NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 275 CE | ||||||||||
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Delta: 0.06
Vega: 0.04
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 | 0.25 | 47.68 | 1,130 | 108 | 183 | |||
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| 20 Nov | 240.31 | 0.2 | 0.00 | 45.59 | 91 | 15 | 78 | |||
| 19 Nov | 240.31 | 0.2 | -0.05 | 45.59 | 91 | 18 | 78 | |||
| 18 Nov | 239.93 | 0.25 | 45.50 | 141 | 60 | 60 | ||||
For National Aluminium Co Ltd - strike price 275 expiring on 28NOV2024
Delta for 275 CE is 0.06
Historical price for 275 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was 47.68, the open interest changed by 108 which increased total open position to 183
On 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 45.59, the open interest changed by 15 which increased total open position to 78
On 19 Nov NATIONALUM was trading at 240.31. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.59, the open interest changed by 18 which increased total open position to 78
On 18 Nov NATIONALUM was trading at 239.93. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 45.50, the open interest changed by 60 which increased total open position to 60
| NATIONALUM 28NOV2024 275 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 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 240.31 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 240.31 | 71.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 239.93 | 71.25 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 275 expiring on 28NOV2024
Delta for 275 PE is -
Historical price for 275 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 71.25, 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 20 Nov NATIONALUM was trading at 240.31. The strike last trading price was 71.25, 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 71.25, 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 71.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
