NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 272.5 CE | ||||||||||
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Delta: 0.07
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 248.21 | 0.45 | -5.65 | 44.37 | 104 | 36 | 36 | |||
| 20 Nov | 240.31 | 6.1 | 0.00 | 22.60 | 0 | 0 | 0 | |||
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| 19 Nov | 240.31 | 6.1 | 0.00 | 22.60 | 0 | 0 | 0 | |||
| 18 Nov | 239.93 | 6.1 | 22.26 | 0 | 0 | 0 | ||||
For National Aluminium Co Ltd - strike price 272.5 expiring on 28NOV2024
Delta for 272.5 CE is 0.07
Historical price for 272.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.45, which was -5.65 lower than the previous day. The implied volatity was 44.37, the open interest changed by 36 which increased total open position to 36
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 22.60, 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 6.1, which was 0.00 lower than the previous day. The implied volatity was 22.60, 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 6.1, which was lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 28NOV2024 272.5 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 | 23.2 | -28.05 | - | 4 | 3 | 3 |
| 20 Nov | 240.31 | 51.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 240.31 | 51.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 239.93 | 51.25 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 272.5 expiring on 28NOV2024
Delta for 272.5 PE is -
Historical price for 272.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 23.2, which was -28.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 51.25, 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 51.25, 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 51.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
