Related Pages for NATIONALUM
[--[65.84.65.76]--]
NATIONALUM
National Aluminium Co Ltd
200.58 -5.03 (-2.45%)

Back to Option Chain

Historical option data for NATIONALUM

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NATIONALUM 28-OCT-2025 210 CE
Delta: 0.35
Vega: 0.22
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
28 Sept 200.58 3.8 -2.25 29.02 800 156 572
22 Sept 210.94 9.2 -0.4 27.95 85 17 99
21 Sept 211.60 9.3 -0.35 25.79 16 2 82
18 Sept 213.80 9.7 0 21.97 34 0 80
14 Sept 218.30 12.3 1.95 18.29 12 4 84
17 Aug 187.58 10.55 0 5.93 0 0 0

For National Aluminium Co Ltd - strike price 210 expiring on 28OCT2025

Delta for 210 CE is 0.35

Historical price for 210 CE is as follows

On 28 Sept NATIONALUM was trading at 200.58. The strike last trading price was 3.8, which was -2.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by 156 which increased total open position to 572


On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 9.2, which was -0.4 lower than the previous day. The implied volatity was 27.95, the open interest changed by 17 which increased total open position to 99


On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 9.3, which was -0.35 lower than the previous day. The implied volatity was 25.79, the open interest changed by 2 which increased total open position to 82


On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 80


On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 12.3, which was 1.95 higher than the previous day. The implied volatity was 18.29, the open interest changed by 4 which increased total open position to 84


On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0


NATIONALUM 28OCT2025 210 PE
Delta: -0.64
Vega: 0.22
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
28 Sept 200.58 11.95 3.25 30.89 108 13 188
22 Sept 210.94 6 -0.35 28.96 75 21 80
21 Sept 211.60 6.5 0.15 30.70 22 0 60
18 Sept 213.80 6.35 -0.35 32.75 22 2 58
14 Sept 218.30 5.1 -1.45 31.39 10 6 64
17 Aug 187.58 0 0 - 0 0 0

For National Aluminium Co Ltd - strike price 210 expiring on 28OCT2025

Delta for 210 PE is -0.64

Historical price for 210 PE is as follows

On 28 Sept NATIONALUM was trading at 200.58. The strike last trading price was 11.95, which was 3.25 higher than the previous day. The implied volatity was 30.89, the open interest changed by 13 which increased total open position to 188


On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 6, which was -0.35 lower than the previous day. The implied volatity was 28.96, the open interest changed by 21 which increased total open position to 80


On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 6.5, which was 0.15 higher than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 60


On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 6.35, which was -0.35 lower than the previous day. The implied volatity was 32.75, the open interest changed by 2 which increased total open position to 58


On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 31.39, the open interest changed by 6 which increased total open position to 64


On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 0, 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