NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
17 Aug 2025 12:55 AM IST
| NATIONALUM 30SEP2025 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 0.27
Theta: -0.09
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 0.50
Historical price for 190 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.27
Theta: -0.07
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.49
Historical price for 190 PE is as follows
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
