NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 242.5 CE | ||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 0.15 | -0.30 | 47.86 | 285 | -53 | 228 | |||
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| 19 Dec | 220.87 | 0.45 | -0.05 | 45.63 | 37 | -15 | 282 | |||
| 18 Dec | 226.88 | 0.5 | -0.20 | 32.77 | 7 | -6 | 298 | |||
| 17 Dec | 226.63 | 0.7 | 0.25 | 35.02 | 9 | -8 | 305 | |||
| 16 Dec | 219.91 | 0.45 | -0.60 | 39.13 | 12 | -11 | 314 | |||
| 13 Dec | 226.46 | 1.05 | -2.00 | 33.30 | 52 | -51 | 326 | |||
| 12 Dec | 230.78 | 3.05 | -8.95 | 38.39 | 1,526 | 194 | 365 | |||
| 11 Dec | 249.53 | 12 | -1.10 | 38.72 | 72 | 1 | 173 | |||
| 10 Dec | 250.21 | 13.1 | -1.70 | 40.25 | 15 | -3 | 172 | |||
| 9 Dec | 250.56 | 14.8 | 2.15 | 39.78 | 83 | 1 | 171 | |||
| 6 Dec | 248.26 | 12.65 | 0.00 | 38.93 | 71 | 22 | 169 | |||
| 5 Dec | 248.79 | 12.65 | 1.75 | 37.23 | 192 | 18 | 146 | |||
| 4 Dec | 245.16 | 10.9 | -1.30 | 36.39 | 159 | 19 | 128 | |||
| 3 Dec | 246.87 | 12.2 | 1.70 | 38.40 | 207 | -6 | 109 | |||
| 2 Dec | 243.30 | 10.5 | -0.20 | 38.07 | 209 | 17 | 115 | |||
| 29 Nov | 242.14 | 10.7 | -2.70 | 37.35 | 252 | 78 | 103 | |||
| 28 Nov | 249.02 | 13.4 | 2.20 | 29.55 | 35 | 7 | 25 | |||
| 27 Nov | 246.29 | 11.2 | -6.60 | 28.16 | 10 | 4 | 17 | |||
| 26 Nov | 249.95 | 17.8 | 7.40 | 47.52 | 5 | 1 | 12 | |||
| 25 Nov | 251.37 | 10.4 | 1.00 | - | 2 | 0 | 11 | |||
| 22 Nov | 256.85 | 9.4 | 0.00 | 0.00 | 0 | 0 | 11 | |||
| 21 Nov | 248.21 | 9.4 | 0.65 | 15.43 | 3 | -1 | 12 | |||
| 20 Nov | 240.31 | 8.75 | 0.00 | 30.47 | 15 | 0 | 12 | |||
| 19 Nov | 240.31 | 8.75 | -2.20 | 30.47 | 15 | -1 | 12 | |||
| 18 Nov | 239.93 | 10.95 | -4.40 | 37.29 | 20 | 13 | 13 | |||
| 14 Nov | 219.87 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 15.35 | 0.90 | 46.26 | 2 | 1 | 1 | |||
| 7 Nov | 238.63 | 14.45 | 0.00 | 0.25 | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 14.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 14.45 | 1.82 | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 242.5 expiring on 26DEC2024
Delta for 242.5 CE is 0.03
Historical price for 242.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.15, which was -0.30 lower than the previous day. The implied volatity was 47.86, the open interest changed by -53 which decreased total open position to 228
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 45.63, the open interest changed by -15 which decreased total open position to 282
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 32.77, the open interest changed by -6 which decreased total open position to 298
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 35.02, the open interest changed by -8 which decreased total open position to 305
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 0.45, which was -0.60 lower than the previous day. The implied volatity was 39.13, the open interest changed by -11 which decreased total open position to 314
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 1.05, which was -2.00 lower than the previous day. The implied volatity was 33.30, the open interest changed by -51 which decreased total open position to 326
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 3.05, which was -8.95 lower than the previous day. The implied volatity was 38.39, the open interest changed by 194 which increased total open position to 365
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 12, which was -1.10 lower than the previous day. The implied volatity was 38.72, the open interest changed by 1 which increased total open position to 173
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 13.1, which was -1.70 lower than the previous day. The implied volatity was 40.25, the open interest changed by -3 which decreased total open position to 172
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 14.8, which was 2.15 higher than the previous day. The implied volatity was 39.78, the open interest changed by 1 which increased total open position to 171
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 12.65, which was 0.00 lower than the previous day. The implied volatity was 38.93, the open interest changed by 22 which increased total open position to 169
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 12.65, which was 1.75 higher than the previous day. The implied volatity was 37.23, the open interest changed by 18 which increased total open position to 146
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 10.9, which was -1.30 lower than the previous day. The implied volatity was 36.39, the open interest changed by 19 which increased total open position to 128
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 12.2, which was 1.70 higher than the previous day. The implied volatity was 38.40, the open interest changed by -6 which decreased total open position to 109
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 10.5, which was -0.20 lower than the previous day. The implied volatity was 38.07, the open interest changed by 17 which increased total open position to 115
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 10.7, which was -2.70 lower than the previous day. The implied volatity was 37.35, the open interest changed by 78 which increased total open position to 103
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 13.4, which was 2.20 higher than the previous day. The implied volatity was 29.55, the open interest changed by 7 which increased total open position to 25
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 11.2, which was -6.60 lower than the previous day. The implied volatity was 28.16, the open interest changed by 4 which increased total open position to 17
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 17.8, which was 7.40 higher than the previous day. The implied volatity was 47.52, the open interest changed by 1 which increased total open position to 12
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 10.4, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 9.4, 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 11
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 9.4, which was 0.65 higher than the previous day. The implied volatity was 15.43, the open interest changed by -1 which decreased total open position to 12
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 12
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 8.75, which was -2.20 lower than the previous day. The implied volatity was 30.47, the open interest changed by -1 which decreased total open position to 12
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 10.95, which was -4.40 lower than the previous day. The implied volatity was 37.29, the open interest changed by 13 which increased total open position to 13
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 15.35, 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 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 15.35, 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 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 15.35, 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 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 15.35, 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 15.35, which was 0.90 higher than the previous day. The implied volatity was 46.26, the open interest changed by 1 which increased total open position to 1
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 14.45, 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 14.45, which was lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 26DEC2024 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 23.1 | 5.95 | - | 21 | -1 | 190 |
| 19 Dec | 220.87 | 17.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 226.88 | 17.15 | 0.00 | 0.00 | 0 | -11 | 0 |
| 17 Dec | 226.63 | 17.15 | -15.85 | 47.25 | 11 | 0 | 202 |
| 16 Dec | 219.91 | 33 | 0.00 | 0.00 | 0 | -4 | 0 |
| 13 Dec | 226.46 | 33 | 19.70 | 139.01 | 4 | -3 | 203 |
| 12 Dec | 230.78 | 13.3 | 8.65 | 37.02 | 1,109 | 54 | 210 |
| 11 Dec | 249.53 | 4.65 | 0.30 | 39.51 | 516 | 7 | 156 |
| 10 Dec | 250.21 | 4.35 | 0.15 | 38.18 | 258 | 8 | 149 |
| 9 Dec | 250.56 | 4.2 | -1.50 | 39.92 | 257 | 12 | 147 |
| 6 Dec | 248.26 | 5.7 | -0.15 | 37.89 | 375 | -11 | 135 |
| 5 Dec | 248.79 | 5.85 | -1.45 | 38.09 | 324 | 7 | 144 |
| 4 Dec | 245.16 | 7.3 | 0.20 | 38.78 | 131 | 28 | 137 |
| 3 Dec | 246.87 | 7.1 | -1.40 | 38.88 | 177 | 15 | 108 |
| 2 Dec | 243.30 | 8.5 | -0.50 | 38.43 | 133 | -2 | 93 |
| 29 Nov | 242.14 | 9 | 0.00 | 37.64 | 407 | 66 | 96 |
| 28 Nov | 249.02 | 9 | -2.55 | 48.28 | 81 | 26 | 29 |
| 27 Nov | 246.29 | 11.55 | 4.75 | 52.73 | 3 | 1 | 2 |
| 26 Nov | 249.95 | 6.8 | -20.15 | 37.19 | 1 | 0 | 0 |
| 25 Nov | 251.37 | 26.95 | 0.00 | 4.70 | 0 | 0 | 0 |
| 22 Nov | 256.85 | 26.95 | 0.00 | 5.94 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 26.95 | 0.00 | 3.13 | 0 | 0 | 0 |
| 20 Nov | 240.31 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 240.31 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 239.93 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 219.87 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.67 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 238.89 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 238.63 | 26.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 244.98 | 26.95 | 0.00 | 2.19 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 26.95 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 242.5 expiring on 26DEC2024
Delta for 242.5 PE is -
Historical price for 242.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 23.1, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 190
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 17.15, 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 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 17.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 17.15, which was -15.85 lower than the previous day. The implied volatity was 47.25, the open interest changed by 0 which decreased total open position to 202
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 33, which was 19.70 higher than the previous day. The implied volatity was 139.01, the open interest changed by -3 which decreased total open position to 203
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 13.3, which was 8.65 higher than the previous day. The implied volatity was 37.02, the open interest changed by 54 which increased total open position to 210
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 4.65, which was 0.30 higher than the previous day. The implied volatity was 39.51, the open interest changed by 7 which increased total open position to 156
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 4.35, which was 0.15 higher than the previous day. The implied volatity was 38.18, the open interest changed by 8 which increased total open position to 149
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 4.2, which was -1.50 lower than the previous day. The implied volatity was 39.92, the open interest changed by 12 which increased total open position to 147
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 37.89, the open interest changed by -11 which decreased total open position to 135
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 5.85, which was -1.45 lower than the previous day. The implied volatity was 38.09, the open interest changed by 7 which increased total open position to 144
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 7.3, which was 0.20 higher than the previous day. The implied volatity was 38.78, the open interest changed by 28 which increased total open position to 137
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 7.1, which was -1.40 lower than the previous day. The implied volatity was 38.88, the open interest changed by 15 which increased total open position to 108
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 8.5, which was -0.50 lower than the previous day. The implied volatity was 38.43, the open interest changed by -2 which decreased total open position to 93
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 37.64, the open interest changed by 66 which increased total open position to 96
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 9, which was -2.55 lower than the previous day. The implied volatity was 48.28, the open interest changed by 26 which increased total open position to 29
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 11.55, which was 4.75 higher than the previous day. The implied volatity was 52.73, the open interest changed by 1 which increased total open position to 2
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 6.8, which was -20.15 lower than the previous day. The implied volatity was 37.19, 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 26.95, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 26.95, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 26.95, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
