NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 270 CE | ||||||||||
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Delta: 0.08
Vega: 0.05
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 248.21 | 0.55 | 0.20 | 42.97 | 3,379 | 108 | 673 | |||
| 20 Nov | 240.31 | 0.35 | 0.00 | 45.39 | 984 | -30 | 555 | |||
| 19 Nov | 240.31 | 0.35 | 0.00 | 45.39 | 984 | -40 | 555 | |||
| 18 Nov | 239.93 | 0.35 | 0.20 | 43.23 | 3,098 | 339 | 595 | |||
| 14 Nov | 219.87 | 0.15 | -0.05 | 49.36 | 125 | -5 | 256 | |||
| 13 Nov | 219.69 | 0.2 | -0.10 | 49.73 | 147 | -49 | 261 | |||
| 12 Nov | 225.91 | 0.3 | -0.30 | 45.55 | 421 | 18 | 309 | |||
| 11 Nov | 232.67 | 0.6 | -0.70 | 41.61 | 504 | -45 | 293 | |||
| 8 Nov | 238.89 | 1.3 | -0.35 | 41.26 | 1,504 | 167 | 337 | |||
| 7 Nov | 238.63 | 1.65 | 42.88 | 521 | 170 | 170 | ||||
For National Aluminium Co Ltd - strike price 270 expiring on 28NOV2024
Delta for 270 CE is 0.08
Historical price for 270 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 42.97, the open interest changed by 108 which increased total open position to 673
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 45.39, the open interest changed by -30 which decreased total open position to 555
On 19 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 45.39, the open interest changed by -40 which decreased total open position to 555
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.35, which was 0.20 higher than the previous day. The implied volatity was 43.23, the open interest changed by 339 which increased total open position to 595
On 14 Nov NATIONALUM was trading at 219.87. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 49.36, the open interest changed by -5 which decreased total open position to 256
On 13 Nov NATIONALUM was trading at 219.69. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 49.73, the open interest changed by -49 which decreased total open position to 261
On 12 Nov NATIONALUM was trading at 225.91. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 45.55, the open interest changed by 18 which increased total open position to 309
On 11 Nov NATIONALUM was trading at 232.67. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 41.61, the open interest changed by -45 which decreased total open position to 293
On 8 Nov NATIONALUM was trading at 238.89. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 41.26, the open interest changed by 167 which increased total open position to 337
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 42.88, the open interest changed by 170 which increased total open position to 170
| NATIONALUM 28NOV2024 270 PE | |||||||
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Delta: -0.88
Vega: 0.07
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 248.21 | 22.75 | -7.05 | 51.00 | 13 | 3 | 4 |
| 20 Nov | 240.31 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 240.31 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 239.93 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 219.87 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 219.69 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 225.91 | 29.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 232.67 | 29.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 238.89 | 29.8 | -55.30 | - | 3 | 2 | 2 |
| 7 Nov | 238.63 | 85.1 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 270 expiring on 28NOV2024
Delta for 270 PE is -0.88
Historical price for 270 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 22.75, which was -7.05 lower than the previous day. The implied volatity was 51.00, the open interest changed by 3 which increased total open position to 4
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, which was -55.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 7 Nov NATIONALUM was trading at 238.63. The strike last trading price was 85.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
