NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
20 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 252.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 215.36 | 0.15 | 0.05 | - | 199 | -58 | 416 | |||
| 19 Dec | 220.87 | 0.1 | 0.05 | 46.03 | 11 | -2 | 474 | |||
| 18 Dec | 226.88 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 226.63 | 0.05 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 16 Dec | 219.91 | 0.05 | -0.15 | 34.60 | 8 | -7 | 477 | |||
| 13 Dec | 226.46 | 0.2 | -1.25 | 31.48 | 32 | -30 | 485 | |||
| 12 Dec | 230.78 | 1.45 | -5.05 | 40.99 | 2,608 | 177 | 516 | |||
| 11 Dec | 249.53 | 6.5 | -0.70 | 37.91 | 911 | 46 | 341 | |||
| 10 Dec | 250.21 | 7.2 | -1.45 | 38.10 | 750 | 50 | 294 | |||
| 9 Dec | 250.56 | 8.65 | 1.35 | 38.36 | 586 | 5 | 247 | |||
| 6 Dec | 248.26 | 7.3 | 0.00 | 37.85 | 942 | 142 | 243 | |||
| 5 Dec | 248.79 | 7.3 | 0.90 | 36.42 | 527 | 3 | 103 | |||
| 4 Dec | 245.16 | 6.4 | -1.05 | 37.04 | 204 | 10 | 101 | |||
| 3 Dec | 246.87 | 7.45 | 1.30 | 38.70 | 205 | 32 | 90 | |||
| 2 Dec | 243.30 | 6.15 | -0.25 | 37.88 | 71 | 13 | 56 | |||
| 29 Nov | 242.14 | 6.4 | -2.30 | 37.20 | 89 | 18 | 45 | |||
| 28 Nov | 249.02 | 8.7 | 1.10 | 32.86 | 57 | 18 | 27 | |||
| 27 Nov | 246.29 | 7.6 | -1.35 | 33.45 | 13 | 3 | 11 | |||
| 26 Nov | 249.95 | 8.95 | -3.10 | 34.25 | 29 | 2 | 8 | |||
| 25 Nov | 251.37 | 12.05 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 22 Nov | 256.85 | 12.05 | 4.50 | 24.65 | 2 | 0 | 8 | |||
| 21 Nov | 248.21 | 7.55 | -3.65 | 28.98 | 15 | 8 | 8 | |||
| 20 Nov | 240.31 | 11.2 | 0.00 | 4.23 | 0 | 0 | 0 | |||
| 19 Nov | 240.31 | 11.2 | 0.00 | 4.23 | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 11.2 | 0.00 | 4.23 | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Nov | 219.87 | 11.2 | 0.00 | 11.13 | 0 | 0 | 0 | |||
| 13 Nov | 219.69 | 11.2 | 0.00 | 11.09 | 0 | 0 | 0 | |||
| 12 Nov | 225.91 | 11.2 | 0.00 | 8.27 | 0 | 0 | 0 | |||
| 11 Nov | 232.67 | 11.2 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 8 Nov | 238.89 | 11.2 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 7 Nov | 238.63 | 11.2 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 6 Nov | 244.98 | 11.2 | 1.52 | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 252.5 expiring on 26DEC2024
Delta for 252.5 CE is -
Historical price for 252.5 CE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 416
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 46.03, the open interest changed by -2 which decreased total open position to 474
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 34.60, the open interest changed by -7 which decreased total open position to 477
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 0.2, which was -1.25 lower than the previous day. The implied volatity was 31.48, the open interest changed by -30 which decreased total open position to 485
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 1.45, which was -5.05 lower than the previous day. The implied volatity was 40.99, the open interest changed by 177 which increased total open position to 516
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 6.5, which was -0.70 lower than the previous day. The implied volatity was 37.91, the open interest changed by 46 which increased total open position to 341
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 38.10, the open interest changed by 50 which increased total open position to 294
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 8.65, which was 1.35 higher than the previous day. The implied volatity was 38.36, the open interest changed by 5 which increased total open position to 247
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 37.85, the open interest changed by 142 which increased total open position to 243
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 7.3, which was 0.90 higher than the previous day. The implied volatity was 36.42, the open interest changed by 3 which increased total open position to 103
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 6.4, which was -1.05 lower than the previous day. The implied volatity was 37.04, the open interest changed by 10 which increased total open position to 101
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 7.45, which was 1.30 higher than the previous day. The implied volatity was 38.70, the open interest changed by 32 which increased total open position to 90
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 37.88, the open interest changed by 13 which increased total open position to 56
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 6.4, which was -2.30 lower than the previous day. The implied volatity was 37.20, the open interest changed by 18 which increased total open position to 45
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 8.7, which was 1.10 higher than the previous day. The implied volatity was 32.86, the open interest changed by 18 which increased total open position to 27
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 7.6, which was -1.35 lower than the previous day. The implied volatity was 33.45, the open interest changed by 3 which increased total open position to 11
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 8.95, which was -3.10 lower than the previous day. The implied volatity was 34.25, the open interest changed by 2 which increased total open position to 8
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 12.05, which was 4.50 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 8
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 7.55, which was -3.65 lower than the previous day. The implied volatity was 28.98, the open interest changed by 8 which increased total open position to 8
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 11.13, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 11.09, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 8.27, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 11.2, which was lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 26DEC2024 252.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1.00
Vega: 0.00
Theta: 0.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 215.36 | 36.8 | 7.80 | 45.67 | 5 | -1 | 139 |
| 19 Dec | 220.87 | 29 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 226.88 | 29 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 226.63 | 29 | 0.00 | 0.00 | 0 | -2 | 0 |
| 16 Dec | 219.91 | 29 | 7.25 | - | 2 | -1 | 141 |
| 13 Dec | 226.46 | 21.75 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Dec | 230.78 | 21.75 | 12.70 | 39.83 | 523 | 4 | 143 |
| 11 Dec | 249.53 | 9.05 | 0.45 | 38.33 | 702 | 32 | 140 |
| 10 Dec | 250.21 | 8.6 | 0.60 | 37.16 | 426 | 17 | 108 |
| 9 Dec | 250.56 | 8 | -2.35 | 38.47 | 173 | -9 | 93 |
| 6 Dec | 248.26 | 10.35 | 0.00 | 37.11 | 255 | 36 | 102 |
| 5 Dec | 248.79 | 10.35 | -2.55 | 36.84 | 200 | 11 | 65 |
| 4 Dec | 245.16 | 12.9 | 0.75 | 40.09 | 52 | 3 | 54 |
| 3 Dec | 246.87 | 12.15 | -2.55 | 38.60 | 95 | 33 | 48 |
| 2 Dec | 243.30 | 14.7 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 242.14 | 14.7 | 0.80 | 37.80 | 26 | 4 | 16 |
| 28 Nov | 249.02 | 13.9 | -2.45 | 48.91 | 4 | 3 | 11 |
| 27 Nov | 246.29 | 16.35 | 1.15 | 51.58 | 10 | 5 | 8 |
| 26 Nov | 249.95 | 15.2 | -18.40 | 50.27 | 12 | 3 | 3 |
| 25 Nov | 251.37 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 256.85 | 33.6 | 0.00 | 2.34 | 0 | 0 | 0 |
| 21 Nov | 248.21 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 240.31 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 240.31 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 239.93 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 219.87 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 219.69 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 225.91 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.67 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 238.89 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 238.63 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 244.98 | 33.6 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 252.5 expiring on 26DEC2024
Delta for 252.5 PE is -1.00
Historical price for 252.5 PE is as follows
On 20 Dec NATIONALUM was trading at 215.36. The strike last trading price was 36.8, which was 7.80 higher than the previous day. The implied volatity was 45.67, the open interest changed by -1 which decreased total open position to 139
On 19 Dec NATIONALUM was trading at 220.87. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NATIONALUM was trading at 226.88. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NATIONALUM was trading at 226.63. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 16 Dec NATIONALUM was trading at 219.91. The strike last trading price was 29, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 141
On 13 Dec NATIONALUM was trading at 226.46. The strike last trading price was 21.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Dec NATIONALUM was trading at 230.78. The strike last trading price was 21.75, which was 12.70 higher than the previous day. The implied volatity was 39.83, the open interest changed by 4 which increased total open position to 143
On 11 Dec NATIONALUM was trading at 249.53. The strike last trading price was 9.05, which was 0.45 higher than the previous day. The implied volatity was 38.33, the open interest changed by 32 which increased total open position to 140
On 10 Dec NATIONALUM was trading at 250.21. The strike last trading price was 8.6, which was 0.60 higher than the previous day. The implied volatity was 37.16, the open interest changed by 17 which increased total open position to 108
On 9 Dec NATIONALUM was trading at 250.56. The strike last trading price was 8, which was -2.35 lower than the previous day. The implied volatity was 38.47, the open interest changed by -9 which decreased total open position to 93
On 6 Dec NATIONALUM was trading at 248.26. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by 36 which increased total open position to 102
On 5 Dec NATIONALUM was trading at 248.79. The strike last trading price was 10.35, which was -2.55 lower than the previous day. The implied volatity was 36.84, the open interest changed by 11 which increased total open position to 65
On 4 Dec NATIONALUM was trading at 245.16. The strike last trading price was 12.9, which was 0.75 higher than the previous day. The implied volatity was 40.09, the open interest changed by 3 which increased total open position to 54
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 12.15, which was -2.55 lower than the previous day. The implied volatity was 38.60, the open interest changed by 33 which increased total open position to 48
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 14.7, which was 0.80 higher than the previous day. The implied volatity was 37.80, the open interest changed by 4 which increased total open position to 16
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 13.9, which was -2.45 lower than the previous day. The implied volatity was 48.91, the open interest changed by 3 which increased total open position to 11
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 16.35, which was 1.15 higher than the previous day. The implied volatity was 51.58, the open interest changed by 5 which increased total open position to 8
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 15.2, which was -18.40 lower than the previous day. The implied volatity was 50.27, the open interest changed by 3 which increased total open position to 3
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 33.6, 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 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 33.6, 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 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 33.6, 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 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 33.6, 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 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 33.6, 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 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 33.6, 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 33.6, 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 33.6, 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 33.6, 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 33.6, 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 33.6, 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 33.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
