16.1 | 1.95 | 25.55 | 4 | 2 | 3 | |||
| 27 Nov | 246.29 | 14.15 | -2.20 | 26.75 | 1 | 0 | 0 | |||
| 26 Nov | 249.95 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 251.37 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 256.85 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 248.21 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 240.31 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 219.87 | 16.35 | 0.00 | 5.80 | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 16.35 | 0.00 | 5.70 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 16.35 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 16.35 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 16.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 16.35 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 237.5 expiring on 26DEC2024
Delta for 237.5 CE is 0.04
Historical price for 237.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.2, which was -0.55 lower than the previous day. The implied volatity was 42.98, the open interest changed by -15 which decreased total open position to 171
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 43.38, the open interest changed by -23 which decreased total open position to 187
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 35.05, the open interest changed by -7 which decreased total open position to 210
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 34.23, the open interest changed by -9 which decreased total open position to 218
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 1.05, which was -1.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by -10 which decreased total open position to 229
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 2.05, which was -2.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by -53 which decreased total open position to 241
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 4.4, which was -11.30 lower than the previous day. The implied volatity was 37.18, the open interest changed by 248 which increased total open position to 291
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 15.7, which was -1.10 lower than the previous day. The implied volatity was 40.55, the open interest changed by -18 which decreased total open position to 44
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 16.8, which was -1.35 lower than the previous day. The implied volatity was 41.98, the open interest changed by -24 which decreased total open position to 62
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 18.15, which was 2.55 higher than the previous day. The implied volatity was 38.34, the open interest changed by 71 which increased total open position to 86
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 15.6, which was -1.00 lower than the previous day. The implied volatity was 37.63, the open interest changed by -2 which decreased total open position to 15
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 16.6, which was 3.35 higher than the previous day. The implied volatity was 40.76, the open interest changed by 0 which decreased total open position to 17
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 13.25, which was -1.95 lower than the previous day. The implied volatity was 33.02, the open interest changed by -3 which decreased total open position to 18
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 15.2, which was 1.90 higher than the previous day. The implied volatity was 38.25, the open interest changed by 4 which increased total open position to 21
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 13.3, which was -0.20 lower than the previous day. The implied volatity was 38.19, the open interest changed by -1 which decreased total open position to 16
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 13.5, which was -2.60 lower than the previous day. The implied volatity was 37.64, the open interest changed by 15 which increased total open position to 16
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 16.1, which was 1.95 higher than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 3
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 14.15, which was -2.20 lower than the previous day. The implied volatity was 26.75, 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 16.35, 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 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 16.35, 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 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 16.35, 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 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 16.35, 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 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 16.35, 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 16.35, 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 16.35, 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 16.35, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 16.35, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 16.35, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 16.35, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 16.35, 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 16.35, 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 16.35, 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 16.35, 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 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.02
Theta: -0.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 22 | 7.00 | 42.57 | 56 | 13 | 86 |
| 19 Dec | 220.87 | 15 | 0.00 | - | 1 | 0 | 74 |
| 18 Dec | 226.88 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 226.63 | 15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 219.91 | 15 | 5.05 | - | 1 | 0 | 75 |
| 13 Dec | 226.46 | 9.95 | 0.20 | - | 31 | -23 | 83 |
| 12 Dec | 230.78 | 9.75 | 6.55 | 36.42 | 1,476 | 29 | 113 |
| 11 Dec | 249.53 | 3.2 | 0.20 | 40.38 | 158 | 12 | 84 |
| 10 Dec | 250.21 | 3 | 0.00 | 39.19 | 154 | 8 | 71 |
| 9 Dec | 250.56 | 3 | -0.85 | 41.19 | 172 | 8 | 62 |
| 6 Dec | 248.26 | 3.85 | -0.35 | 37.36 | 199 | 1 | 51 |
| 5 Dec | 248.79 | 4.2 | -1.20 | 38.59 | 147 | -4 | 51 |
| 4 Dec | 245.16 | 5.4 | 0.25 | 39.29 | 103 | 5 | 58 |
| 3 Dec | 246.87 | 5.15 | -1.15 | 38.85 | 71 | 3 | 54 |
| 2 Dec | 243.30 | 6.3 | -0.55 | 38.43 | 35 | 1 | 51 |
| 29 Nov | 242.14 | 6.85 | -0.10 | 38.01 | 178 | 32 | 50 |
| 28 Nov | 249.02 | 6.95 | -1.10 | 47.72 | 31 | 8 | 18 |
| 27 Nov | 246.29 | 8.05 | 0.40 | 47.47 | 11 | 8 | 10 |
| 26 Nov | 249.95 | 7.65 | -1.35 | 47.74 | 1 | 0 | 1 |
| 25 Nov | 251.37 | 9 | 0.00 | 0.00 | 0 | 0 | 1 |
| 22 Nov | 256.85 | 9 | 0.00 | 0.00 | 0 | 0 | 1 |
| 21 Nov | 248.21 | 9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 240.31 | 9 | 0.00 | 36.01 | 2 | 1 | 1 |
| 19 Nov | 240.31 | 9 | -14.85 | 36.01 | 2 | 1 | 1 |
| 18 Nov | 239.93 | 23.85 | 0.00 | 1.68 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.67 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 238.89 | 23.85 | 0.00 | 1.47 | 0 | 0 | 0 |
| 7 Nov | 238.63 | 23.85 | 0.00 | 1.74 | 0 | 0 | 0 |
| 6 Nov | 244.98 | 23.85 | 0.00 | 3.67 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 23.85 | 0.12 | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 237.5 expiring on 26DEC2024
Delta for 237.5 PE is -0.96
Historical price for 237.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 22, which was 7.00 higher than the previous day. The implied volatity was 42.57, the open interest changed by 13 which increased total open position to 86
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 15, 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 74
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 15, 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 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 15, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 9.95, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 83
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 9.75, which was 6.55 higher than the previous day. The implied volatity was 36.42, the open interest changed by 29 which increased total open position to 113
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 40.38, the open interest changed by 12 which increased total open position to 84
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 39.19, the open interest changed by 8 which increased total open position to 71
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 41.19, the open interest changed by 8 which increased total open position to 62
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 37.36, the open interest changed by 1 which increased total open position to 51
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 4.2, which was -1.20 lower than the previous day. The implied volatity was 38.59, the open interest changed by -4 which decreased total open position to 51
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 5.4, which was 0.25 higher than the previous day. The implied volatity was 39.29, the open interest changed by 5 which increased total open position to 58
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 38.85, the open interest changed by 3 which increased total open position to 54
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 6.3, which was -0.55 lower than the previous day. The implied volatity was 38.43, the open interest changed by 1 which increased total open position to 51
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 6.85, which was -0.10 lower than the previous day. The implied volatity was 38.01, the open interest changed by 32 which increased total open position to 50
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 6.95, which was -1.10 lower than the previous day. The implied volatity was 47.72, the open interest changed by 8 which increased total open position to 18
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 8.05, which was 0.40 higher than the previous day. The implied volatity was 47.47, the open interest changed by 8 which increased total open position to 10
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 7.65, which was -1.35 lower than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 1
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 9, 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 9, 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 9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 1
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 9, which was -14.85 lower than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 1
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 23.85, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 23.85, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 23.85, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 23.85, which was lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
