NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 252.5 CE | ||||||||||
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Delta: 0.37
Vega: 0.13
Theta: -0.35
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 3 | 1.75 | 34.95 | 3,733 | 75 | 314 | |||
| 20 Nov | 240.31 | 1.25 | 0.00 | 34.58 | 926 | 2 | 237 | |||
| 19 Nov | 240.31 | 1.25 | -0.05 | 34.58 | 926 | 0 | 237 | |||
| 18 Nov | 239.93 | 1.3 | 0.90 | 34.17 | 1,631 | 135 | 229 | |||
| 14 Nov | 219.87 | 0.4 | -0.15 | 41.93 | 76 | 5 | 96 | |||
| 13 Nov | 219.69 | 0.55 | -0.50 | 43.48 | 63 | 18 | 92 | |||
| 12 Nov | 225.91 | 1.05 | -1.20 | 41.59 | 70 | 11 | 80 | |||
| 11 Nov | 232.67 | 2.25 | -2.00 | 38.99 | 131 | -9 | 73 | |||
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| 8 Nov | 238.89 | 4.25 | -0.30 | 40.27 | 296 | 38 | 80 | |||
| 7 Nov | 238.63 | 4.55 | -2.30 | 40.36 | 111 | -7 | 41 | |||
| 6 Nov | 244.98 | 6.85 | 1.60 | 39.31 | 233 | 24 | 50 | |||
| 5 Nov | 235.03 | 5.25 | 0.95 | 48.19 | 46 | 6 | 26 | |||
| 4 Nov | 230.82 | 4.3 | -0.55 | 47.57 | 51 | 17 | 18 | |||
| 1 Nov | 229.15 | 4.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 227.32 | 4.85 | -0.45 | - | 1 | 0 | 0 | |||
| 30 Oct | 227.12 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 228.25 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 226.35 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 232.12 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 225.17 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 217.31 | 5.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 219.02 | 5.3 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 252.5 expiring on 28NOV2024
Delta for 252.5 CE is 0.37
Historical price for 252.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 3, which was 1.75 higher than the previous day. The implied volatity was 34.95, the open interest changed by 75 which increased total open position to 314
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 34.58, the open interest changed by 2 which increased total open position to 237
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 34.58, the open interest changed by 0 which decreased total open position to 237
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 1.3, which was 0.90 higher than the previous day. The implied volatity was 34.17, the open interest changed by 135 which increased total open position to 229
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 41.93, the open interest changed by 5 which increased total open position to 96
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 43.48, the open interest changed by 18 which increased total open position to 92
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 1.05, which was -1.20 lower than the previous day. The implied volatity was 41.59, the open interest changed by 11 which increased total open position to 80
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 2.25, which was -2.00 lower than the previous day. The implied volatity was 38.99, the open interest changed by -9 which decreased total open position to 73
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 4.25, which was -0.30 lower than the previous day. The implied volatity was 40.27, the open interest changed by 38 which increased total open position to 80
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 4.55, which was -2.30 lower than the previous day. The implied volatity was 40.36, the open interest changed by -7 which decreased total open position to 41
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 6.85, which was 1.60 higher than the previous day. The implied volatity was 39.31, the open interest changed by 24 which increased total open position to 50
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 5.25, which was 0.95 higher than the previous day. The implied volatity was 48.19, the open interest changed by 6 which increased total open position to 26
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 4.3, which was -0.55 lower than the previous day. The implied volatity was 47.57, the open interest changed by 17 which increased total open position to 18
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 1 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 -0.45 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 5.3, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 5.3, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 5.3, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 5.3, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 5.3, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 5.3, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 5.3, 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 5.3, 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 5.3, 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 5.3, 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 5.3, 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 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 252.5 PE | |||||||
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Delta: -0.61
Vega: 0.13
Theta: -0.32
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 7.75 | -5.10 | 38.89 | 667 | 37 | 62 |
| 20 Nov | 240.31 | 12.85 | 0.00 | 23.57 | 12 | -2 | 25 |
| 19 Nov | 240.31 | 12.85 | -1.95 | 23.57 | 12 | -2 | 25 |
| 18 Nov | 239.93 | 14.8 | -15.30 | 38.72 | 98 | 16 | 27 |
| 14 Nov | 219.87 | 30.1 | 1.10 | - | 12 | 1 | 12 |
| 13 Nov | 219.69 | 29 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Nov | 225.91 | 29 | 6.00 | 59.27 | 4 | 3 | 11 |
| 11 Nov | 232.67 | 23 | 4.25 | 59.78 | 9 | -5 | 9 |
| 8 Nov | 238.89 | 18.75 | 0.40 | 49.80 | 31 | 1 | 15 |
| 7 Nov | 238.63 | 18.35 | 3.80 | 47.58 | 8 | 2 | 14 |
| 6 Nov | 244.98 | 14.55 | -6.15 | 46.58 | 19 | 5 | 12 |
| 5 Nov | 235.03 | 20.7 | -4.65 | 42.95 | 13 | 5 | 6 |
| 4 Nov | 230.82 | 25.35 | -26.30 | 52.38 | 3 | 1 | 1 |
| 1 Nov | 229.15 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 51.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 51.65 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 252.5 expiring on 28NOV2024
Delta for 252.5 PE is -0.61
Historical price for 252.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 7.75, which was -5.10 lower than the previous day. The implied volatity was 38.89, the open interest changed by 37 which increased total open position to 62
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 23.57, the open interest changed by -2 which decreased total open position to 25
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 12.85, which was -1.95 lower than the previous day. The implied volatity was 23.57, the open interest changed by -2 which decreased total open position to 25
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 14.8, which was -15.30 lower than the previous day. The implied volatity was 38.72, the open interest changed by 16 which increased total open position to 27
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 30.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 13 Nov NATIONALUM was trading at 219.69. 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 3 which increased total open position to 0
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 29, which was 6.00 higher than the previous day. The implied volatity was 59.27, the open interest changed by 3 which increased total open position to 11
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 23, which was 4.25 higher than the previous day. The implied volatity was 59.78, the open interest changed by -5 which decreased total open position to 9
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 18.75, which was 0.40 higher than the previous day. The implied volatity was 49.80, the open interest changed by 1 which increased total open position to 15
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 18.35, which was 3.80 higher than the previous day. The implied volatity was 47.58, the open interest changed by 2 which increased total open position to 14
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 14.55, which was -6.15 lower than the previous day. The implied volatity was 46.58, the open interest changed by 5 which increased total open position to 12
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 20.7, which was -4.65 lower than the previous day. The implied volatity was 42.95, the open interest changed by 5 which increased total open position to 6
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 25.35, which was -26.30 lower than the previous day. The implied volatity was 52.38, the open interest changed by 1 which increased total open position to 1
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 51.65, 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 51.65, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 51.65, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 51.65, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 51.65, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 51.65, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 51.65, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 51.65, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 51.65, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 51.65, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 51.65, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 51.65, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 51.65, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 51.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
