Basic Option Chain of National Aluminium Co. Ltd. (NATIONALUM) with Implied Volatility & Greeks

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Basic Option Chain of National Aluminium Co. Ltd. (NATIONALUM)

Birds Eye View of National Aluminium Co. Ltd.

NATIONALUM -Put Call Ratio

Spot Close : 370.65 Expiry date : Basic Detailed Call Put

NATIONALUM Option for Expiry Date 27/01/2026

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
250.0	-	-	-	-	-	0.05	236250	8	140.44	0.0
260.0	5.77	192.4	7	97500	111.8	0.1	562500	14	137.73	2.0
270.0	3.7	2.07	15	165000	100.7	0.05	611250	22	115.16	1.47
275.0	-	-	-	-	-	0.05	161250	6	109.08	0.0
280.0	1.33	20.25	8	840000	90.0	0.05	1113750	31	103.09	3.88
282.5	-	-	-	-	-	0.05	37500	3	100.13	0.0
285.0	-	-	-	-	-	0.05	138750	15	97.19	0.0
290.0	2.32	108.71	8	356250	81.05	0.05	825000	36	91.36	4.5
295.0	0.96	7.74	4	450000	75.75	0.05	431250	23	85.61	5.75
300.0	1.56	98.27	26	1031250	71.1	0.05	1612500	55	79.93	2.12
302.5	-	-	-	-	-	0.1	116250	2	83.78	0.0
305.0	-	-	-	-	-	0.05	292500	5	74.31	0.0
307.5	2.89	225.54	1	101250	73.0	0.05	292500	6	71.52	6.0
310.0	1.68	2.0	25	682500	60.65	0.1	1143750	129	74.82	5.16
312.5	-	-	-	-	-	0.05	161250	30	65.98	0.0
315.0	1.23	150.1	10	558750	60.0	0.05	690000	52	63.23	5.2
317.5	1.33	177.75	3	240000	60.55	0.05	318750	17	60.5	5.67
320.0	1.54	65.52	23	847500	51.0	0.1	1305000	141	63.05	6.13
322.5	0.81	72.28	1	157500	48.7	0.15	127500	23	63.68	23.0
325.0	2.09	12.93	11	438750	44.5	0.1	915000	62	57.23	5.64
327.5	-	-	-	-	-	0.15	352500	14	57.6	0.0
330.0	1.39	6.09	82	615000	40.65	0.2	855000	355	57.1	4.33
332.5	0.86	12.25	4	240000	37.9	0.1	206250	12	48.54	3.0
335.0	1.15	7.54	8	356250	34.55	0.2	408750	190	50.83	23.75
337.5	-	-	-	-	-	0.2	138750	39	47.69	0.0
340.0	1.45	3.24	51	693750	30.2	0.25	1008750	374	46.34	7.33
342.5	1.19	135.21	6	116250	37.4	0.25	138750	37	43.1	6.17
345.0	1.09	5.06	47	427500	25.45	0.3	465000	259	41.28	5.51
347.5	0.89	60.2	4	135000	25.15	0.35	120000	76	39.16	19.0
350.0	1.69	4.9	306	911250	20.25	0.4	1537500	992	36.78	3.24
352.5	1.55	74.92	21	75000	22.8	0.45	116250	99	34.16	4.71
355.0	2.47	3.93	120	487500	15.65	0.6	1203750	515	32.86	4.29
357.5	2.48	13.29	71	101250	13.4	0.75	251250	138	30.91	1.94
360.0	1.12	16.41	840	971250	11.0	0.9	1083750	1653	28.42	1.97
362.5	0.48	21.93	141	318750	9.1	1.1	153750	401	25.88	2.84
365.0	1.13	15.95	692	660000	6.45	1.55	742500	1712	24.69	2.47
367.5	0.58	19.46	349	288750	5.0	1.9	168750	519	21.6	1.49
370.0	1.26	19.26	2700	862500	3.45	3.35	1087500	3240	24.48	1.2
372.5	0.56	20.53	817	221250	2.45	4.3	123750	334	22.2	0.41
375.0	0.56	21.93	4120	1042500	1.75	6.45	588750	2441	26.21	0.59
377.5	0.91	23.69	1569	210000	1.3	8.45	191250	468	28.1	0.3
380.0	0.66	25.58	9767	2103750	1.0	11.15	1391250	1734	34.71	0.18
382.5	0.16	26.47	3508	450000	0.7	9.0	71250	80	3.3	0.02
385.0	0.12	27.51	6315	1282500	0.5	13.6	150000	122	0.74	0.02
387.5	0.06	30.13	478	288750	0.45	11.25	18750	11	3.92	0.02
390.0	0.01	32.49	4353	1680000	0.4	13.25	18750	10	2.42	0.0
392.5	0.0	33.48	330	326250	0.3	-	-	-	-	-
395.0	0.02	35.13	1872	1267500	0.25	15.25	22500	12	1.24	0.01
397.5	0.0	36.41	207	105000	0.2	-	-	-	-	-
400.0	0.0	39.08	2027	1031250	0.2	-	-	-	-	-
405.0	0.1	39.73	404	108750	0.1	-	-	-	-	-
410.0	0.0	40.49	537	690000	0.05	-	-	-	-	-
415.0	0.0	44.72	113	311250	0.05	-	-	-	-	-

Risk Free rate : 6.25 %, Dividend Yield : 0.029 %