NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 250 CE | ||||||||||
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Delta: 0.45
Vega: 0.14
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 3.9 | 2.35 | 34.36 | 18,190 | 426 | 2,146 | |||
| 20 Nov | 240.31 | 1.55 | 0.00 | 33.77 | 6,844 | -182 | 1,717 | |||
| 19 Nov | 240.31 | 1.55 | -0.15 | 33.77 | 6,844 | -185 | 1,717 | |||
| 18 Nov | 239.93 | 1.7 | 1.25 | 33.54 | 18,106 | 420 | 1,955 | |||
| 14 Nov | 219.87 | 0.45 | -0.25 | 40.71 | 2,262 | 214 | 1,535 | |||
| 13 Nov | 219.69 | 0.7 | -0.50 | 43.37 | 1,003 | 74 | 1,318 | |||
| 12 Nov | 225.91 | 1.2 | -1.60 | 40.41 | 1,897 | 41 | 1,294 | |||
| 11 Nov | 232.67 | 2.8 | -2.05 | 39.28 | 1,544 | 115 | 1,247 | |||
| 8 Nov | 238.89 | 4.85 | -0.50 | 39.62 | 4,185 | 245 | 1,133 | |||
| 7 Nov | 238.63 | 5.35 | -2.65 | 40.57 | 1,823 | 70 | 887 | |||
| 6 Nov | 244.98 | 8 | 2.50 | 39.94 | 3,480 | 129 | 821 | |||
| 5 Nov | 235.03 | 5.5 | 0.65 | 45.95 | 1,517 | 114 | 698 | |||
| 4 Nov | 230.82 | 4.85 | 0.60 | 47.34 | 823 | 57 | 580 | |||
| 1 Nov | 229.15 | 4.25 | -0.20 | 44.28 | 236 | 47 | 523 | |||
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| 31 Oct | 227.32 | 4.45 | -0.20 | - | 643 | 122 | 477 | |||
| 30 Oct | 227.12 | 4.65 | -1.00 | - | 420 | 67 | 354 | |||
| 29 Oct | 228.25 | 5.65 | 1.15 | - | 198 | 76 | 280 | |||
| 28 Oct | 223.79 | 4.5 | 0.70 | - | 110 | 34 | 202 | |||
| 25 Oct | 218.87 | 3.8 | -1.90 | - | 181 | 2 | 168 | |||
| 24 Oct | 226.35 | 5.7 | 0.55 | - | 278 | 68 | 165 | |||
| 23 Oct | 224.01 | 5.15 | 0.85 | - | 92 | 10 | 96 | |||
| 22 Oct | 220.47 | 4.3 | 1.20 | - | 66 | 13 | 87 | |||
| 21 Oct | 230.00 | 3.1 | 0.00 | - | 0 | -3 | 0 | |||
| 18 Oct | 232.12 | 3.1 | -1.20 | - | 4 | -3 | 74 | |||
| 17 Oct | 225.17 | 4.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 4.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 4.3 | 0.00 | - | 0 | 40 | 0 | |||
| 14 Oct | 226.56 | 4.3 | 0.30 | - | 105 | 39 | 76 | |||
| 11 Oct | 222.92 | 4 | 1.55 | - | 25 | 14 | 36 | |||
| 10 Oct | 212.72 | 2.45 | -0.20 | - | 21 | 7 | 21 | |||
| 9 Oct | 214.28 | 2.65 | 0.00 | - | 2 | 1 | 13 | |||
| 8 Oct | 212.79 | 2.65 | -0.60 | - | 11 | -3 | 13 | |||
| 7 Oct | 214.89 | 3.25 | -0.90 | - | 33 | -3 | 16 | |||
| 4 Oct | 220.35 | 4.15 | -0.35 | - | 5 | 2 | 19 | |||
| 3 Oct | 222.55 | 4.5 | -1.60 | - | 13 | 9 | 16 | |||
| 1 Oct | 224.23 | 6.1 | - | 8 | 6 | 6 | ||||
For National Aluminium Co Ltd - strike price 250 expiring on 28NOV2024
Delta for 250 CE is 0.45
Historical price for 250 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 3.9, which was 2.35 higher than the previous day. The implied volatity was 34.36, the open interest changed by 426 which increased total open position to 2146
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 33.77, the open interest changed by -182 which decreased total open position to 1717
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 33.77, the open interest changed by -185 which decreased total open position to 1717
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 1.7, which was 1.25 higher than the previous day. The implied volatity was 33.54, the open interest changed by 420 which increased total open position to 1955
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 40.71, the open interest changed by 214 which increased total open position to 1535
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 43.37, the open interest changed by 74 which increased total open position to 1318
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 1.2, which was -1.60 lower than the previous day. The implied volatity was 40.41, the open interest changed by 41 which increased total open position to 1294
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 39.28, the open interest changed by 115 which increased total open position to 1247
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 4.85, which was -0.50 lower than the previous day. The implied volatity was 39.62, the open interest changed by 245 which increased total open position to 1133
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 5.35, which was -2.65 lower than the previous day. The implied volatity was 40.57, the open interest changed by 70 which increased total open position to 887
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 8, which was 2.50 higher than the previous day. The implied volatity was 39.94, the open interest changed by 129 which increased total open position to 821
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 5.5, which was 0.65 higher than the previous day. The implied volatity was 45.95, the open interest changed by 114 which increased total open position to 698
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 4.85, which was 0.60 higher than the previous day. The implied volatity was 47.34, the open interest changed by 57 which increased total open position to 580
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 4.25, which was -0.20 lower than the previous day. The implied volatity was 44.28, the open interest changed by 47 which increased total open position to 523
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 4.45, which was -0.20 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 4.65, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 5.65, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 4.5, which was 0.70 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 3.8, which was -1.90 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 5.7, which was 0.55 higher 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 5.15, which was 0.85 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 4.3, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 3.1, 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 3.1, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 4.3, 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 4.3, 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 4.3, 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 4.3, which was 0.30 higher 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, which was 1.55 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 2.45, which was -0.20 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 2.65, 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 2.65, which was -0.60 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 3.25, 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 4 Oct NATIONALUM was trading at 220.35. The strike last trading price was 4.15, which was -0.35 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 4.5, which was -1.60 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 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.14
Theta: -0.33
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 6.15 | -6.30 | 38.10 | 6,418 | 556 | 893 |
| 20 Nov | 240.31 | 12.45 | 0.00 | 39.91 | 477 | 24 | 336 |
| 19 Nov | 240.31 | 12.45 | -0.15 | 39.91 | 477 | 23 | 336 |
| 18 Nov | 239.93 | 12.6 | -16.05 | 36.76 | 1,457 | 144 | 313 |
| 14 Nov | 219.87 | 28.65 | -3.30 | - | 48 | -30 | 169 |
| 13 Nov | 219.69 | 31.95 | 5.25 | 62.37 | 7 | -1 | 200 |
| 12 Nov | 225.91 | 26.7 | 7.10 | 57.37 | 37 | 0 | 204 |
| 11 Nov | 232.67 | 19.6 | 3.70 | 50.91 | 33 | 1 | 204 |
| 8 Nov | 238.89 | 15.9 | -0.65 | 44.27 | 270 | 20 | 203 |
| 7 Nov | 238.63 | 16.55 | 3.50 | 47.02 | 102 | 8 | 184 |
| 6 Nov | 244.98 | 13.05 | -6.80 | 46.43 | 213 | 128 | 176 |
| 5 Nov | 235.03 | 19.85 | -3.70 | 47.61 | 78 | 40 | 48 |
| 4 Nov | 230.82 | 23.55 | -5.50 | 52.59 | 7 | 3 | 8 |
| 1 Nov | 229.15 | 29.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 227.32 | 29.05 | 2.80 | - | 2 | 1 | 5 |
| 30 Oct | 227.12 | 26.25 | -1.75 | - | 1 | 0 | 3 |
| 29 Oct | 228.25 | 28 | -4.00 | - | 1 | 0 | 2 |
| 28 Oct | 223.79 | 32 | 0.00 | - | 1 | 0 | 1 |
| 25 Oct | 218.87 | 32 | 5.50 | - | 1 | 0 | 1 |
| 24 Oct | 226.35 | 26.5 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 224.01 | 26.5 | -40.80 | - | 1 | 0 | 0 |
| 22 Oct | 220.47 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 226.56 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 222.92 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 212.72 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 214.28 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 212.79 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 214.89 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 220.35 | 67.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 222.55 | 67.3 | 67.30 | - | 0 | 0 | 0 |
| 1 Oct | 224.23 | 0 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 250 expiring on 28NOV2024
Delta for 250 PE is -0.54
Historical price for 250 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 6.15, which was -6.30 lower than the previous day. The implied volatity was 38.10, the open interest changed by 556 which increased total open position to 893
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was 39.91, the open interest changed by 24 which increased total open position to 336
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.45, which was -0.15 lower than the previous day. The implied volatity was 39.91, the open interest changed by 23 which increased total open position to 336
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 12.6, which was -16.05 lower than the previous day. The implied volatity was 36.76, the open interest changed by 144 which increased total open position to 313
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 28.65, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 169
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 31.95, which was 5.25 higher than the previous day. The implied volatity was 62.37, the open interest changed by -1 which decreased total open position to 200
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 26.7, which was 7.10 higher than the previous day. The implied volatity was 57.37, the open interest changed by 0 which decreased total open position to 204
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 19.6, which was 3.70 higher than the previous day. The implied volatity was 50.91, the open interest changed by 1 which increased total open position to 204
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 15.9, which was -0.65 lower than the previous day. The implied volatity was 44.27, the open interest changed by 20 which increased total open position to 203
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 16.55, which was 3.50 higher than the previous day. The implied volatity was 47.02, the open interest changed by 8 which increased total open position to 184
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 13.05, which was -6.80 lower than the previous day. The implied volatity was 46.43, the open interest changed by 128 which increased total open position to 176
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 19.85, which was -3.70 lower than the previous day. The implied volatity was 47.61, the open interest changed by 40 which increased total open position to 48
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 23.55, which was -5.50 lower than the previous day. The implied volatity was 52.59, the open interest changed by 3 which increased total open position to 8
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 29.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 29.05, which was 2.80 higher 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 26.25, which was -1.75 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 28, which was -4.00 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 32, 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 32, which was 5.50 higher 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 26.5, 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 26.5, which was -40.80 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, 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 67.3, which was 67.30 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
