NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 262.5 CE | ||||||||||
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Delta: 0.16
Vega: 0.08
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 1.05 | 0.50 | 38.68 | 1,151 | 13 | 100 | |||
| 20 Nov | 240.31 | 0.55 | 0.00 | 40.58 | 223 | -12 | 87 | |||
| 19 Nov | 240.31 | 0.55 | -0.05 | 40.58 | 223 | -12 | 87 | |||
| 18 Nov | 239.93 | 0.6 | 0.35 | 39.62 | 367 | 83 | 98 | |||
| 14 Nov | 219.87 | 0.25 | -0.15 | 47.12 | 7 | 4 | 13 | |||
| 13 Nov | 219.69 | 0.4 | -0.55 | 49.59 | 1 | 0 | 9 | |||
| 12 Nov | 225.91 | 0.95 | -0.10 | 50.30 | 15 | 5 | 20 | |||
| 11 Nov | 232.67 | 1.05 | -1.30 | 40.32 | 1 | 0 | 15 | |||
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| 8 Nov | 238.89 | 2.35 | -0.20 | 41.77 | 53 | 1 | 18 | |||
| 7 Nov | 238.63 | 2.55 | 41.69 | 37 | 18 | 18 | ||||
For National Aluminium Co Ltd - strike price 262.5 expiring on 28NOV2024
Delta for 262.5 CE is 0.16
Historical price for 262.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 1.05, which was 0.50 higher than the previous day. The implied volatity was 38.68, the open interest changed by 13 which increased total open position to 100
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 40.58, the open interest changed by -12 which decreased total open position to 87
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 40.58, the open interest changed by -12 which decreased total open position to 87
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 39.62, the open interest changed by 83 which increased total open position to 98
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 47.12, the open interest changed by 4 which increased total open position to 13
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 49.59, the open interest changed by 0 which decreased total open position to 9
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 50.30, the open interest changed by 5 which increased total open position to 20
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 1.05, which was -1.30 lower than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 15
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was 41.77, the open interest changed by 1 which increased total open position to 18
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 41.69, the open interest changed by 18 which increased total open position to 18
| NATIONALUM 28NOV2024 262.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 13.75 | -9.45 | - | 4 | 1 | 2 |
| 20 Nov | 240.31 | 23.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 23.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 23.2 | -2.15 | 32.15 | 4 | 0 | 1 |
| 14 Nov | 219.87 | 25.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 25.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 25.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 25.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 238.89 | 25.35 | -28.65 | 44.86 | 2 | 1 | 1 |
| 7 Nov | 238.63 | 54 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 262.5 expiring on 28NOV2024
Delta for 262.5 PE is -
Historical price for 262.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 13.75, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 23.2, 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 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 23.2, 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 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 23.2, which was -2.15 lower than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 1
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 25.35, 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 25.35, 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 25.35, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 25.35, which was -28.65 lower than the previous day. The implied volatity was 44.86, the open interest changed by 1 which increased total open position to 1
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 54, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
