NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 190 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.04
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 210.94 | 22.4 | -0.1 | 52.85 | 16 | -4 | 229 | |||||||||
| 21 Sept | 211.60 | 22.5 | -0.05 | 29.25 | 50 | -20 | 235 | |||||||||
| 18 Sept | 213.80 | 22.5 | 0.35 | - | 42 | -1 | 253 | |||||||||
| 14 Sept | 218.30 | 27.25 | 3.7 | - | 38 | -4 | 287 | |||||||||
| 17 Aug | 187.58 | 6 | -1.5 | 23.62 | 54 | 35 | 184 | |||||||||
For National Aluminium Co Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.92
Historical price for 190 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 22.4, which was -0.1 lower than the previous day. The implied volatity was 52.85, the open interest changed by -4 which decreased total open position to 229
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 22.5, which was -0.05 lower than the previous day. The implied volatity was 29.25, the open interest changed by -20 which decreased total open position to 235
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 22.5, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 253
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 27.25, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 287
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 6, which was -1.5 lower than the previous day. The implied volatity was 23.62, the open interest changed by 35 which increased total open position to 184
| NATIONALUM 30SEP2025 190 PE | |||||||
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Delta: -0.04
Vega: 0.03
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 0.25 | -0.2 | 43.85 | 270 | -10 | 889 |
| 21 Sept | 211.60 | 0.4 | 0 | 42.15 | 431 | 127 | 899 |
| 18 Sept | 213.80 | 0.4 | -0.1 | 43.03 | 245 | -45 | 766 |
| 14 Sept | 218.30 | 0.45 | -0.15 | 40.57 | 516 | 31 | 941 |
| 17 Aug | 187.58 | 9.45 | 1.3 | 34.01 | 17 | 12 | 46 |
For National Aluminium Co Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.04
Historical price for 190 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 43.85, the open interest changed by -10 which decreased total open position to 889
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 42.15, the open interest changed by 127 which increased total open position to 899
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 43.03, the open interest changed by -45 which decreased total open position to 766
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 40.57, the open interest changed by 31 which increased total open position to 941
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 9.45, which was 1.3 higher than the previous day. The implied volatity was 34.01, the open interest changed by 12 which increased total open position to 46
