NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
22 Sep 2025 08:01 PM IST
| NATIONALUM 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 210.94 | 0.15 | -0.05 | 43.72 | 124 | -25 | 298 | |||||||||
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| 21 Sept | 211.60 | 0.2 | -0.1 | 38.35 | 99 | 13 | 324 | |||||||||
| 18 Sept | 213.80 | 0.3 | 0 | 36.99 | 224 | -31 | 310 | |||||||||
| 14 Sept | 218.30 | 0.55 | 0.05 | 29.53 | 953 | -75 | 413 | |||||||||
For National Aluminium Co Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.03
Historical price for 240 CE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.72, the open interest changed by -25 which decreased total open position to 298
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 38.35, the open interest changed by 13 which increased total open position to 324
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 36.99, the open interest changed by -31 which decreased total open position to 310
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 29.53, the open interest changed by -75 which decreased total open position to 413
| NATIONALUM 30SEP2025 240 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 210.94 | 28.5 | 0.05 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 211.60 | 28.5 | 0.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 213.80 | 28.5 | 0.05 | 0.00 | 0 | 2 | 0 |
| 14 Sept | 218.30 | 23.35 | -3.95 | 46.60 | 25 | 4 | 17 |
For National Aluminium Co Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 PE is 0.00
Historical price for 240 PE is as follows
On 22 Sept NATIONALUM was trading at 210.94. The strike last trading price was 28.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept NATIONALUM was trading at 211.60. The strike last trading price was 28.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NATIONALUM was trading at 213.80. The strike last trading price was 28.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept NATIONALUM was trading at 218.30. The strike last trading price was 23.35, which was -3.95 lower than the previous day. The implied volatity was 46.60, the open interest changed by 4 which increased total open position to 17
