NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 247.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.14
Theta: -0.38
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 5.25 | 3.15 | 35.59 | 4,021 | -66 | 259 | |||
| 20 Nov | 240.31 | 2.1 | 0.00 | 32.70 | 1,715 | -97 | 325 | |||
| 19 Nov | 240.31 | 2.1 | -0.15 | 32.70 | 1,715 | -97 | 325 | |||
| 18 Nov | 239.93 | 2.25 | 1.75 | 33.22 | 3,100 | 269 | 422 | |||
| 14 Nov | 219.87 | 0.5 | -0.30 | 38.85 | 363 | 43 | 161 | |||
| 13 Nov | 219.69 | 0.8 | -0.70 | 42.15 | 214 | 31 | 117 | |||
| 12 Nov | 225.91 | 1.5 | -1.75 | 40.31 | 199 | -12 | 101 | |||
| 11 Nov | 232.67 | 3.25 | -2.35 | 38.42 | 327 | -63 | 111 | |||
| 8 Nov | 238.89 | 5.6 | -0.50 | 39.28 | 924 | 82 | 176 | |||
| 7 Nov | 238.63 | 6.1 | -3.05 | 40.13 | 197 | -4 | 94 | |||
| 6 Nov | 244.98 | 9.15 | 3.00 | 40.14 | 277 | 21 | 95 | |||
| 5 Nov | 235.03 | 6.15 | 0.40 | 45.64 | 98 | 26 | 74 | |||
| 4 Nov | 230.82 | 5.75 | 0.90 | 48.47 | 62 | 32 | 48 | |||
| 1 Nov | 229.15 | 4.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 227.32 | 4.85 | -0.10 | - | 26 | 5 | 17 | |||
| 30 Oct | 227.12 | 4.95 | -1.20 | - | 21 | 10 | 12 | |||
| 29 Oct | 228.25 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 25 Oct | 218.87 | 6.15 | 0.00 | - | 0 | 2 | 0 | |||
| 24 Oct | 226.35 | 6.15 | 0.00 | - | 2 | 1 | 1 | |||
| 23 Oct | 224.01 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 226.56 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 222.92 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 212.72 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 214.28 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 212.79 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 214.89 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 220.35 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 222.55 | 6.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 224.23 | 6.15 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 247.5 expiring on 28NOV2024
Delta for 247.5 CE is 0.53
Historical price for 247.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 5.25, which was 3.15 higher than the previous day. The implied volatity was 35.59, the open interest changed by -66 which decreased total open position to 259
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 32.70, the open interest changed by -97 which decreased total open position to 325
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 32.70, the open interest changed by -97 which decreased total open position to 325
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 2.25, which was 1.75 higher than the previous day. The implied volatity was 33.22, the open interest changed by 269 which increased total open position to 422
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 38.85, the open interest changed by 43 which increased total open position to 161
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 42.15, the open interest changed by 31 which increased total open position to 117
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 1.5, which was -1.75 lower than the previous day. The implied volatity was 40.31, the open interest changed by -12 which decreased total open position to 101
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 3.25, which was -2.35 lower than the previous day. The implied volatity was 38.42, the open interest changed by -63 which decreased total open position to 111
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 5.6, which was -0.50 lower than the previous day. The implied volatity was 39.28, the open interest changed by 82 which increased total open position to 176
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 6.1, which was -3.05 lower than the previous day. The implied volatity was 40.13, the open interest changed by -4 which decreased total open position to 94
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 9.15, which was 3.00 higher than the previous day. The implied volatity was 40.14, the open interest changed by 21 which increased total open position to 95
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 6.15, which was 0.40 higher than the previous day. The implied volatity was 45.64, the open interest changed by 26 which increased total open position to 74
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 5.75, which was 0.90 higher than the previous day. The implied volatity was 48.47, the open interest changed by 32 which increased total open position to 48
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 4.85, 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 4.95, which was -1.20 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 6.15, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 6.15, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 6.15, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 6.15, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 6.15, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 6.15, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 6.15, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 6.15, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 6.15, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 6.15, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 6.15, 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 14 Oct NATIONALUM was trading at 226.56. The strike last trading price was 6.15, 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 11 Oct NATIONALUM was trading at 222.92. The strike last trading price was 6.15, 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 10 Oct NATIONALUM was trading at 212.72. The strike last trading price was 6.15, 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 9 Oct NATIONALUM was trading at 214.28. The strike last trading price was 6.15, 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 8 Oct NATIONALUM was trading at 212.79. The strike last trading price was 6.15, 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 6.15, 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 6.15, 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 6.15, 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 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 247.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.14
Theta: -0.35
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 4.95 | -5.40 | 38.92 | 1,406 | 119 | 193 |
| 20 Nov | 240.31 | 10.35 | 0.00 | 38.37 | 205 | -16 | 74 |
| 19 Nov | 240.31 | 10.35 | -0.50 | 38.37 | 205 | -16 | 74 |
| 18 Nov | 239.93 | 10.85 | -14.75 | 37.51 | 724 | 62 | 89 |
| 14 Nov | 219.87 | 25.6 | 2.90 | - | 29 | 9 | 31 |
| 13 Nov | 219.69 | 22.7 | -1.75 | - | 1 | 0 | 21 |
| 12 Nov | 225.91 | 24.45 | 6.30 | 55.63 | 12 | 8 | 25 |
| 11 Nov | 232.67 | 18.15 | 3.65 | 52.68 | 16 | -5 | 17 |
| 8 Nov | 238.89 | 14.5 | -0.35 | 45.34 | 129 | 8 | 23 |
| 7 Nov | 238.63 | 14.85 | 3.20 | 46.57 | 49 | -12 | 15 |
| 6 Nov | 244.98 | 11.65 | -6.30 | 46.34 | 58 | 24 | 26 |
| 5 Nov | 235.03 | 17.95 | -6.35 | 46.80 | 8 | -2 | 2 |
| 4 Nov | 230.82 | 24.3 | -23.25 | 63.62 | 4 | 2 | 2 |
| 1 Nov | 229.15 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 47.55 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 247.5 expiring on 28NOV2024
Delta for 247.5 PE is -0.47
Historical price for 247.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 4.95, which was -5.40 lower than the previous day. The implied volatity was 38.92, the open interest changed by 119 which increased total open position to 193
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 38.37, the open interest changed by -16 which decreased total open position to 74
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 10.35, which was -0.50 lower than the previous day. The implied volatity was 38.37, the open interest changed by -16 which decreased total open position to 74
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 10.85, which was -14.75 lower than the previous day. The implied volatity was 37.51, the open interest changed by 62 which increased total open position to 89
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 25.6, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 31
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 22.7, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 24.45, which was 6.30 higher than the previous day. The implied volatity was 55.63, the open interest changed by 8 which increased total open position to 25
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 18.15, which was 3.65 higher than the previous day. The implied volatity was 52.68, the open interest changed by -5 which decreased total open position to 17
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was 45.34, the open interest changed by 8 which increased total open position to 23
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 14.85, which was 3.20 higher than the previous day. The implied volatity was 46.57, the open interest changed by -12 which decreased total open position to 15
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 11.65, which was -6.30 lower than the previous day. The implied volatity was 46.34, the open interest changed by 24 which increased total open position to 26
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 17.95, which was -6.35 lower than the previous day. The implied volatity was 46.80, the open interest changed by -2 which decreased total open position to 2
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 24.3, which was -23.25 lower than the previous day. The implied volatity was 63.62, the open interest changed by 2 which increased total open position to 2
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
