NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 245 CE | ||||||||||
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Delta: 0.62
Vega: 0.13
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 6.4 | 3.55 | 33.78 | 6,596 | -202 | 1,152 | |||
| 20 Nov | 240.31 | 2.85 | 0.00 | 32.74 | 6,491 | -39 | 1,356 | |||
| 19 Nov | 240.31 | 2.85 | -0.05 | 32.74 | 6,491 | -37 | 1,356 | |||
| 18 Nov | 239.93 | 2.9 | 2.30 | 32.61 | 11,754 | 418 | 1,401 | |||
| 14 Nov | 219.87 | 0.6 | -0.30 | 37.79 | 1,523 | 119 | 1,003 | |||
| 13 Nov | 219.69 | 0.9 | -0.85 | 40.68 | 866 | 205 | 894 | |||
| 12 Nov | 225.91 | 1.75 | -2.10 | 39.31 | 839 | -5 | 687 | |||
| 11 Nov | 232.67 | 3.85 | -2.70 | 37.97 | 882 | -80 | 696 | |||
| 8 Nov | 238.89 | 6.55 | -0.50 | 39.42 | 3,153 | 230 | 759 | |||
| 7 Nov | 238.63 | 7.05 | -3.25 | 40.17 | 1,908 | 213 | 530 | |||
| 6 Nov | 244.98 | 10.3 | 3.15 | 39.92 | 1,867 | 205 | 318 | |||
| 5 Nov | 235.03 | 7.15 | 0.90 | 46.41 | 459 | 47 | 115 | |||
| 4 Nov | 230.82 | 6.25 | 0.85 | 47.38 | 211 | 31 | 66 | |||
| 1 Nov | 229.15 | 5.4 | -0.20 | 43.71 | 10 | -3 | 34 | |||
| 31 Oct | 227.32 | 5.6 | -0.10 | - | 90 | 9 | 36 | |||
| 30 Oct | 227.12 | 5.7 | -0.90 | - | 54 | -8 | 26 | |||
| 29 Oct | 228.25 | 6.6 | 1.20 | - | 32 | 25 | 32 | |||
| 28 Oct | 223.79 | 5.4 | 1.15 | - | 5 | 1 | 6 | |||
| 25 Oct | 218.87 | 4.25 | -1.55 | - | 2 | 0 | 5 | |||
| 24 Oct | 226.35 | 5.8 | -1.10 | - | 5 | 3 | 6 | |||
| 23 Oct | 224.01 | 6.9 | 1.40 | - | 1 | 0 | 2 | |||
| 22 Oct | 220.47 | 5.5 | 0.00 | - | 3 | 1 | 2 | |||
| 21 Oct | 230.00 | 5.5 | 0.00 | - | 0 | 0 | 1 | |||
| 18 Oct | 232.12 | 5.5 | 0.80 | - | 1 | 0 | 1 | |||
| 17 Oct | 225.17 | 4.7 | 0.00 | - | 0 | 0 | 1 | |||
| 16 Oct | 217.31 | 4.7 | 0.00 | - | 0 | 0 | 1 | |||
| 15 Oct | 219.02 | 4.7 | 0.00 | - | 0 | 0 | 1 | |||
| 14 Oct | 226.56 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 4.7 | 2.20 | - | 2 | -1 | 0 | |||
| 10 Oct | 212.72 | 2.5 | -4.10 | - | 1 | 0 | 0 | |||
| 9 Oct | 214.28 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 212.79 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 220.35 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 6.6 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 245 expiring on 28NOV2024
Delta for 245 CE is 0.62
Historical price for 245 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 6.4, which was 3.55 higher than the previous day. The implied volatity was 33.78, the open interest changed by -202 which decreased total open position to 1152
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by -39 which decreased total open position to 1356
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by -37 which decreased total open position to 1356
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 2.9, which was 2.30 higher than the previous day. The implied volatity was 32.61, the open interest changed by 418 which increased total open position to 1401
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 37.79, the open interest changed by 119 which increased total open position to 1003
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 40.68, the open interest changed by 205 which increased total open position to 894
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 1.75, which was -2.10 lower than the previous day. The implied volatity was 39.31, the open interest changed by -5 which decreased total open position to 687
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 3.85, which was -2.70 lower than the previous day. The implied volatity was 37.97, the open interest changed by -80 which decreased total open position to 696
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 6.55, which was -0.50 lower than the previous day. The implied volatity was 39.42, the open interest changed by 230 which increased total open position to 759
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 7.05, which was -3.25 lower than the previous day. The implied volatity was 40.17, the open interest changed by 213 which increased total open position to 530
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 10.3, which was 3.15 higher than the previous day. The implied volatity was 39.92, the open interest changed by 205 which increased total open position to 318
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 7.15, which was 0.90 higher than the previous day. The implied volatity was 46.41, the open interest changed by 47 which increased total open position to 115
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 6.25, which was 0.85 higher than the previous day. The implied volatity was 47.38, the open interest changed by 31 which increased total open position to 66
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 5.4, which was -0.20 lower than the previous day. The implied volatity was 43.71, the open interest changed by -3 which decreased total open position to 34
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 5.6, which was -0.10 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 5.7, which was -0.90 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 6.6, which was 1.20 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 5.4, which was 1.15 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 4.25, which was -1.55 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 5.8, which was -1.10 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 6.9, which was 1.40 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 5.5, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 5.5, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 5.5, which was 0.80 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 4.7, 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 4.7, 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 4.7, 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 4.7, 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 4.7, which was 2.20 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 2.5, which was -4.10 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 6.6, 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 6.6, 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 6.6, 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 6.6, 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 6.6, 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 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 245 PE | |||||||
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Delta: -0.39
Vega: 0.13
Theta: -0.33
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 3.75 | -4.90 | 38.35 | 6,288 | 501 | 945 |
| 20 Nov | 240.31 | 8.65 | 0.00 | 38.28 | 1,138 | 62 | 447 |
| 19 Nov | 240.31 | 8.65 | -0.15 | 38.28 | 1,138 | 65 | 447 |
| 18 Nov | 239.93 | 8.8 | -17.05 | 35.20 | 3,653 | 296 | 383 |
| 14 Nov | 219.87 | 25.85 | -1.65 | 48.51 | 59 | 9 | 88 |
| 13 Nov | 219.69 | 27.5 | 5.15 | 60.17 | 44 | -32 | 84 |
| 12 Nov | 225.91 | 22.35 | 6.65 | 54.62 | 64 | 12 | 120 |
| 11 Nov | 232.67 | 15.7 | 2.80 | 48.70 | 95 | -38 | 108 |
| 8 Nov | 238.89 | 12.9 | -0.35 | 45.06 | 977 | 26 | 145 |
| 7 Nov | 238.63 | 13.25 | 2.95 | 46.21 | 273 | -7 | 122 |
| 6 Nov | 244.98 | 10.3 | -5.75 | 46.09 | 388 | 116 | 123 |
| 5 Nov | 235.03 | 16.05 | -4.10 | 45.70 | 45 | 6 | 10 |
| 4 Nov | 230.82 | 20.15 | -25.35 | 53.04 | 11 | 4 | 4 |
| 1 Nov | 229.15 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 45.5 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 245 expiring on 28NOV2024
Delta for 245 PE is -0.39
Historical price for 245 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 3.75, which was -4.90 lower than the previous day. The implied volatity was 38.35, the open interest changed by 501 which increased total open position to 945
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 8.65, which was 0.00 lower than the previous day. The implied volatity was 38.28, the open interest changed by 62 which increased total open position to 447
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 8.65, which was -0.15 lower than the previous day. The implied volatity was 38.28, the open interest changed by 65 which increased total open position to 447
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 8.8, which was -17.05 lower than the previous day. The implied volatity was 35.20, the open interest changed by 296 which increased total open position to 383
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 25.85, which was -1.65 lower than the previous day. The implied volatity was 48.51, the open interest changed by 9 which increased total open position to 88
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 27.5, which was 5.15 higher than the previous day. The implied volatity was 60.17, the open interest changed by -32 which decreased total open position to 84
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 22.35, which was 6.65 higher than the previous day. The implied volatity was 54.62, the open interest changed by 12 which increased total open position to 120
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 15.7, which was 2.80 higher than the previous day. The implied volatity was 48.70, the open interest changed by -38 which decreased total open position to 108
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 12.9, which was -0.35 lower than the previous day. The implied volatity was 45.06, the open interest changed by 26 which increased total open position to 145
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 13.25, which was 2.95 higher than the previous day. The implied volatity was 46.21, the open interest changed by -7 which decreased total open position to 122
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 10.3, which was -5.75 lower than the previous day. The implied volatity was 46.09, the open interest changed by 116 which increased total open position to 123
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 16.05, which was -4.10 lower than the previous day. The implied volatity was 45.70, the open interest changed by 6 which increased total open position to 10
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 20.15, which was -25.35 lower than the previous day. The implied volatity was 53.04, the open interest changed by 4 which increased total open position to 4
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 45.5, 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 45.5, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 45.5, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 45.5, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 45.5, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 45.5, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 45.5, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 45.5, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 45.5, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 45.5, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 45.5, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 45.5, 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 45.5, 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 45.5, 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 45.5, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 45.5, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 45.5, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 45.5, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 45.5, 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 7 Oct NATIONALUM was trading at 214.89. The strike last trading price was 45.5, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 45.5, 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 3 Oct NATIONALUM was trading at 222.55. The strike last trading price was 45.5, 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 1 Oct NATIONALUM was trading at 224.23. The strike last trading price was 45.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
