NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
03 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 252.5 CE | ||||||||||
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Delta: 0.44
Vega: 0.24
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.44
Historical price for 252.5 CE is as follows
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 | |||||||
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Delta: -0.56
Vega: 0.24
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.56
Historical price for 252.5 PE is as follows
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
