NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 28OCT2025 220 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.25
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 4.85 | -0.4 | 28.43 | 340 | 109 | 272 | |||||||||
| 21 Sept | 211.60 | 5.45 | 0 | 28.62 | 96 | 18 | 161 | |||||||||
| 18 Sept | 213.80 | 5.5 | 0.15 | 25.28 | 107 | 35 | 144 | |||||||||
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| 14 Sept | 218.30 | 7.7 | 1.85 | 23.92 | 45 | 17 | 42 | |||||||||
| 17 Aug | 187.58 | 0 | 0 | 8.80 | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 220 expiring on 28OCT2025
Delta for 220 CE is 0.39
Historical price for 220 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 4.85, which was -0.4 lower than the previous day. The implied volatity was 28.43, the open interest changed by 109 which increased total open position to 272
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was 28.62, the open interest changed by 18 which increased total open position to 161
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 5.5, which was 0.15 higher than the previous day. The implied volatity was 25.28, the open interest changed by 35 which increased total open position to 144
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 7.7, which was 1.85 higher than the previous day. The implied volatity was 23.92, the open interest changed by 17 which increased total open position to 42
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 8.80, the open interest changed by 0 which decreased total open position to 0
| NATIONALUM 28OCT2025 220 PE | |||||||
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Delta: -0.61
Vega: 0.25
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 11.5 | -0.65 | 29.26 | 326 | 208 | 292 |
| 21 Sept | 211.60 | 11.9 | 0 | 31.10 | 46 | 33 | 85 |
| 18 Sept | 213.80 | 11.9 | -0.55 | 34.90 | 13 | 4 | 52 |
| 14 Sept | 218.30 | 9.75 | -1.95 | 32.71 | 20 | 17 | 23 |
| 17 Aug | 187.58 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 220 expiring on 28OCT2025
Delta for 220 PE is -0.61
Historical price for 220 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by 208 which increased total open position to 292
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 31.10, the open interest changed by 33 which increased total open position to 85
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 11.9, which was -0.55 lower than the previous day. The implied volatity was 34.90, the open interest changed by 4 which increased total open position to 52
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 9.75, which was -1.95 lower than the previous day. The implied volatity was 32.71, the open interest changed by 17 which increased total open position to 23
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
