NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
| NATIONALUM 28NOV2024 277.5 CE | ||||||||||
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Delta: 0.06
Vega: 0.04
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 248.21 | 0.4 | 49.11 | 2 | 1 | 1 | ||||
For National Aluminium Co Ltd - strike price 277.5 expiring on 28NOV2024
Delta for 277.5 CE is 0.06
Historical price for 277.5 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 49.11, the open interest changed by 1 which increased total open position to 1
| NATIONALUM 28NOV2024 277.5 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 | 55.4 | - | 0 | 0 | 0 | |
For National Aluminium Co Ltd - strike price 277.5 expiring on 28NOV2024
Delta for 277.5 PE is -
Historical price for 277.5 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 55.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
