NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 195 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.05
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 17.35 | -0.3 | 41.80 | 40 | -14 | 229 | |||||||||
| 21 Sept | 211.60 | 17.7 | -0.4 | 30.45 | 43 | -8 | 243 | |||||||||
| 18 Sept | 213.80 | 18 | 0.5 | - | 39 | 4 | 253 | |||||||||
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| 14 Sept | 218.30 | 22.2 | 3.3 | - | 33 | -2 | 258 | |||||||||
| 17 Aug | 187.58 | 3.95 | -1.25 | 23.44 | 1 | 0 | 11 | |||||||||
For National Aluminium Co Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.91
Historical price for 195 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 17.35, which was -0.3 lower than the previous day. The implied volatity was 41.80, the open interest changed by -14 which decreased total open position to 229
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 17.7, which was -0.4 lower than the previous day. The implied volatity was 30.45, the open interest changed by -8 which decreased total open position to 243
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 18, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 253
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 22.2, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 258
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 3.95, which was -1.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 11
| NATIONALUM 30SEP2025 195 PE | |||||||
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Delta: -0.06
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 0.3 | -0.35 | 36.60 | 374 | -22 | 487 |
| 21 Sept | 211.60 | 0.65 | 0 | 38.76 | 141 | 33 | 499 |
| 18 Sept | 213.80 | 0.6 | -0.15 | 39.28 | 223 | -34 | 475 |
| 14 Sept | 218.30 | 0.6 | -0.3 | 36.94 | 449 | 46 | 574 |
| 17 Aug | 187.58 | 19.95 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 PE is -0.06
Historical price for 195 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 36.60, the open interest changed by -22 which decreased total open position to 487
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 38.76, the open interest changed by 33 which increased total open position to 499
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 39.28, the open interest changed by -34 which decreased total open position to 475
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 36.94, the open interest changed by 46 which increased total open position to 574
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
