NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 240 CE | ||||||||||
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Delta: 0.75
Vega: 0.11
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 10.2 | 5.25 | 37.49 | 3,992 | -383 | 1,096 | |||
| 20 Nov | 240.31 | 4.95 | 0.00 | 33.11 | 7,383 | -160 | 1,489 | |||
| 19 Nov | 240.31 | 4.95 | 0.05 | 33.11 | 7,383 | -150 | 1,489 | |||
| 18 Nov | 239.93 | 4.9 | 3.90 | 32.70 | 17,715 | 331 | 1,622 | |||
| 14 Nov | 219.87 | 1 | -0.25 | 37.32 | 4,897 | 346 | 1,297 | |||
| 13 Nov | 219.69 | 1.25 | -1.40 | 38.53 | 1,696 | -94 | 958 | |||
| 12 Nov | 225.91 | 2.65 | -2.90 | 38.93 | 1,958 | 66 | 1,085 | |||
| 11 Nov | 232.67 | 5.55 | -3.05 | 38.05 | 2,018 | 119 | 1,018 | |||
| 8 Nov | 238.89 | 8.6 | -0.55 | 38.92 | 3,658 | 121 | 865 | |||
| 7 Nov | 238.63 | 9.15 | -3.70 | 39.77 | 1,987 | 197 | 742 | |||
| 6 Nov | 244.98 | 12.85 | 3.80 | 39.18 | 3,521 | -6 | 548 | |||
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| 5 Nov | 235.03 | 9.05 | 1.10 | 46.18 | 2,237 | 63 | 560 | |||
| 4 Nov | 230.82 | 7.95 | 0.90 | 47.45 | 1,085 | 173 | 494 | |||
| 1 Nov | 229.15 | 7.05 | -0.10 | 44.12 | 169 | -8 | 320 | |||
| 31 Oct | 227.32 | 7.15 | -0.05 | - | 613 | 48 | 326 | |||
| 30 Oct | 227.12 | 7.2 | -1.00 | - | 378 | 29 | 278 | |||
| 29 Oct | 228.25 | 8.2 | 1.60 | - | 296 | 27 | 248 | |||
| 28 Oct | 223.79 | 6.6 | 1.10 | - | 166 | 81 | 222 | |||
| 25 Oct | 218.87 | 5.5 | -2.40 | - | 83 | 19 | 141 | |||
| 24 Oct | 226.35 | 7.9 | 0.50 | - | 100 | -23 | 118 | |||
| 23 Oct | 224.01 | 7.4 | 1.25 | - | 74 | 33 | 138 | |||
| 22 Oct | 220.47 | 6.15 | -1.85 | - | 112 | 59 | 105 | |||
| 21 Oct | 230.00 | 8 | 0.00 | - | 0 | -4 | 0 | |||
| 18 Oct | 232.12 | 8 | 1.50 | - | 4 | -3 | 47 | |||
| 17 Oct | 225.17 | 6.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 6.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 6.5 | 0.00 | - | 0 | 31 | 0 | |||
| 14 Oct | 226.56 | 6.5 | 0.50 | - | 53 | 30 | 49 | |||
| 11 Oct | 222.92 | 6 | 2.40 | - | 27 | 5 | 17 | |||
| 10 Oct | 212.72 | 3.6 | -0.40 | - | 1 | 0 | 13 | |||
| 9 Oct | 214.28 | 4 | -0.35 | - | 3 | 0 | 13 | |||
| 8 Oct | 212.79 | 4.35 | -0.60 | - | 11 | 1 | 13 | |||
| 7 Oct | 214.89 | 4.95 | -1.45 | - | 11 | 0 | 11 | |||
| 4 Oct | 220.35 | 6.4 | -0.95 | - | 4 | 1 | 11 | |||
| 3 Oct | 222.55 | 7.35 | -0.75 | - | 5 | 3 | 9 | |||
| 1 Oct | 224.23 | 8.1 | - | 12 | 3 | 3 | ||||
For National Aluminium Co Ltd - strike price 240 expiring on 28NOV2024
Delta for 240 CE is 0.75
Historical price for 240 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 10.2, which was 5.25 higher than the previous day. The implied volatity was 37.49, the open interest changed by -383 which decreased total open position to 1096
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 33.11, the open interest changed by -160 which decreased total open position to 1489
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 4.95, which was 0.05 higher than the previous day. The implied volatity was 33.11, the open interest changed by -150 which decreased total open position to 1489
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 4.9, which was 3.90 higher than the previous day. The implied volatity was 32.70, the open interest changed by 331 which increased total open position to 1622
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 37.32, the open interest changed by 346 which increased total open position to 1297
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 1.25, which was -1.40 lower than the previous day. The implied volatity was 38.53, the open interest changed by -94 which decreased total open position to 958
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 2.65, which was -2.90 lower than the previous day. The implied volatity was 38.93, the open interest changed by 66 which increased total open position to 1085
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 5.55, which was -3.05 lower than the previous day. The implied volatity was 38.05, the open interest changed by 119 which increased total open position to 1018
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 8.6, which was -0.55 lower than the previous day. The implied volatity was 38.92, the open interest changed by 121 which increased total open position to 865
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 9.15, which was -3.70 lower than the previous day. The implied volatity was 39.77, the open interest changed by 197 which increased total open position to 742
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 12.85, which was 3.80 higher than the previous day. The implied volatity was 39.18, the open interest changed by -6 which decreased total open position to 548
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 9.05, which was 1.10 higher than the previous day. The implied volatity was 46.18, the open interest changed by 63 which increased total open position to 560
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 7.95, which was 0.90 higher than the previous day. The implied volatity was 47.45, the open interest changed by 173 which increased total open position to 494
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 7.05, which was -0.10 lower than the previous day. The implied volatity was 44.12, the open interest changed by -8 which decreased total open position to 320
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 7.15, which was -0.05 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 7.2, which was -1.00 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 8.2, which was 1.60 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 6.6, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 5.5, which was -2.40 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 7.9, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 7.4, which was 1.25 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 6.15, which was -1.85 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, 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, which was 1.50 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 6.5, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 6.5, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 6.5, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 6.5, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 6, which was 2.40 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 3.6, which was -0.40 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 4, 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 4.35, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 4.95, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 6.4, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 7.35, which was -0.75 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 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 240 PE | |||||||
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Delta: -0.26
Vega: 0.11
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 2.3 | -3.55 | 40.57 | 8,047 | 448 | 1,651 |
| 20 Nov | 240.31 | 5.85 | 0.00 | 38.56 | 7,256 | -93 | 1,211 |
| 19 Nov | 240.31 | 5.85 | 0.05 | 38.56 | 7,256 | -85 | 1,211 |
| 18 Nov | 239.93 | 5.8 | -15.20 | 35.03 | 10,820 | 963 | 1,306 |
| 14 Nov | 219.87 | 21 | -1.95 | 43.22 | 195 | -27 | 343 |
| 13 Nov | 219.69 | 22.95 | 4.25 | 56.21 | 183 | -69 | 367 |
| 12 Nov | 225.91 | 18.7 | 6.75 | 54.92 | 187 | -20 | 435 |
| 11 Nov | 232.67 | 11.95 | 1.90 | 45.75 | 662 | -18 | 458 |
| 8 Nov | 238.89 | 10.05 | -0.30 | 44.81 | 2,454 | 59 | 478 |
| 7 Nov | 238.63 | 10.35 | 2.35 | 45.64 | 1,447 | 105 | 419 |
| 6 Nov | 244.98 | 8 | -5.65 | 46.14 | 1,320 | 269 | 314 |
| 5 Nov | 235.03 | 13.65 | -3.00 | 48.55 | 147 | 13 | 43 |
| 4 Nov | 230.82 | 16.65 | -0.95 | 51.87 | 28 | 2 | 30 |
| 1 Nov | 229.15 | 17.6 | -4.60 | 48.75 | 8 | 3 | 30 |
| 31 Oct | 227.32 | 22.2 | 4.15 | - | 17 | 11 | 28 |
| 30 Oct | 227.12 | 18.05 | -2.05 | - | 19 | 13 | 16 |
| 29 Oct | 228.25 | 20.1 | 0.25 | - | 3 | 0 | 6 |
| 28 Oct | 223.79 | 19.85 | -5.65 | - | 2 | 3 | 6 |
| 25 Oct | 218.87 | 25.5 | -33.25 | - | 5 | 3 | 3 |
| 24 Oct | 226.35 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 58.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 58.75 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 240 expiring on 28NOV2024
Delta for 240 PE is -0.26
Historical price for 240 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 2.3, which was -3.55 lower than the previous day. The implied volatity was 40.57, the open interest changed by 448 which increased total open position to 1651
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 38.56, the open interest changed by -93 which decreased total open position to 1211
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.85, which was 0.05 higher than the previous day. The implied volatity was 38.56, the open interest changed by -85 which decreased total open position to 1211
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 5.8, which was -15.20 lower than the previous day. The implied volatity was 35.03, the open interest changed by 963 which increased total open position to 1306
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 21, which was -1.95 lower than the previous day. The implied volatity was 43.22, the open interest changed by -27 which decreased total open position to 343
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 22.95, which was 4.25 higher than the previous day. The implied volatity was 56.21, the open interest changed by -69 which decreased total open position to 367
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 18.7, which was 6.75 higher than the previous day. The implied volatity was 54.92, the open interest changed by -20 which decreased total open position to 435
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 11.95, which was 1.90 higher than the previous day. The implied volatity was 45.75, the open interest changed by -18 which decreased total open position to 458
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 10.05, which was -0.30 lower than the previous day. The implied volatity was 44.81, the open interest changed by 59 which increased total open position to 478
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 10.35, which was 2.35 higher than the previous day. The implied volatity was 45.64, the open interest changed by 105 which increased total open position to 419
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 8, which was -5.65 lower than the previous day. The implied volatity was 46.14, the open interest changed by 269 which increased total open position to 314
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 13.65, which was -3.00 lower than the previous day. The implied volatity was 48.55, the open interest changed by 13 which increased total open position to 43
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 16.65, which was -0.95 lower than the previous day. The implied volatity was 51.87, the open interest changed by 2 which increased total open position to 30
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 17.6, which was -4.60 lower than the previous day. The implied volatity was 48.75, the open interest changed by 3 which increased total open position to 30
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 22.2, which was 4.15 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 18.05, which was -2.05 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 20.1, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 19.85, which was -5.65 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 25.5, which was -33.25 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
