NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 257.5 CE | ||||||||||
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Delta: 0.24
Vega: 0.11
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 1.65 | 0.90 | 35.55 | 1,790 | 37 | 178 | |||
| 20 Nov | 240.31 | 0.75 | 0.00 | 37.11 | 534 | 24 | 140 | |||
| 19 Nov | 240.31 | 0.75 | -0.15 | 37.11 | 534 | 23 | 140 | |||
| 18 Nov | 239.93 | 0.9 | 0.55 | 37.30 | 937 | 71 | 116 | |||
| 14 Nov | 219.87 | 0.35 | -0.05 | 45.47 | 23 | 19 | 48 | |||
| 13 Nov | 219.69 | 0.4 | -0.25 | 45.41 | 29 | -2 | 29 | |||
| 12 Nov | 225.91 | 0.65 | -0.95 | 41.59 | 28 | -12 | 36 | |||
| 11 Nov | 232.67 | 1.6 | -1.65 | 40.11 | 40 | 11 | 50 | |||
| 8 Nov | 238.89 | 3.25 | -0.05 | 41.47 | 84 | 13 | 39 | |||
| 7 Nov | 238.63 | 3.3 | -1.80 | 40.38 | 52 | 24 | 24 | |||
| 6 Nov | 244.98 | 5.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 235.03 | 5.1 | 0.00 | 11.69 | 0 | 0 | 0 | |||
| 4 Nov | 230.82 | 5.1 | 0.00 | 11.69 | 0 | 0 | 0 | |||
| 1 Nov | 229.15 | 5.1 | 0.00 | 11.86 | 0 | 0 | 0 | |||
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| 31 Oct | 227.32 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 227.12 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 228.25 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 223.79 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 218.87 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 226.35 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 224.01 | 5.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 220.47 | 5.1 | - | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 257.5 expiring on 28NOV2024
Delta for 257.5 CE is 0.24
Historical price for 257.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.65, which was 0.90 higher than the previous day. The implied volatity was 35.55, the open interest changed by 37 which increased total open position to 178
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by 24 which increased total open position to 140
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 37.11, the open interest changed by 23 which increased total open position to 140
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.9, which was 0.55 higher than the previous day. The implied volatity was 37.30, the open interest changed by 71 which increased total open position to 116
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 45.47, the open interest changed by 19 which increased total open position to 48
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 45.41, the open interest changed by -2 which decreased total open position to 29
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.65, which was -0.95 lower than the previous day. The implied volatity was 41.59, the open interest changed by -12 which decreased total open position to 36
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 1.6, which was -1.65 lower than the previous day. The implied volatity was 40.11, the open interest changed by 11 which increased total open position to 50
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 41.47, the open interest changed by 13 which increased total open position to 39
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 3.3, which was -1.80 lower than the previous day. The implied volatity was 40.38, the open interest changed by 24 which increased total open position to 24
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 5.1, 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 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 11.69, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 11.69, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 11.86, 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 5.1, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 5.1, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 5.1, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 5.1, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 5.1, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 5.1, 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 23 Oct NATIONALUM was trading at 224.01. The strike last trading price was 5.1, 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 22 Oct NATIONALUM was trading at 220.47. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 257.5 PE | |||||||
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Delta: -0.77
Vega: 0.11
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 10.85 | -3.95 | 35.30 | 61 | 16 | 18 |
| 20 Nov | 240.31 | 14.8 | 0.00 | - | 3 | 1 | 1 |
| 19 Nov | 240.31 | 14.8 | -4.50 | - | 3 | 0 | 1 |
| 18 Nov | 239.93 | 19.3 | 0.60 | 41.98 | 3 | -1 | 1 |
| 14 Nov | 219.87 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 18.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 8 Nov | 238.89 | 18.7 | -33.80 | 28.06 | 7 | 2 | 2 |
| 7 Nov | 238.63 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 244.98 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 235.03 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 230.82 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 229.15 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 52.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 52.5 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 257.5 expiring on 28NOV2024
Delta for 257.5 PE is -0.77
Historical price for 257.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 10.85, which was -3.95 lower than the previous day. The implied volatity was 35.30, the open interest changed by 16 which increased total open position to 18
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 14.8, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 19.3, which was 0.60 higher than the previous day. The implied volatity was 41.98, the open interest changed by -1 which decreased total open position to 1
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 18.7, 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 18.7, 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 18.7, 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 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 18.7, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 18.7, which was -33.80 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 2
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 52.5, 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 52.5, 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 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 52.5, 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 52.5, 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 52.5, 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 52.5, 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 30 Oct NATIONALUM was trading at 227.12. The strike last trading price was 52.5, 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 29 Oct NATIONALUM was trading at 228.25. The strike last trading price was 52.5, 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 28 Oct NATIONALUM was trading at 223.79. The strike last trading price was 52.5, 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 25 Oct NATIONALUM was trading at 218.87. The strike last trading price was 52.5, 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 24 Oct NATIONALUM was trading at 226.35. The strike last trading price was 52.5, 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 52.5, 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 52.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
