NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
NATIONALUM 26DEC2024 250 CE | ||||||||||
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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 | 0.2 | -0.05 | - | 1,328 | -98 | 2,056 | |||
19 Dec | 220.87 | 0.25 | -0.20 | 50.54 | 224 | -202 | 2,157 | |||
18 Dec | 226.88 | 0.45 | 0.00 | 42.83 | 123 | -120 | 2,362 | |||
17 Dec | 226.63 | 0.45 | -0.05 | 41.25 | 130 | -128 | 2,484 | |||
16 Dec | 219.91 | 0.5 | -0.20 | 49.15 | 226 | -210 | 2,628 | |||
13 Dec | 226.46 | 0.7 | -1.05 | 37.96 | 678 | -673 | 2,843 | |||
12 Dec | 230.78 | 1.75 | -5.90 | 40.36 | 16,093 | 1,893 | 3,509 | |||
11 Dec | 249.53 | 7.65 | -0.75 | 37.94 | 3,052 | 60 | 1,621 | |||
10 Dec | 250.21 | 8.4 | -1.50 | 38.16 | 2,652 | -30 | 1,561 | |||
9 Dec | 250.56 | 9.9 | 1.60 | 38.15 | 3,833 | 61 | 1,610 | |||
6 Dec | 248.26 | 8.3 | -0.15 | 37.37 | 3,743 | 241 | 1,555 | |||
5 Dec | 248.79 | 8.45 | 1.10 | 36.54 | 4,420 | -444 | 1,319 | |||
4 Dec | 245.16 | 7.35 | -1.10 | 36.83 | 2,627 | 147 | 1,774 | |||
3 Dec | 246.87 | 8.45 | 1.35 | 38.49 | 4,413 | 238 | 1,626 | |||
2 Dec | 243.30 | 7.1 | -0.25 | 37.98 | 1,175 | 82 | 1,387 | |||
29 Nov | 242.14 | 7.35 | -2.30 | 37.31 | 2,421 | -52 | 1,314 | |||
28 Nov | 249.02 | 9.65 | 1.10 | 31.89 | 3,051 | 370 | 1,365 | |||
27 Nov | 246.29 | 8.55 | -0.75 | 32.95 | 1,500 | 242 | 995 | |||
26 Nov | 249.95 | 9.3 | -1.30 | 31.35 | 1,744 | 401 | 751 | |||
25 Nov | 251.37 | 10.6 | -1.75 | 28.46 | 63 | -95 | 350 | |||
22 Nov | 256.85 | 12.35 | 2.95 | 23.50 | 110 | -109 | 336 | |||
21 Nov | 248.21 | 9.4 | 3.70 | 30.46 | 1,296 | 146 | 445 | |||
20 Nov | 240.31 | 5.7 | 0.00 | 29.73 | 485 | 37 | 299 | |||
19 Nov | 240.31 | 5.7 | 0.15 | 29.73 | 485 | 37 | 299 | |||
18 Nov | 239.93 | 5.55 | 3.50 | 29.47 | 1,372 | 155 | 265 | |||
14 Nov | 219.87 | 2.05 | -0.95 | 33.46 | 285 | 47 | 110 | |||
13 Nov | 219.69 | 3 | -0.90 | 37.97 | 57 | 23 | 62 | |||
12 Nov | 225.91 | 3.9 | -1.10 | 35.57 | 92 | -21 | 40 | |||
11 Nov | 232.67 | 5 | -5.50 | 30.26 | 65 | 46 | 61 | |||
8 Nov | 238.89 | 10.5 | 0.45 | 40.55 | 13 | 4 | 15 | |||
7 Nov | 238.63 | 10.05 | -3.15 | 38.48 | 20 | -3 | 11 | |||
6 Nov | 244.98 | 13.2 | 2.40 | 38.55 | 18 | 9 | 13 | |||
5 Nov | 235.03 | 10.8 | 1.75 | 44.65 | 6 | 2 | 3 | |||
29 Oct | 228.25 | 9.05 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 226.35 | 9.05 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 230.00 | 9.05 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 232.12 | 9.05 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 225.17 | 9.05 | 0.00 | - | 0 | 0 | 0 | |||
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14 Oct | 226.56 | 9.05 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 2056
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 50.54, the open interest changed by -202 which decreased total open position to 2157
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.83, the open interest changed by -120 which decreased total open position to 2362
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 41.25, the open interest changed by -128 which decreased total open position to 2484
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 49.15, the open interest changed by -210 which decreased total open position to 2628
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 0.7, which was -1.05 lower than the previous day. The implied volatity was 37.96, the open interest changed by -673 which decreased total open position to 2843
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 1.75, which was -5.90 lower than the previous day. The implied volatity was 40.36, the open interest changed by 1893 which increased total open position to 3509
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 7.65, which was -0.75 lower than the previous day. The implied volatity was 37.94, the open interest changed by 60 which increased total open position to 1621
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 8.4, which was -1.50 lower than the previous day. The implied volatity was 38.16, the open interest changed by -30 which decreased total open position to 1561
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 9.9, which was 1.60 higher than the previous day. The implied volatity was 38.15, the open interest changed by 61 which increased total open position to 1610
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 8.3, which was -0.15 lower than the previous day. The implied volatity was 37.37, the open interest changed by 241 which increased total open position to 1555
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 8.45, which was 1.10 higher than the previous day. The implied volatity was 36.54, the open interest changed by -444 which decreased total open position to 1319
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 7.35, which was -1.10 lower than the previous day. The implied volatity was 36.83, the open interest changed by 147 which increased total open position to 1774
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 8.45, which was 1.35 higher than the previous day. The implied volatity was 38.49, the open interest changed by 238 which increased total open position to 1626
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 37.98, the open interest changed by 82 which increased total open position to 1387
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 7.35, which was -2.30 lower than the previous day. The implied volatity was 37.31, the open interest changed by -52 which decreased total open position to 1314
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 9.65, which was 1.10 higher than the previous day. The implied volatity was 31.89, the open interest changed by 370 which increased total open position to 1365
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 8.55, which was -0.75 lower than the previous day. The implied volatity was 32.95, the open interest changed by 242 which increased total open position to 995
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 9.3, which was -1.30 lower than the previous day. The implied volatity was 31.35, the open interest changed by 401 which increased total open position to 751
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 10.6, which was -1.75 lower than the previous day. The implied volatity was 28.46, the open interest changed by -95 which decreased total open position to 350
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 12.35, which was 2.95 higher than the previous day. The implied volatity was 23.50, the open interest changed by -109 which decreased total open position to 336
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 9.4, which was 3.70 higher than the previous day. The implied volatity was 30.46, the open interest changed by 146 which increased total open position to 445
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 29.73, the open interest changed by 37 which increased total open position to 299
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 29.73, the open interest changed by 37 which increased total open position to 299
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 5.55, which was 3.50 higher than the previous day. The implied volatity was 29.47, the open interest changed by 155 which increased total open position to 265
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 33.46, the open interest changed by 47 which increased total open position to 110
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 37.97, the open interest changed by 23 which increased total open position to 62
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 35.57, the open interest changed by -21 which decreased total open position to 40
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 5, which was -5.50 lower than the previous day. The implied volatity was 30.26, the open interest changed by 46 which increased total open position to 61
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 10.5, which was 0.45 higher than the previous day. The implied volatity was 40.55, the open interest changed by 4 which increased total open position to 15
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 10.05, which was -3.15 lower than the previous day. The implied volatity was 38.48, the open interest changed by -3 which decreased total open position to 11
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 13.2, which was 2.40 higher than the previous day. The implied volatity was 38.55, the open interest changed by 9 which increased total open position to 13
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 10.8, which was 1.75 higher than the previous day. The implied volatity was 44.65, the open interest changed by 2 which increased total open position to 3
On 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NATIONALUM 26DEC2024 250 PE | |||||||
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Delta: -0.98
Vega: 0.01
Theta: 0.01
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 215.36 | 34.4 | 5.40 | 55.29 | 151 | 20 | 453 |
19 Dec | 220.87 | 29 | 6.00 | - | 3 | 0 | 433 |
18 Dec | 226.88 | 23 | -0.40 | 43.22 | 10 | -9 | 434 |
17 Dec | 226.63 | 23.4 | -4.50 | 36.95 | 12 | -5 | 450 |
16 Dec | 219.91 | 27.9 | 6.30 | - | 4 | -3 | 456 |
13 Dec | 226.46 | 21.6 | 1.95 | - | 15 | -12 | 462 |
12 Dec | 230.78 | 19.65 | 12.00 | 40.08 | 2,478 | -524 | 475 |
11 Dec | 249.53 | 7.65 | 0.35 | 38.06 | 2,314 | 248 | 1,002 |
10 Dec | 250.21 | 7.3 | 0.45 | 37.17 | 1,540 | -24 | 751 |
9 Dec | 250.56 | 6.85 | -2.05 | 38.67 | 1,168 | 60 | 764 |
6 Dec | 248.26 | 8.9 | -0.25 | 36.79 | 2,056 | 114 | 709 |
5 Dec | 248.79 | 9.15 | -2.00 | 37.53 | 1,612 | 88 | 597 |
4 Dec | 245.16 | 11.15 | 0.40 | 38.93 | 431 | 23 | 509 |
3 Dec | 246.87 | 10.75 | -1.70 | 38.73 | 458 | 48 | 486 |
2 Dec | 243.30 | 12.45 | -0.70 | 37.94 | 220 | 99 | 435 |
29 Nov | 242.14 | 13.15 | 0.65 | 37.82 | 379 | -104 | 336 |
28 Nov | 249.02 | 12.5 | -1.75 | 48.53 | 833 | -72 | 439 |
27 Nov | 246.29 | 14.25 | 0.10 | 48.98 | 389 | -26 | 511 |
26 Nov | 249.95 | 14.15 | 3.25 | 51.23 | 1,006 | 368 | 540 |
25 Nov | 251.37 | 10.9 | -3.25 | 44.54 | 4 | -3 | 171 |
22 Nov | 256.85 | 14.15 | 0.00 | 0.00 | 0 | 123 | 0 |
21 Nov | 248.21 | 14.15 | -3.85 | 46.55 | 341 | 122 | 173 |
20 Nov | 240.31 | 18 | 0.00 | 43.92 | 45 | 25 | 51 |
19 Nov | 240.31 | 18 | 0.55 | 43.92 | 45 | 25 | 51 |
18 Nov | 239.93 | 17.45 | -34.10 | 40.58 | 54 | 26 | 26 |
14 Nov | 219.87 | 51.55 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 219.69 | 51.55 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 225.91 | 51.55 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 232.67 | 51.55 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 238.89 | 51.55 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 238.63 | 51.55 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 244.98 | 51.55 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 235.03 | 51.55 | 51.55 | - | 0 | 0 | 0 |
29 Oct | 228.25 | 0 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 226.35 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 230.00 | 0 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 232.12 | 0 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 225.17 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 226.56 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 PE is -0.98
Historical price for 250 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 34.4, which was 5.40 higher than the previous day. The implied volatity was 55.29, the open interest changed by 20 which increased total open position to 453
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 29, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 433
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 23, which was -0.40 lower than the previous day. The implied volatity was 43.22, the open interest changed by -9 which decreased total open position to 434
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 23.4, which was -4.50 lower than the previous day. The implied volatity was 36.95, the open interest changed by -5 which decreased total open position to 450
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 27.9, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 456
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 21.6, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 462
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 19.65, which was 12.00 higher than the previous day. The implied volatity was 40.08, the open interest changed by -524 which decreased total open position to 475
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 7.65, which was 0.35 higher than the previous day. The implied volatity was 38.06, the open interest changed by 248 which increased total open position to 1002
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was 37.17, the open interest changed by -24 which decreased total open position to 751
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 6.85, which was -2.05 lower than the previous day. The implied volatity was 38.67, the open interest changed by 60 which increased total open position to 764
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 8.9, which was -0.25 lower than the previous day. The implied volatity was 36.79, the open interest changed by 114 which increased total open position to 709
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 9.15, which was -2.00 lower than the previous day. The implied volatity was 37.53, the open interest changed by 88 which increased total open position to 597
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 11.15, which was 0.40 higher than the previous day. The implied volatity was 38.93, the open interest changed by 23 which increased total open position to 509
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 10.75, which was -1.70 lower than the previous day. The implied volatity was 38.73, the open interest changed by 48 which increased total open position to 486
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 12.45, which was -0.70 lower than the previous day. The implied volatity was 37.94, the open interest changed by 99 which increased total open position to 435
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 13.15, which was 0.65 higher than the previous day. The implied volatity was 37.82, the open interest changed by -104 which decreased total open position to 336
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 12.5, which was -1.75 lower than the previous day. The implied volatity was 48.53, the open interest changed by -72 which decreased total open position to 439
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 14.25, which was 0.10 higher than the previous day. The implied volatity was 48.98, the open interest changed by -26 which decreased total open position to 511
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 14.15, which was 3.25 higher than the previous day. The implied volatity was 51.23, the open interest changed by 368 which increased total open position to 540
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 10.9, which was -3.25 lower than the previous day. The implied volatity was 44.54, the open interest changed by -3 which decreased total open position to 171
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 123 which increased total open position to 0
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 14.15, which was -3.85 lower than the previous day. The implied volatity was 46.55, the open interest changed by 122 which increased total open position to 173
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 43.92, the open interest changed by 25 which increased total open position to 51
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 18, which was 0.55 higher than the previous day. The implied volatity was 43.92, the open interest changed by 25 which increased total open position to 51
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 17.45, which was -34.10 lower than the previous day. The implied volatity was 40.58, the open interest changed by 26 which increased total open position to 26
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 51.55, 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 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 51.55, 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 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 51.55, 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 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 51.55, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 51.55, 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 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 51.55, 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 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 51.55, 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 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 51.55, which was 51.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to