NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 205 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.10
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 210.94 | 8.35 | -0.65 | 32.85 | 139 | -10 | 367 | |||||||||
| 21 Sept | 211.60 | 9 | -0.2 | 29.41 | 85 | 4 | 377 | |||||||||
| 18 Sept | 213.80 | 9.5 | 0.45 | - | 186 | -20 | 374 | |||||||||
| 14 Sept | 218.30 | 12.95 | 2.6 | - | 312 | -87 | 457 | |||||||||
| 17 Aug | 187.58 | 8.7 | 0 | 6.47 | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.76
Historical price for 205 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 8.35, which was -0.65 lower than the previous day. The implied volatity was 32.85, the open interest changed by -10 which decreased total open position to 367
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 9, which was -0.2 lower than the previous day. The implied volatity was 29.41, the open interest changed by 4 which increased total open position to 377
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 9.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 374
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 12.95, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 457
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 30SEP2025 205 PE | |||||||
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Delta: -0.21
Vega: 0.09
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 1.1 | -0.85 | 28.60 | 701 | -26 | 444 |
| 21 Sept | 211.60 | 1.8 | -0.15 | 32.00 | 540 | -6 | 474 |
| 18 Sept | 213.80 | 2.05 | -0.2 | 36.89 | 643 | 78 | 474 |
| 14 Sept | 218.30 | 1.5 | -1 | 32.59 | 917 | -49 | 430 |
| 17 Aug | 187.58 | 26.55 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.21
Historical price for 205 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 28.60, the open interest changed by -26 which decreased total open position to 444
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by -6 which decreased total open position to 474
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 36.89, the open interest changed by 78 which increased total open position to 474
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 1.5, which was -1 lower than the previous day. The implied volatity was 32.59, the open interest changed by -49 which decreased total open position to 430
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 26.55, 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
