NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 220 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.09
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 210.94 | 1.15 | -0.7 | 31.06 | 1,629 | -23 | 1,354 | |||||||||
| 21 Sept | 211.60 | 1.8 | -0.3 | 30.81 | 1,525 | -83 | 1,377 | |||||||||
| 18 Sept | 213.80 | 2.1 | -0.1 | 27.19 | 1,815 | -90 | 1,470 | |||||||||
| 14 Sept | 218.30 | 3.8 | 0.9 | 22.17 | 4,572 | -109 | 1,005 | |||||||||
| 17 Aug | 187.58 | 0.7 | -0.3 | 29.02 | 9 | 1 | 7 | |||||||||
For National Aluminium Co Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.21
Historical price for 220 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 31.06, the open interest changed by -23 which decreased total open position to 1354
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 30.81, the open interest changed by -83 which decreased total open position to 1377
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 27.19, the open interest changed by -90 which decreased total open position to 1470
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 22.17, the open interest changed by -109 which decreased total open position to 1005
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 29.02, the open interest changed by 1 which increased total open position to 7
| NATIONALUM 30SEP2025 220 PE | |||||||
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Delta: -0.80
Vega: 0.09
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 9.1 | -0.5 | 29.17 | 303 | -149 | 318 |
| 21 Sept | 211.60 | 9.45 | -0.2 | 32.37 | 122 | -30 | 467 |
| 18 Sept | 213.80 | 9.45 | -0.85 | 40.89 | 190 | -2 | 497 |
| 14 Sept | 218.30 | 7.15 | -2.75 | 34.27 | 652 | 188 | 613 |
| 17 Aug | 187.58 | 35.5 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.80
Historical price for 220 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 9.1, which was -0.5 lower than the previous day. The implied volatity was 29.17, the open interest changed by -149 which decreased total open position to 318
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 9.45, which was -0.2 lower than the previous day. The implied volatity was 32.37, the open interest changed by -30 which decreased total open position to 467
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 9.45, which was -0.85 lower than the previous day. The implied volatity was 40.89, the open interest changed by -2 which decreased total open position to 497
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 7.15, which was -2.75 lower than the previous day. The implied volatity was 34.27, the open interest changed by 188 which increased total open position to 613
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 35.5, 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
