NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 210 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.12
Theta: -0.26
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 210.94 | 4.7 | -0.95 | 29.73 | 1,754 | -224 | 1,101 | |||||||||
| 21 Sept | 211.60 | 5.7 | -0.4 | 29.68 | 1,316 | 213 | 1,324 | |||||||||
| 18 Sept | 213.80 | 6.05 | 0.2 | 21.26 | 1,613 | 223 | 1,115 | |||||||||
| 14 Sept | 218.30 | 9.1 | 2 | 12.44 | 1,438 | -165 | 736 | |||||||||
| 17 Aug | 187.58 | 1.35 | -0.55 | 26.76 | 66 | 47 | 159 | |||||||||
For National Aluminium Co Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.59
Historical price for 210 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 4.7, which was -0.95 lower than the previous day. The implied volatity was 29.73, the open interest changed by -224 which decreased total open position to 1101
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 5.7, which was -0.4 lower than the previous day. The implied volatity was 29.68, the open interest changed by 213 which increased total open position to 1324
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 6.05, which was 0.2 higher than the previous day. The implied volatity was 21.26, the open interest changed by 223 which increased total open position to 1115
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 9.1, which was 2 higher than the previous day. The implied volatity was 12.44, the open interest changed by -165 which decreased total open position to 736
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 26.76, the open interest changed by 47 which increased total open position to 159
| NATIONALUM 30SEP2025 210 PE | |||||||
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Delta: -0.41
Vega: 0.12
Theta: -0.18
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 2.55 | -1.1 | 27.35 | 1,324 | -79 | 1,049 |
| 21 Sept | 211.60 | 3.45 | -0.15 | 31.52 | 985 | 20 | 1,130 |
| 18 Sept | 213.80 | 3.55 | -0.5 | 36.23 | 1,218 | 94 | 1,120 |
| 14 Sept | 218.30 | 2.7 | -1.55 | 32.61 | 1,747 | 132 | 973 |
| 17 Aug | 187.58 | 25.1 | 3.3 | 43.64 | 6 | 6 | 16 |
For National Aluminium Co Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.41
Historical price for 210 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 2.55, which was -1.1 lower than the previous day. The implied volatity was 27.35, the open interest changed by -79 which decreased total open position to 1049
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 31.52, the open interest changed by 20 which increased total open position to 1130
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 36.23, the open interest changed by 94 which increased total open position to 1120
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 32.61, the open interest changed by 132 which increased total open position to 973
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 25.1, which was 3.3 higher than the previous day. The implied volatity was 43.64, the open interest changed by 6 which increased total open position to 16
