NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 265 CE | ||||||||||
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Delta: 0.13
Vega: 0.07
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 0.85 | 0.50 | 40.26 | 2,673 | 72 | 346 | |||
| 20 Nov | 240.31 | 0.35 | 0.00 | 39.20 | 716 | -40 | 275 | |||
| 19 Nov | 240.31 | 0.35 | -0.10 | 39.20 | 716 | -39 | 275 | |||
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| 18 Nov | 239.93 | 0.45 | 0.20 | 39.91 | 1,431 | 241 | 311 | |||
| 14 Nov | 219.87 | 0.25 | 0.00 | 49.12 | 41 | -5 | 70 | |||
| 13 Nov | 219.69 | 0.25 | -0.15 | 47.96 | 89 | -23 | 75 | |||
| 12 Nov | 225.91 | 0.4 | -0.45 | 43.88 | 64 | 5 | 100 | |||
| 11 Nov | 232.67 | 0.85 | -0.90 | 40.50 | 179 | -20 | 99 | |||
| 8 Nov | 238.89 | 1.75 | -0.60 | 40.18 | 265 | 69 | 119 | |||
| 7 Nov | 238.63 | 2.35 | 43.04 | 75 | 47 | 47 | ||||
For National Aluminium Co Ltd - strike price 265 expiring on 28NOV2024
Delta for 265 CE is 0.13
Historical price for 265 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.85, which was 0.50 higher than the previous day. The implied volatity was 40.26, the open interest changed by 72 which increased total open position to 346
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 39.20, the open interest changed by -40 which decreased total open position to 275
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.20, the open interest changed by -39 which decreased total open position to 275
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 39.91, the open interest changed by 241 which increased total open position to 311
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 49.12, the open interest changed by -5 which decreased total open position to 70
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 47.96, the open interest changed by -23 which decreased total open position to 75
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 43.88, the open interest changed by 5 which increased total open position to 100
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 40.50, the open interest changed by -20 which decreased total open position to 99
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 40.18, the open interest changed by 69 which increased total open position to 119
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 43.04, the open interest changed by 47 which increased total open position to 47
| NATIONALUM 28NOV2024 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.07
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 17.55 | -3.30 | 40.09 | 13 | 2 | 3 |
| 20 Nov | 240.31 | 20.85 | 0.00 | - | 2 | -2 | 2 |
| 19 Nov | 240.31 | 20.85 | -6.90 | - | 2 | -1 | 2 |
| 18 Nov | 239.93 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 27.75 | 0.00 | 0.00 | 0 | 3 | 0 |
| 8 Nov | 238.89 | 27.75 | -34.60 | 47.07 | 4 | 3 | 3 |
| 7 Nov | 238.63 | 62.35 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 265 expiring on 28NOV2024
Delta for 265 PE is -0.87
Historical price for 265 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 17.55, which was -3.30 lower than the previous day. The implied volatity was 40.09, the open interest changed by 2 which increased total open position to 3
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 20.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 20.85, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 27.75, 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 0
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 27.75, 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 0
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 27.75, 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 0
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 27.75, 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 0
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 27.75, which was -34.60 lower than the previous day. The implied volatity was 47.07, the open interest changed by 3 which increased total open position to 3
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 62.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
