NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 237.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.09
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 12.1 | 5.80 | 37.38 | 491 | -39 | 149 | |||
| 20 Nov | 240.31 | 6.3 | 0.00 | 33.32 | 718 | 4 | 194 | |||
| 19 Nov | 240.31 | 6.3 | 0.25 | 33.32 | 718 | 10 | 194 | |||
| 18 Nov | 239.93 | 6.05 | 4.85 | 31.90 | 2,843 | 1 | 183 | |||
| 14 Nov | 219.87 | 1.2 | -0.40 | 35.86 | 818 | 34 | 184 | |||
| 13 Nov | 219.69 | 1.6 | -1.65 | 38.45 | 283 | 38 | 147 | |||
| 12 Nov | 225.91 | 3.25 | -3.05 | 38.85 | 365 | 23 | 111 | |||
| 11 Nov | 232.67 | 6.3 | -3.65 | 36.71 | 277 | -13 | 86 | |||
| 8 Nov | 238.89 | 9.95 | -0.45 | 39.38 | 253 | 7 | 98 | |||
| 7 Nov | 238.63 | 10.4 | -3.85 | 39.75 | 187 | 29 | 90 | |||
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| 6 Nov | 244.98 | 14.25 | 4.05 | 38.64 | 383 | -5 | 62 | |||
| 5 Nov | 235.03 | 10.2 | 1.15 | 46.67 | 298 | 38 | 68 | |||
| 4 Nov | 230.82 | 9.05 | 1.00 | 48.04 | 113 | 9 | 30 | |||
| 1 Nov | 229.15 | 8.05 | -0.05 | 44.19 | 2 | 0 | 20 | |||
| 31 Oct | 227.32 | 8.1 | 0.25 | - | 40 | 16 | 21 | |||
| 30 Oct | 227.12 | 7.85 | 3.45 | - | 7 | 4 | 5 | |||
| 29 Oct | 228.25 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 226.35 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 4.4 | 0.00 | - | 0 | 0 | 1 | |||
| 18 Oct | 232.12 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 4.4 | 0.00 | - | 0 | 0 | 1 | |||
| 14 Oct | 226.56 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 4.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 4.4 | 0.40 | - | 1 | 0 | 1 | |||
| 9 Oct | 214.28 | 4 | -4.15 | - | 1 | 0 | 0 | |||
| 8 Oct | 212.79 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 8.15 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 237.5 expiring on 28NOV2024
Delta for 237.5 CE is 0.81
Historical price for 237.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 12.1, which was 5.80 higher than the previous day. The implied volatity was 37.38, the open interest changed by -39 which decreased total open position to 149
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 33.32, the open interest changed by 4 which increased total open position to 194
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 6.3, which was 0.25 higher than the previous day. The implied volatity was 33.32, the open interest changed by 10 which increased total open position to 194
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 6.05, which was 4.85 higher than the previous day. The implied volatity was 31.90, the open interest changed by 1 which increased total open position to 183
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 35.86, the open interest changed by 34 which increased total open position to 184
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 1.6, which was -1.65 lower than the previous day. The implied volatity was 38.45, the open interest changed by 38 which increased total open position to 147
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 3.25, which was -3.05 lower than the previous day. The implied volatity was 38.85, the open interest changed by 23 which increased total open position to 111
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 6.3, which was -3.65 lower than the previous day. The implied volatity was 36.71, the open interest changed by -13 which decreased total open position to 86
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 9.95, which was -0.45 lower than the previous day. The implied volatity was 39.38, the open interest changed by 7 which increased total open position to 98
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 10.4, which was -3.85 lower than the previous day. The implied volatity was 39.75, the open interest changed by 29 which increased total open position to 90
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 14.25, which was 4.05 higher than the previous day. The implied volatity was 38.64, the open interest changed by -5 which decreased total open position to 62
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 10.2, which was 1.15 higher than the previous day. The implied volatity was 46.67, the open interest changed by 38 which increased total open position to 68
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 9.05, which was 1.00 higher than the previous day. The implied volatity was 48.04, the open interest changed by 9 which increased total open position to 30
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 8.05, which was -0.05 lower than the previous day. The implied volatity was 44.19, the open interest changed by 0 which decreased total open position to 20
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 8.1, which was 0.25 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 7.85, which was 3.45 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 4.4, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 4, which was -4.15 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.10
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 1.95 | -2.70 | 43.36 | 1,557 | 75 | 522 |
| 20 Nov | 240.31 | 4.65 | 0.00 | 38.88 | 2,894 | 156 | 456 |
| 19 Nov | 240.31 | 4.65 | -0.15 | 38.88 | 2,894 | 165 | 456 |
| 18 Nov | 239.93 | 4.8 | -13.80 | 36.47 | 2,870 | 249 | 302 |
| 14 Nov | 219.87 | 18.6 | -1.95 | 40.53 | 87 | -2 | 52 |
| 13 Nov | 219.69 | 20.55 | 3.75 | 53.01 | 21 | -4 | 55 |
| 12 Nov | 225.91 | 16.8 | 5.20 | 53.98 | 38 | 1 | 66 |
| 11 Nov | 232.67 | 11.6 | 3.15 | 51.20 | 150 | -35 | 66 |
| 8 Nov | 238.89 | 8.45 | -0.70 | 43.23 | 420 | 14 | 102 |
| 7 Nov | 238.63 | 9.15 | 2.15 | 45.83 | 336 | 31 | 88 |
| 6 Nov | 244.98 | 7 | -5.15 | 46.24 | 184 | 3 | 57 |
| 5 Nov | 235.03 | 12.15 | -3.35 | 48.12 | 107 | 34 | 51 |
| 4 Nov | 230.82 | 15.5 | -24.15 | 53.39 | 33 | 17 | 17 |
| 1 Nov | 229.15 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 39.65 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 237.5 expiring on 28NOV2024
Delta for 237.5 PE is -0.22
Historical price for 237.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.95, which was -2.70 lower than the previous day. The implied volatity was 43.36, the open interest changed by 75 which increased total open position to 522
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was 38.88, the open interest changed by 156 which increased total open position to 456
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 38.88, the open interest changed by 165 which increased total open position to 456
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 4.8, which was -13.80 lower than the previous day. The implied volatity was 36.47, the open interest changed by 249 which increased total open position to 302
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 18.6, which was -1.95 lower than the previous day. The implied volatity was 40.53, the open interest changed by -2 which decreased total open position to 52
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 20.55, which was 3.75 higher than the previous day. The implied volatity was 53.01, the open interest changed by -4 which decreased total open position to 55
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 16.8, which was 5.20 higher than the previous day. The implied volatity was 53.98, the open interest changed by 1 which increased total open position to 66
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 11.6, which was 3.15 higher than the previous day. The implied volatity was 51.20, the open interest changed by -35 which decreased total open position to 66
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 8.45, which was -0.70 lower than the previous day. The implied volatity was 43.23, the open interest changed by 14 which increased total open position to 102
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 45.83, the open interest changed by 31 which increased total open position to 88
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 7, which was -5.15 lower than the previous day. The implied volatity was 46.24, the open interest changed by 3 which increased total open position to 57
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 12.15, which was -3.35 lower than the previous day. The implied volatity was 48.12, the open interest changed by 34 which increased total open position to 51
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 15.5, which was -24.15 lower than the previous day. The implied volatity was 53.39, the open interest changed by 17 which increased total open position to 17
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 39.65, 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 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 39.65, 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 Oct NATIONALUM was trading at 227.12. The strike last trading price was 39.65, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
