NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.09
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 0.3 | -0.25 | 35.67 | 469 | 19 | 798 | |||||||||
| 21 Sept | 211.60 | 0.55 | -0.15 | 34.10 | 210 | 4 | 779 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 213.80 | 0.7 | -0.05 | 31.62 | 459 | -2 | 774 | |||||||||
| 14 Sept | 218.30 | 1.4 | 0.3 | 25.88 | 1,462 | 81 | 628 | |||||||||
| 17 Aug | 187.58 | 0.3 | -0.25 | 29.83 | 25 | 3 | 27 | |||||||||
For National Aluminium Co Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.06
Historical price for 230 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 35.67, the open interest changed by 19 which increased total open position to 798
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.10, the open interest changed by 4 which increased total open position to 779
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 31.62, the open interest changed by -2 which decreased total open position to 774
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 25.88, the open interest changed by 81 which increased total open position to 628
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 3 which increased total open position to 27
| NATIONALUM 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.04
Theta: -0.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 18.35 | -0.1 | 34.42 | 34 | -2 | 45 |
| 21 Sept | 211.60 | 18 | -0.25 | 34.45 | 21 | -3 | 49 |
| 18 Sept | 213.80 | 18.25 | -0.7 | 52.78 | 29 | -8 | 50 |
| 14 Sept | 218.30 | 14.35 | -3.7 | 38.66 | 39 | 5 | 50 |
| 17 Aug | 187.58 | 42.75 | 0 | 0.00 | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.94
Historical price for 230 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 18.35, which was -0.1 lower than the previous day. The implied volatity was 34.42, the open interest changed by -2 which decreased total open position to 45
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 18, which was -0.25 lower than the previous day. The implied volatity was 34.45, the open interest changed by -3 which decreased total open position to 49
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 18.25, which was -0.7 lower than the previous day. The implied volatity was 52.78, the open interest changed by -8 which decreased total open position to 50
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 14.35, which was -3.7 lower than the previous day. The implied volatity was 38.66, the open interest changed by 5 which increased total open position to 50
On 17 Aug NATIONALUM was trading at 187.58. The strike last trading price was 42.75, 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
