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[--[65.84.65.76]--]
NATIONALUM
National Aluminium Co Ltd

248.21 7.90 (3.29%)

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Historical option data for NATIONALUM

21 Nov 2024 04:10 PM IST
NATIONALUM 28NOV2024 267.5 CE
Delta: 0.11
Vega: 0.06
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 248.21 0.75 -6.25 42.73 128 44 44
20 Nov 240.31 7 0.00 19.33 0 0 0
19 Nov 240.31 7 0.00 19.33 0 0 0
18 Nov 239.93 7 7.00 19.32 0 0 0
14 Nov 219.87 0 0.00 0.00 0 0 0
13 Nov 219.69 0 0.00 0.00 0 0 0
12 Nov 225.91 0 0.00 0.00 0 0 0
11 Nov 232.67 0 0.00 0.00 0 0 0
8 Nov 238.89 0 0.00 0.00 0 0 0
7 Nov 238.63 0 0.00 0 0 0


For National Aluminium Co Ltd - strike price 267.5 expiring on 28NOV2024

Delta for 267.5 CE is 0.11

Historical price for 267.5 CE is as follows

On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.75, which was -6.25 lower than the previous day. The implied volatity was 42.73, the open interest changed by 44 which increased total open position to 44


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 19.33, 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 7, which was 0.00 lower than the previous day. The implied volatity was 19.33, 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 7, which was 7.00 higher than the previous day. The implied volatity was 19.32, 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 0, 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 0, 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 0, 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 0, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 0, 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 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


NATIONALUM 28NOV2024 267.5 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 248.21 17.4 -29.85 - 1 0 0
20 Nov 240.31 47.25 0.00 - 0 0 0
19 Nov 240.31 47.25 0.00 - 0 0 0
18 Nov 239.93 47.25 47.25 - 0 0 0
14 Nov 219.87 0 0.00 0.00 0 0 0
13 Nov 219.69 0 0.00 0.00 0 0 0
12 Nov 225.91 0 0.00 0.00 0 0 0
11 Nov 232.67 0 0.00 0.00 0 0 0
8 Nov 238.89 0 0.00 0.00 0 0 0
7 Nov 238.63 0 0.00 0 0 0


For National Aluminium Co Ltd - strike price 267.5 expiring on 28NOV2024

Delta for 267.5 PE is -

Historical price for 267.5 PE is as follows

On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 17.4, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 47.25, 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 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 47.25, 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 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 47.25, which was 47.25 higher than the previous day. The implied volatity was -, 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 0, 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 0, 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 0, 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 0, 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 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 0, 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 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0