NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 225 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.06
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 0.55 | -0.45 | 32.84 | 760 | 3 | 849 | |||||||||
| 21 Sept | 211.60 | 0.95 | -0.2 | 31.92 | 438 | 15 | 846 | |||||||||
| 18 Sept | 213.80 | 1.15 | -0.1 | 28.93 | 618 | 6 | 826 | |||||||||
| 14 Sept | 218.30 | 2.25 | 0.45 | 23.74 | 1,958 | 18 | 427 | |||||||||
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| 17 Aug | 187.58 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.11
Historical price for 225 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 32.84, the open interest changed by 3 which increased total open position to 849
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 31.92, the open interest changed by 15 which increased total open position to 846
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 28.93, the open interest changed by 6 which increased total open position to 826
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 18 which increased total open position to 427
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 225 PE | |||||||
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Delta: -0.92
Vega: 0.05
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 13.45 | -0.65 | 29.01 | 331 | -89 | 275 |
| 21 Sept | 211.60 | 13.8 | 0.05 | 36.22 | 60 | -15 | 365 |
| 18 Sept | 213.80 | 13.8 | -0.7 | 47.41 | 72 | 9 | 380 |
| 14 Sept | 218.30 | 10.5 | -3.3 | 36.32 | 60 | 19 | 59 |
| 17 Aug | 187.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.92
Historical price for 225 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 13.45, which was -0.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by -89 which decreased total open position to 275
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 13.8, which was 0.05 higher than the previous day. The implied volatity was 36.22, the open interest changed by -15 which decreased total open position to 365
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 13.8, which was -0.7 lower than the previous day. The implied volatity was 47.41, the open interest changed by 9 which increased total open position to 380
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 10.5, which was -3.3 lower than the previous day. The implied volatity was 36.32, the open interest changed by 19 which increased total open position to 59
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
