NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 242.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.12
Theta: -0.35
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 8.25 | 4.50 | 35.82 | 2,141 | -61 | 291 | |||
| 20 Nov | 240.31 | 3.75 | 0.00 | 32.57 | 2,905 | -33 | 356 | |||
| 19 Nov | 240.31 | 3.75 | 0.10 | 32.57 | 2,905 | -29 | 356 | |||
| 18 Nov | 239.93 | 3.65 | 2.90 | 31.63 | 3,420 | 171 | 386 | |||
| 14 Nov | 219.87 | 0.75 | -0.35 | 37.08 | 532 | 101 | 221 | |||
| 13 Nov | 219.69 | 1.1 | -1.20 | 40.06 | 171 | -10 | 123 | |||
| 12 Nov | 225.91 | 2.3 | -2.40 | 40.13 | 254 | 24 | 155 | |||
| 11 Nov | 232.67 | 4.7 | -2.75 | 38.31 | 526 | -81 | 129 | |||
| 8 Nov | 238.89 | 7.45 | -0.65 | 38.85 | 1,042 | 66 | 210 | |||
| 7 Nov | 238.63 | 8.1 | -3.35 | 40.20 | 626 | 53 | 142 | |||
| 6 Nov | 244.98 | 11.45 | 3.40 | 39.25 | 420 | 29 | 90 | |||
| 5 Nov | 235.03 | 8.05 | 0.70 | 46.36 | 98 | 28 | 60 | |||
| 4 Nov | 230.82 | 7.35 | 0.80 | 48.69 | 57 | 9 | 31 | |||
| 1 Nov | 229.15 | 6.55 | 0.00 | 45.49 | 1 | 0 | 21 | |||
| 31 Oct | 227.32 | 6.55 | -1.00 | - | 26 | 20 | 21 | |||
| 30 Oct | 227.12 | 7.55 | 0.45 | - | 1 | 0 | 0 | |||
| 29 Oct | 228.25 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 226.35 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 226.56 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 214.28 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 212.79 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 224.23 | 7.1 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 242.5 expiring on 28NOV2024
Delta for 242.5 CE is 0.69
Historical price for 242.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 8.25, which was 4.50 higher than the previous day. The implied volatity was 35.82, the open interest changed by -61 which decreased total open position to 291
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 32.57, the open interest changed by -33 which decreased total open position to 356
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3.75, which was 0.10 higher than the previous day. The implied volatity was 32.57, the open interest changed by -29 which decreased total open position to 356
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 3.65, which was 2.90 higher than the previous day. The implied volatity was 31.63, the open interest changed by 171 which increased total open position to 386
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 37.08, the open interest changed by 101 which increased total open position to 221
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 40.06, the open interest changed by -10 which decreased total open position to 123
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 2.3, which was -2.40 lower than the previous day. The implied volatity was 40.13, the open interest changed by 24 which increased total open position to 155
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 4.7, which was -2.75 lower than the previous day. The implied volatity was 38.31, the open interest changed by -81 which decreased total open position to 129
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 38.85, the open interest changed by 66 which increased total open position to 210
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 8.1, which was -3.35 lower than the previous day. The implied volatity was 40.20, the open interest changed by 53 which increased total open position to 142
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 11.45, which was 3.40 higher than the previous day. The implied volatity was 39.25, the open interest changed by 29 which increased total open position to 90
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 8.05, which was 0.70 higher than the previous day. The implied volatity was 46.36, the open interest changed by 28 which increased total open position to 60
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 7.35, which was 0.80 higher than the previous day. The implied volatity was 48.69, the open interest changed by 9 which increased total open position to 31
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 45.49, the open interest changed by 0 which decreased total open position to 21
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 6.55, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 7.55, which was 0.45 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 7.1, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 7.1, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 7.1, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 7.1, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 7.1, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 7.1, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 7.1, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 7.1, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 7.1, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 7.1, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 7.1, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 7.1, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 7.1, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.12
Theta: -0.32
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 2.95 | -4.15 | 39.46 | 2,869 | 203 | 371 |
| 20 Nov | 240.31 | 7.1 | 0.00 | 38.15 | 1,312 | 50 | 169 |
| 19 Nov | 240.31 | 7.1 | -0.05 | 38.15 | 1,312 | 51 | 169 |
| 18 Nov | 239.93 | 7.15 | -15.75 | 34.69 | 1,880 | 64 | 120 |
| 14 Nov | 219.87 | 22.9 | -0.20 | 40.46 | 34 | -16 | 56 |
| 13 Nov | 219.69 | 23.1 | 5.40 | 40.00 | 27 | -17 | 73 |
| 12 Nov | 225.91 | 17.7 | 4.00 | 36.06 | 29 | 1 | 92 |
| 11 Nov | 232.67 | 13.7 | 2.35 | 46.79 | 106 | -5 | 92 |
| 8 Nov | 238.89 | 11.35 | -0.55 | 44.59 | 569 | 45 | 97 |
| 7 Nov | 238.63 | 11.9 | 2.75 | 46.56 | 195 | 13 | 50 |
| 6 Nov | 244.98 | 9.15 | -5.80 | 46.31 | 198 | 28 | 37 |
| 5 Nov | 235.03 | 14.95 | -9.10 | 47.76 | 37 | 7 | 8 |
| 4 Nov | 230.82 | 24.05 | -19.50 | 76.61 | 1 | 0 | 0 |
| 1 Nov | 229.15 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 43.55 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 242.5 expiring on 28NOV2024
Delta for 242.5 PE is -0.32
Historical price for 242.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 2.95, which was -4.15 lower than the previous day. The implied volatity was 39.46, the open interest changed by 203 which increased total open position to 371
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 38.15, the open interest changed by 50 which increased total open position to 169
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 7.1, which was -0.05 lower than the previous day. The implied volatity was 38.15, the open interest changed by 51 which increased total open position to 169
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 7.15, which was -15.75 lower than the previous day. The implied volatity was 34.69, the open interest changed by 64 which increased total open position to 120
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 22.9, which was -0.20 lower than the previous day. The implied volatity was 40.46, the open interest changed by -16 which decreased total open position to 56
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 23.1, which was 5.40 higher than the previous day. The implied volatity was 40.00, the open interest changed by -17 which decreased total open position to 73
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 17.7, which was 4.00 higher than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 92
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 13.7, which was 2.35 higher than the previous day. The implied volatity was 46.79, the open interest changed by -5 which decreased total open position to 92
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 11.35, which was -0.55 lower than the previous day. The implied volatity was 44.59, the open interest changed by 45 which increased total open position to 97
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 11.9, which was 2.75 higher than the previous day. The implied volatity was 46.56, the open interest changed by 13 which increased total open position to 50
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 9.15, which was -5.80 lower than the previous day. The implied volatity was 46.31, the open interest changed by 28 which increased total open position to 37
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 14.95, which was -9.10 lower than the previous day. The implied volatity was 47.76, the open interest changed by 7 which increased total open position to 8
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 24.05, which was -19.50 lower than the previous day. The implied volatity was 76.61, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
