NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
03 Dec 2024 04:10 PM IST
| NATIONALUM 26DEC2024 260 CE | ||||||||||
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Delta: 0.33
Vega: 0.22
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 246.87 | 4.8 | 0.90 | 38.40 | 1,492 | 40 | 942 | |||
| 2 Dec | 243.30 | 3.9 | -0.15 | 37.81 | 553 | 23 | 901 | |||
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| 29 Nov | 242.14 | 4.05 | -1.80 | 36.73 | 1,681 | 204 | 869 | |||
| 28 Nov | 249.02 | 5.85 | 0.60 | 33.49 | 1,298 | 31 | 689 | |||
| 27 Nov | 246.29 | 5.25 | -0.60 | 34.71 | 801 | -11 | 657 | |||
| 26 Nov | 249.95 | 5.85 | -1.15 | 33.70 | 1,546 | 462 | 663 | |||
| 25 Nov | 251.37 | 7 | -1.60 | 32.21 | 14 | -90 | 201 | |||
| 22 Nov | 256.85 | 8.6 | 2.50 | 29.45 | 77 | -75 | 216 | |||
| 21 Nov | 248.21 | 6.1 | 2.60 | 32.83 | 912 | 95 | 289 | |||
| 20 Nov | 240.31 | 3.5 | 0.00 | 31.83 | 412 | 33 | 191 | |||
| 19 Nov | 240.31 | 3.5 | 0.20 | 31.83 | 412 | 30 | 191 | |||
| 18 Nov | 239.93 | 3.3 | 2.10 | 31.11 | 929 | 123 | 160 | |||
| 14 Nov | 219.87 | 1.2 | -0.50 | 34.81 | 75 | 10 | 37 | |||
| 13 Nov | 219.69 | 1.7 | -0.60 | 37.95 | 23 | 10 | 27 | |||
| 12 Nov | 225.91 | 2.3 | -0.95 | 35.84 | 44 | 7 | 16 | |||
| 11 Nov | 232.67 | 3.25 | -2.95 | 32.43 | 6 | 0 | 8 | |||
| 8 Nov | 238.89 | 6.2 | -0.60 | 37.25 | 2 | 0 | 6 | |||
| 7 Nov | 238.63 | 6.8 | -2.45 | 38.50 | 4 | 2 | 5 | |||
| 6 Nov | 244.98 | 9.25 | 38.45 | 4 | 2 | 2 | ||||
For National Aluminium Co Ltd - strike price 260 expiring on 26DEC2024
Delta for 260 CE is 0.33
Historical price for 260 CE is as follows
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 4.8, which was 0.90 higher than the previous day. The implied volatity was 38.40, the open interest changed by 40 which increased total open position to 942
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 3.9, which was -0.15 lower than the previous day. The implied volatity was 37.81, the open interest changed by 23 which increased total open position to 901
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 4.05, which was -1.80 lower than the previous day. The implied volatity was 36.73, the open interest changed by 204 which increased total open position to 869
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 5.85, which was 0.60 higher than the previous day. The implied volatity was 33.49, the open interest changed by 31 which increased total open position to 689
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 5.25, which was -0.60 lower than the previous day. The implied volatity was 34.71, the open interest changed by -11 which decreased total open position to 657
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 5.85, which was -1.15 lower than the previous day. The implied volatity was 33.70, the open interest changed by 462 which increased total open position to 663
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 7, which was -1.60 lower than the previous day. The implied volatity was 32.21, the open interest changed by -90 which decreased total open position to 201
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 8.6, which was 2.50 higher than the previous day. The implied volatity was 29.45, the open interest changed by -75 which decreased total open position to 216
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 6.1, which was 2.60 higher than the previous day. The implied volatity was 32.83, the open interest changed by 95 which increased total open position to 289
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by 33 which increased total open position to 191
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 31.83, the open interest changed by 30 which increased total open position to 191
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 3.3, which was 2.10 higher than the previous day. The implied volatity was 31.11, the open interest changed by 123 which increased total open position to 160
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 34.81, the open interest changed by 10 which increased total open position to 37
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 37.95, the open interest changed by 10 which increased total open position to 27
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 35.84, the open interest changed by 7 which increased total open position to 16
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 3.25, which was -2.95 lower than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 8
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 6.2, which was -0.60 lower than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 6
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 6.8, which was -2.45 lower than the previous day. The implied volatity was 38.50, the open interest changed by 2 which increased total open position to 5
On 6 Nov NATIONALUM was trading at 244.98. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was 38.45, the open interest changed by 2 which increased total open position to 2
| NATIONALUM 26DEC2024 260 PE | |||||||
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Delta: -0.69
Vega: 0.22
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 246.87 | 16.5 | -2.45 | 36.24 | 26 | 3 | 40 |
| 2 Dec | 243.30 | 18.95 | -0.85 | 36.63 | 8 | -1 | 35 |
| 29 Nov | 242.14 | 19.8 | 1.20 | 37.42 | 28 | -1 | 36 |
| 28 Nov | 249.02 | 18.6 | -3.40 | 50.36 | 27 | -3 | 37 |
| 27 Nov | 246.29 | 22 | 2.40 | 55.71 | 8 | -2 | 40 |
| 26 Nov | 249.95 | 19.6 | -0.15 | 50.38 | 67 | 35 | 43 |
| 25 Nov | 251.37 | 19.75 | 0.00 | 0.00 | 0 | 0 | 8 |
| 22 Nov | 256.85 | 19.75 | 0.00 | 0.00 | 18 | 0 | 8 |
| 21 Nov | 248.21 | 19.75 | -6.25 | 46.05 | 18 | 3 | 8 |
| 20 Nov | 240.31 | 26 | 0.00 | 48.73 | 1 | 0 | 5 |
| 19 Nov | 240.31 | 26 | 1.65 | 48.73 | 1 | 0 | 5 |
| 18 Nov | 239.93 | 24.35 | -17.65 | 40.99 | 4 | 2 | 4 |
| 14 Nov | 219.87 | 42 | 5.00 | 53.80 | 3 | -1 | 0 |
| 13 Nov | 219.69 | 37 | -22.55 | - | 1 | 0 | 0 |
| 12 Nov | 225.91 | 59.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.67 | 59.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 238.89 | 59.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 238.63 | 59.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 244.98 | 59.55 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 260 expiring on 26DEC2024
Delta for 260 PE is -0.69
Historical price for 260 PE is as follows
On 3 Dec NATIONALUM was trading at 246.87. The strike last trading price was 16.5, which was -2.45 lower than the previous day. The implied volatity was 36.24, the open interest changed by 3 which increased total open position to 40
On 2 Dec NATIONALUM was trading at 243.30. The strike last trading price was 18.95, which was -0.85 lower than the previous day. The implied volatity was 36.63, the open interest changed by -1 which decreased total open position to 35
On 29 Nov NATIONALUM was trading at 242.14. The strike last trading price was 19.8, which was 1.20 higher than the previous day. The implied volatity was 37.42, the open interest changed by -1 which decreased total open position to 36
On 28 Nov NATIONALUM was trading at 249.02. The strike last trading price was 18.6, which was -3.40 lower than the previous day. The implied volatity was 50.36, the open interest changed by -3 which decreased total open position to 37
On 27 Nov NATIONALUM was trading at 246.29. The strike last trading price was 22, which was 2.40 higher than the previous day. The implied volatity was 55.71, the open interest changed by -2 which decreased total open position to 40
On 26 Nov NATIONALUM was trading at 249.95. The strike last trading price was 19.6, which was -0.15 lower than the previous day. The implied volatity was 50.38, the open interest changed by 35 which increased total open position to 43
On 25 Nov NATIONALUM was trading at 251.37. The strike last trading price was 19.75, 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 8
On 22 Nov NATIONALUM was trading at 256.85. The strike last trading price was 19.75, 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 8
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 19.75, which was -6.25 lower than the previous day. The implied volatity was 46.05, the open interest changed by 3 which increased total open position to 8
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 48.73, the open interest changed by 0 which decreased total open position to 5
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 26, which was 1.65 higher than the previous day. The implied volatity was 48.73, the open interest changed by 0 which decreased total open position to 5
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 24.35, which was -17.65 lower than the previous day. The implied volatity was 40.99, the open interest changed by 2 which increased total open position to 4
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 42, which was 5.00 higher than the previous day. The implied volatity was 53.80, the open interest changed by -1 which decreased total open position to 0
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 37, which was -22.55 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 59.55, 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 59.55, 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 59.55, 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 59.55, 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 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
