NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.09
Theta: -0.25
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 1.25 | 0.65 | 36.47 | 8,551 | -70 | 1,149 | |||
| 20 Nov | 240.31 | 0.6 | 0.00 | 38.45 | 2,284 | -90 | 1,213 | |||
|
|
||||||||||
| 19 Nov | 240.31 | 0.6 | -0.15 | 38.45 | 2,284 | -96 | 1,213 | |||
| 18 Nov | 239.93 | 0.75 | 0.45 | 38.70 | 8,196 | 501 | 1,281 | |||
| 14 Nov | 219.87 | 0.3 | -0.15 | 46.61 | 749 | 45 | 783 | |||
| 13 Nov | 219.69 | 0.45 | -0.10 | 48.52 | 281 | -24 | 736 | |||
| 12 Nov | 225.91 | 0.55 | -0.75 | 42.34 | 997 | -126 | 893 | |||
| 11 Nov | 232.67 | 1.3 | -1.25 | 40.22 | 1,103 | -151 | 1,022 | |||
| 8 Nov | 238.89 | 2.55 | -0.50 | 40.28 | 2,371 | 220 | 1,150 | |||
| 7 Nov | 238.63 | 3.05 | -1.65 | 41.91 | 1,204 | -150 | 931 | |||
| 6 Nov | 244.98 | 4.7 | 1.50 | 40.66 | 2,567 | 338 | 1,067 | |||
| 5 Nov | 235.03 | 3.2 | 0.30 | 46.10 | 1,264 | 200 | 733 | |||
| 4 Nov | 230.82 | 2.9 | 0.20 | 47.84 | 909 | 183 | 536 | |||
| 1 Nov | 229.15 | 2.7 | -0.10 | 46.05 | 116 | 32 | 347 | |||
| 31 Oct | 227.32 | 2.8 | -0.05 | - | 340 | 6 | 314 | |||
| 30 Oct | 227.12 | 2.85 | -0.80 | - | 415 | 133 | 308 | |||
| 29 Oct | 228.25 | 3.65 | 0.70 | - | 107 | 48 | 175 | |||
| 28 Oct | 223.79 | 2.95 | 0.35 | - | 47 | 1 | 127 | |||
| 25 Oct | 218.87 | 2.6 | -0.90 | - | 150 | -10 | 126 | |||
| 24 Oct | 226.35 | 3.5 | 0.10 | - | 140 | 81 | 137 | |||
| 23 Oct | 224.01 | 3.4 | 0.60 | - | 28 | 13 | 55 | |||
| 22 Oct | 220.47 | 2.8 | - | 56 | 41 | 41 | ||||
For National Aluminium Co Ltd - strike price 260 expiring on 28NOV2024
Delta for 260 CE is 0.19
Historical price for 260 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.25, which was 0.65 higher than the previous day. The implied volatity was 36.47, the open interest changed by -70 which decreased total open position to 1149
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 38.45, the open interest changed by -90 which decreased total open position to 1213
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 38.45, the open interest changed by -96 which decreased total open position to 1213
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.75, which was 0.45 higher than the previous day. The implied volatity was 38.70, the open interest changed by 501 which increased total open position to 1281
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 46.61, the open interest changed by 45 which increased total open position to 783
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 48.52, the open interest changed by -24 which decreased total open position to 736
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 42.34, the open interest changed by -126 which decreased total open position to 893
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 1.3, which was -1.25 lower than the previous day. The implied volatity was 40.22, the open interest changed by -151 which decreased total open position to 1022
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 2.55, which was -0.50 lower than the previous day. The implied volatity was 40.28, the open interest changed by 220 which increased total open position to 1150
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 3.05, which was -1.65 lower than the previous day. The implied volatity was 41.91, the open interest changed by -150 which decreased total open position to 931
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 4.7, which was 1.50 higher than the previous day. The implied volatity was 40.66, the open interest changed by 338 which increased total open position to 1067
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 46.10, the open interest changed by 200 which increased total open position to 733
On 4 Nov NATIONALUM was trading at 230.82. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 47.84, the open interest changed by 183 which increased total open position to 536
On 1 Nov NATIONALUM was trading at 229.15. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was 46.05, the open interest changed by 32 which increased total open position to 347
On 31 Oct NATIONALUM was trading at 227.32. The strike last trading price was 2.8, which was -0.05 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 2.85, which was -0.80 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 3.65, 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 2.95, which was 0.35 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 2.6, which was -0.90 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 3.5, which was 0.10 higher 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 3.4, which was 0.60 higher 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 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATIONALUM 28NOV2024 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.10
Theta: -0.21
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 13.2 | -7.80 | 38.88 | 169 | 34 | 45 |
| 20 Nov | 240.31 | 21 | 0.00 | 38.94 | 10 | -2 | 12 |
| 19 Nov | 240.31 | 21 | 0.50 | 38.94 | 10 | -1 | 12 |
| 18 Nov | 239.93 | 20.5 | -13.50 | 20.51 | 28 | 3 | 13 |
| 14 Nov | 219.87 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 34 | 6.15 | 43.58 | 1 | 0 | 10 |
| 11 Nov | 232.67 | 27.85 | 3.35 | 53.96 | 5 | 0 | 10 |
| 8 Nov | 238.89 | 24.5 | 0.40 | 51.32 | 11 | 5 | 9 |
| 7 Nov | 238.63 | 24.1 | 4.40 | 49.07 | 8 | 0 | 5 |
| 6 Nov | 244.98 | 19.7 | -56.40 | 47.83 | 10 | 4 | 4 |
| 5 Nov | 235.03 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 230.82 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 229.15 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 227.32 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 227.12 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 228.25 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 223.79 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 218.87 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 226.35 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 224.01 | 76.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 220.47 | 76.1 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 260 expiring on 28NOV2024
Delta for 260 PE is -0.80
Historical price for 260 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 13.2, which was -7.80 lower than the previous day. The implied volatity was 38.88, the open interest changed by 34 which increased total open position to 45
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 38.94, the open interest changed by -2 which decreased total open position to 12
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 21, which was 0.50 higher than the previous day. The implied volatity was 38.94, the open interest changed by -1 which decreased total open position to 12
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 20.5, which was -13.50 lower than the previous day. The implied volatity was 20.51, the open interest changed by 3 which increased total open position to 13
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 34, 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 34, 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 34, which was 6.15 higher than the previous day. The implied volatity was 43.58, the open interest changed by 0 which decreased total open position to 10
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 27.85, which was 3.35 higher than the previous day. The implied volatity was 53.96, the open interest changed by 0 which decreased total open position to 10
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 24.5, which was 0.40 higher than the previous day. The implied volatity was 51.32, the open interest changed by 5 which increased total open position to 9
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 24.1, which was 4.40 higher than the previous day. The implied volatity was 49.07, the open interest changed by 0 which decreased total open position to 5
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 19.7, which was -56.40 lower than the previous day. The implied volatity was 47.83, the open interest changed by 4 which increased total open position to 4
On 5 Nov NATIONALUM was trading at 235.03. The strike last trading price was 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, 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 76.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
