NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
21 Nov 2024 04:10 PM IST
NATIONALUM 28NOV2024 280 CE | ||||||||||
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Delta: 0.04
Vega: 0.03
Theta: -0.12
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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21 Nov | 248.21 | 0.3 | 49.89 | 117 | 46 | 46 |
For National Aluminium Co Ltd - strike price 280 expiring on 28NOV2024
Delta for 280 CE is 0.04
Historical price for 280 CE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 49.89, the open interest changed by 46 which increased total open position to 46
NATIONALUM 28NOV2024 280 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 | 88.2 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 280 expiring on 28NOV2024
Delta for 280 PE is -
Historical price for 280 PE is as follows
On 21 Nov NATIONALUM was trading at 248.21. The strike last trading price was 88.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0