NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 235 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.03
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 0.2 | -0.1 | 39.53 | 40 | 5 | 128 | |||||||||
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| 21 Sept | 211.60 | 0.25 | -0.15 | 34.32 | 65 | -5 | 123 | |||||||||
| 18 Sept | 213.80 | 0.45 | 0 | 34.36 | 103 | 6 | 127 | |||||||||
| 14 Sept | 218.30 | 0.8 | -2.15 | 27.06 | 60 | 34 | 34 | |||||||||
For National Aluminium Co Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.04
Historical price for 235 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 39.53, the open interest changed by 5 which increased total open position to 128
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 34.32, the open interest changed by -5 which decreased total open position to 123
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 34.36, the open interest changed by 6 which increased total open position to 127
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 0.8, which was -2.15 lower than the previous day. The implied volatity was 27.06, the open interest changed by 34 which increased total open position to 34
| NATIONALUM 30SEP2025 235 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 22.95 | 0.1 | - | 19 | -2 | 18 |
| 21 Sept | 211.60 | 22.85 | 0.05 | 38.61 | 14 | -3 | 20 |
| 18 Sept | 213.80 | 22.8 | -0.85 | 57.51 | 27 | -6 | 22 |
| 14 Sept | 218.30 | 18.8 | -31.75 | 42.86 | 21 | 9 | 8 |
For National Aluminium Co Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -
Historical price for 235 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 22.95, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 22.85, which was 0.05 higher than the previous day. The implied volatity was 38.61, the open interest changed by -3 which decreased total open position to 20
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 22.8, which was -0.85 lower than the previous day. The implied volatity was 57.51, the open interest changed by -6 which decreased total open position to 22
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 18.8, which was -31.75 lower than the previous day. The implied volatity was 42.86, the open interest changed by 9 which increased total open position to 8
