NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 255 CE | ||||||||||
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Delta: 0.30
Vega: 0.12
Theta: -0.31
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 248.21 | 2.15 | 1.25 | 34.46 | 8,842 | 444 | 867 | |||
| 20 Nov | 240.31 | 0.9 | 0.00 | 34.76 | 2,171 | 9 | 428 | |||
| 19 Nov | 240.31 | 0.9 | -0.15 | 34.76 | 2,171 | 14 | 428 | |||
| 18 Nov | 239.93 | 1.05 | 0.70 | 35.46 | 5,235 | 216 | 426 | |||
| 14 Nov | 219.87 | 0.35 | -0.15 | 43.17 | 321 | 34 | 209 | |||
| 13 Nov | 219.69 | 0.5 | -0.30 | 44.96 | 230 | -10 | 172 | |||
| 12 Nov | 225.91 | 0.8 | -1.10 | 41.21 | 286 | -14 | 223 | |||
| 11 Nov | 232.67 | 1.9 | -1.60 | 39.57 | 459 | 26 | 248 | |||
| 8 Nov | 238.89 | 3.5 | -0.45 | 39.71 | 999 | 43 | 223 | |||
| 7 Nov | 238.63 | 3.95 | -2.10 | 40.70 | 516 | 3 | 181 | |||
| 6 Nov | 244.98 | 6.05 | 1.85 | 39.76 | 980 | 29 | 176 | |||
| 5 Nov | 235.03 | 4.2 | 0.35 | 46.05 | 586 | 41 | 151 | |||
| 4 Nov | 230.82 | 3.85 | 0.55 | 48.04 | 229 | 76 | 110 | |||
| 1 Nov | 229.15 | 3.3 | -0.10 | 44.69 | 10 | 6 | 34 | |||
| 31 Oct | 227.32 | 3.4 | -1.15 | - | 27 | 9 | 29 | |||
| 30 Oct | 227.12 | 4.55 | 0.05 | - | 8 | 2 | 21 | |||
| 29 Oct | 228.25 | 4.5 | 0.70 | - | 14 | -2 | 20 | |||
| 28 Oct | 223.79 | 3.8 | 1.05 | - | 4 | 3 | 21 | |||
| 25 Oct | 218.87 | 2.75 | -1.75 | - | 15 | 4 | 18 | |||
| 24 Oct | 226.35 | 4.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 4.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 4.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 230.00 | 4.5 | 0.00 | - | 0 | 0 | 14 | |||
| 18 Oct | 232.12 | 4.5 | 0.00 | - | 0 | 0 | 14 | |||
| 17 Oct | 225.17 | 4.5 | 0.00 | - | 14 | 0 | 14 | |||
| 16 Oct | 217.31 | 4.5 | 0.00 | - | 14 | 0 | 14 | |||
| 15 Oct | 219.02 | 4.5 | - | 14 | 0 | 14 | ||||
For National Aluminium Co Ltd - strike price 255 expiring on 28NOV2024
Delta for 255 CE is 0.30
Historical price for 255 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 2.15, which was 1.25 higher than the previous day. The implied volatity was 34.46, the open interest changed by 444 which increased total open position to 867
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by 9 which increased total open position to 428
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by 14 which increased total open position to 428
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 1.05, which was 0.70 higher than the previous day. The implied volatity was 35.46, the open interest changed by 216 which increased total open position to 426
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 43.17, the open interest changed by 34 which increased total open position to 209
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 44.96, the open interest changed by -10 which decreased total open position to 172
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.8, which was -1.10 lower than the previous day. The implied volatity was 41.21, the open interest changed by -14 which decreased total open position to 223
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 1.9, which was -1.60 lower than the previous day. The implied volatity was 39.57, the open interest changed by 26 which increased total open position to 248
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 39.71, the open interest changed by 43 which increased total open position to 223
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 3.95, which was -2.10 lower than the previous day. The implied volatity was 40.70, the open interest changed by 3 which increased total open position to 181
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 6.05, which was 1.85 higher than the previous day. The implied volatity was 39.76, the open interest changed by 29 which increased total open position to 176
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 4.2, which was 0.35 higher than the previous day. The implied volatity was 46.05, the open interest changed by 41 which increased total open position to 151
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 3.85, which was 0.55 higher than the previous day. The implied volatity was 48.04, the open interest changed by 76 which increased total open position to 110
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 3.3, which was -0.10 lower than the previous day. The implied volatity was 44.69, the open interest changed by 6 which increased total open position to 34
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 3.4, which was -1.15 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 4.55, which was 0.05 higher 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 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 3.8, which was 1.05 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 2.75, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 4.5, 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 4.5, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 4.5, 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 21 Oct NATIONALUM was trading at 230.00. The strike last trading price was 4.5, 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 18 Oct NATIONALUM was trading at 232.12. The strike last trading price was 4.5, 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 17 Oct NATIONALUM was trading at 225.17. The strike last trading price was 4.5, 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 16 Oct NATIONALUM was trading at 217.31. The strike last trading price was 4.5, 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 15 Oct NATIONALUM was trading at 219.02. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 255 PE | |||||||
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Delta: -0.69
Vega: 0.12
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 9.25 | -7.50 | 37.53 | 437 | 87 | 101 |
| 20 Nov | 240.31 | 16.75 | 0.00 | 43.81 | 33 | -1 | 14 |
| 19 Nov | 240.31 | 16.75 | -0.25 | 43.81 | 33 | -1 | 14 |
| 18 Nov | 239.93 | 17 | -7.95 | 40.12 | 34 | 6 | 15 |
| 14 Nov | 219.87 | 24.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 24.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 24.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Nov | 232.67 | 24.95 | 5.85 | 60.36 | 6 | -1 | 6 |
| 8 Nov | 238.89 | 19.1 | -0.40 | 42.61 | 37 | 4 | 7 |
| 7 Nov | 238.63 | 19.5 | 3.35 | 44.61 | 9 | 0 | 4 |
| 6 Nov | 244.98 | 16.15 | -37.60 | 46.81 | 11 | 5 | 5 |
| 5 Nov | 235.03 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 230.82 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 229.15 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 230.00 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 232.12 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 225.17 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 217.31 | 53.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 219.02 | 53.75 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 255 expiring on 28NOV2024
Delta for 255 PE is -0.69
Historical price for 255 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 9.25, which was -7.50 lower than the previous day. The implied volatity was 37.53, the open interest changed by 87 which increased total open position to 101
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 43.81, the open interest changed by -1 which decreased total open position to 14
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 16.75, which was -0.25 lower than the previous day. The implied volatity was 43.81, the open interest changed by -1 which decreased total open position to 14
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 17, which was -7.95 lower than the previous day. The implied volatity was 40.12, the open interest changed by 6 which increased total open position to 15
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 24.95, 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 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 24.95, 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 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 24.95, which was 5.85 higher than the previous day. The implied volatity was 60.36, the open interest changed by -1 which decreased total open position to 6
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 19.1, which was -0.40 lower than the previous day. The implied volatity was 42.61, the open interest changed by 4 which increased total open position to 7
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 19.5, which was 3.35 higher than the previous day. The implied volatity was 44.61, the open interest changed by 0 which decreased total open position to 4
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 16.15, which was -37.60 lower than the previous day. The implied volatity was 46.81, the open interest changed by 5 which increased total open position to 5
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 53.75, 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 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 53.75, 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 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
