NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 200 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.07
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 12.55 | -0.55 | 35.00 | 97 | -5 | 495 | |||||||||
| 21 Sept | 211.60 | 13 | -0.4 | 28.18 | 77 | -5 | 500 | |||||||||
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| 18 Sept | 213.80 | 13.5 | 0.45 | - | 164 | 7 | 505 | |||||||||
| 14 Sept | 218.30 | 17.45 | 3.1 | - | 102 | -23 | 548 | |||||||||
| 17 Aug | 187.58 | 2.8 | -1.1 | 24.78 | 178 | 48 | 206 | |||||||||
For National Aluminium Co Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.87
Historical price for 200 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 12.55, which was -0.55 lower than the previous day. The implied volatity was 35.00, the open interest changed by -5 which decreased total open position to 495
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 13, which was -0.4 lower than the previous day. The implied volatity was 28.18, the open interest changed by -5 which decreased total open position to 500
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 13.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 505
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 17.45, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 548
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 2.8, which was -1.1 lower than the previous day. The implied volatity was 24.78, the open interest changed by 48 which increased total open position to 206
| NATIONALUM 30SEP2025 200 PE | |||||||
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Delta: -0.11
Vega: 0.06
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 0.55 | -0.45 | 32.38 | 669 | -73 | 747 |
| 21 Sept | 211.60 | 0.95 | -0.1 | 33.92 | 311 | -5 | 822 |
| 18 Sept | 213.80 | 1.05 | -0.15 | 37.04 | 639 | 22 | 826 |
| 14 Sept | 218.30 | 0.9 | -0.55 | 34.22 | 1,110 | -77 | 849 |
| 17 Aug | 187.58 | 16.05 | 2.5 | 36.02 | 11 | 10 | 33 |
For National Aluminium Co Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.11
Historical price for 200 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 32.38, the open interest changed by -73 which decreased total open position to 747
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 33.92, the open interest changed by -5 which decreased total open position to 822
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 37.04, the open interest changed by 22 which increased total open position to 826
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 34.22, the open interest changed by -77 which decreased total open position to 849
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 16.05, which was 2.5 higher than the previous day. The implied volatity was 36.02, the open interest changed by 10 which increased total open position to 33
