NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 215 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.12
Theta: -0.24
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 2.4 | -0.95 | 29.89 | 2,845 | 107 | 1,436 | |||||||||
| 21 Sept | 211.60 | 3.35 | -0.3 | 30.35 | 1,374 | 113 | 1,332 | |||||||||
| 18 Sept | 213.80 | 3.65 | 0.05 | 24.82 | 1,734 | 28 | 1,243 | |||||||||
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| 14 Sept | 218.30 | 6 | 1.4 | 19.28 | 3,381 | 112 | 878 | |||||||||
| 17 Aug | 187.58 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.38
Historical price for 215 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 2.4, which was -0.95 lower than the previous day. The implied volatity was 29.89, the open interest changed by 107 which increased total open position to 1436
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 3.35, which was -0.3 lower than the previous day. The implied volatity was 30.35, the open interest changed by 113 which increased total open position to 1332
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 24.82, the open interest changed by 28 which increased total open position to 1243
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was 19.28, the open interest changed by 112 which increased total open position to 878
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 0.00, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 30SEP2025 215 PE | |||||||
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Delta: -0.63
Vega: 0.12
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 5.3 | -1 | 27.96 | 1,319 | -268 | 386 |
| 21 Sept | 211.60 | 6 | -0.25 | 31.57 | 579 | 88 | 653 |
| 18 Sept | 213.80 | 6.2 | -0.6 | 38.76 | 486 | -23 | 567 |
| 14 Sept | 218.30 | 4.55 | -2.15 | 33.12 | 1,786 | 37 | 375 |
| 17 Aug | 187.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.63
Historical price for 215 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 5.3, which was -1 lower than the previous day. The implied volatity was 27.96, the open interest changed by -268 which decreased total open position to 386
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 31.57, the open interest changed by 88 which increased total open position to 653
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 6.2, which was -0.6 lower than the previous day. The implied volatity was 38.76, the open interest changed by -23 which decreased total open position to 567
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 4.55, which was -2.15 lower than the previous day. The implied volatity was 33.12, the open interest changed by 37 which increased total open position to 375
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 0.00, the open interest changed by 0 which decreased total open position to 0
