[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
273.15 +3.90 (1.45%)
L: 266.65 H: 274.5

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Historical option data for NATIONALUM

05 Dec 2025 04:10 PM IST
NATIONALUM 30-DEC-2025 265 CE
Delta: 0.73
Vega: 0.24
Theta: -0.17
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 273.15 13.2 2.7 25.22 583 -165 466
4 Dec 269.25 10.4 1.15 24.49 680 -105 631
3 Dec 266.50 9.9 1.05 25.17 1,381 -182 736
2 Dec 265.15 8.7 0.05 26.22 861 -35 918
1 Dec 263.80 8.7 1.6 27.12 2,885 8 946
28 Nov 259.98 7.18 -0.63 26.79 1,234 22 940
27 Nov 261.33 7.75 1.54 27.18 2,687 393 916
26 Nov 258.18 6.17 1.17 25.98 525 77 521
25 Nov 253.97 4.91 0.64 26.10 281 68 445
24 Nov 251.06 4.27 0.05 27.76 139 15 378
21 Nov 250.68 4.29 -3.48 26.79 203 25 363
20 Nov 257.62 8.3 1.63 28.90 492 231 336
19 Nov 256.60 6.61 -0.42 25.43 45 8 105
18 Nov 257.30 7 -2.22 26.04 34 12 94
17 Nov 260.76 9.22 -0.78 26.46 67 22 82
14 Nov 262.57 10 -2.5 24.39 8 -1 60
13 Nov 268.67 12.5 1.63 22.73 7 -2 60
12 Nov 266.95 10.87 0.57 21.99 11 3 61
11 Nov 265.66 10.3 2.9 21.10 93 38 56
10 Nov 257.36 7.25 4.15 23.92 20 6 18
30 Oct 238.08 3.1 -1 26.13 8 5 9
29 Oct 238.10 4.1 -2.45 29.52 4 0 0


For National Aluminium Co Ltd - strike price 265 expiring on 30DEC2025

Delta for 265 CE is 0.73

Historical price for 265 CE is as follows

On 5 Dec NATIONALUM was trading at 273.15. The strike last trading price was 13.2, which was 2.7 higher than the previous day. The implied volatity was 25.22, the open interest changed by -165 which decreased total open position to 466


On 4 Dec NATIONALUM was trading at 269.25. The strike last trading price was 10.4, which was 1.15 higher than the previous day. The implied volatity was 24.49, the open interest changed by -105 which decreased total open position to 631


On 3 Dec NATIONALUM was trading at 266.50. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by -182 which decreased total open position to 736


On 2 Dec NATIONALUM was trading at 265.15. The strike last trading price was 8.7, which was 0.05 higher than the previous day. The implied volatity was 26.22, the open interest changed by -35 which decreased total open position to 918


On 1 Dec NATIONALUM was trading at 263.80. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was 27.12, the open interest changed by 8 which increased total open position to 946


On 28 Nov NATIONALUM was trading at 259.98. The strike last trading price was 7.18, which was -0.63 lower than the previous day. The implied volatity was 26.79, the open interest changed by 22 which increased total open position to 940


On 27 Nov NATIONALUM was trading at 261.33. The strike last trading price was 7.75, which was 1.54 higher than the previous day. The implied volatity was 27.18, the open interest changed by 393 which increased total open position to 916


On 26 Nov NATIONALUM was trading at 258.18. The strike last trading price was 6.17, which was 1.17 higher than the previous day. The implied volatity was 25.98, the open interest changed by 77 which increased total open position to 521


On 25 Nov NATIONALUM was trading at 253.97. The strike last trading price was 4.91, which was 0.64 higher than the previous day. The implied volatity was 26.10, the open interest changed by 68 which increased total open position to 445


On 24 Nov NATIONALUM was trading at 251.06. The strike last trading price was 4.27, which was 0.05 higher than the previous day. The implied volatity was 27.76, the open interest changed by 15 which increased total open position to 378


On 21 Nov NATIONALUM was trading at 250.68. The strike last trading price was 4.29, which was -3.48 lower than the previous day. The implied volatity was 26.79, the open interest changed by 25 which increased total open position to 363


On 20 Nov NATIONALUM was trading at 257.62. The strike last trading price was 8.3, which was 1.63 higher than the previous day. The implied volatity was 28.90, the open interest changed by 231 which increased total open position to 336


On 19 Nov NATIONALUM was trading at 256.60. The strike last trading price was 6.61, which was -0.42 lower than the previous day. The implied volatity was 25.43, the open interest changed by 8 which increased total open position to 105


On 18 Nov NATIONALUM was trading at 257.30. The strike last trading price was 7, which was -2.22 lower than the previous day. The implied volatity was 26.04, the open interest changed by 12 which increased total open position to 94


On 17 Nov NATIONALUM was trading at 260.76. The strike last trading price was 9.22, which was -0.78 lower than the previous day. The implied volatity was 26.46, the open interest changed by 22 which increased total open position to 82


On 14 Nov NATIONALUM was trading at 262.57. The strike last trading price was 10, which was -2.5 lower than the previous day. The implied volatity was 24.39, the open interest changed by -1 which decreased total open position to 60


On 13 Nov NATIONALUM was trading at 268.67. The strike last trading price was 12.5, which was 1.63 higher than the previous day. The implied volatity was 22.73, the open interest changed by -2 which decreased total open position to 60


On 12 Nov NATIONALUM was trading at 266.95. The strike last trading price was 10.87, which was 0.57 higher than the previous day. The implied volatity was 21.99, the open interest changed by 3 which increased total open position to 61


On 11 Nov NATIONALUM was trading at 265.66. The strike last trading price was 10.3, which was 2.9 higher than the previous day. The implied volatity was 21.10, the open interest changed by 38 which increased total open position to 56


On 10 Nov NATIONALUM was trading at 257.36. The strike last trading price was 7.25, which was 4.15 higher than the previous day. The implied volatity was 23.92, the open interest changed by 6 which increased total open position to 18


On 30 Oct NATIONALUM was trading at 238.08. The strike last trading price was 3.1, which was -1 lower than the previous day. The implied volatity was 26.13, the open interest changed by 5 which increased total open position to 9


On 29 Oct NATIONALUM was trading at 238.10. The strike last trading price was 4.1, which was -2.45 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 0


NATIONALUM 30DEC2025 265 PE
Delta: -0.28
Vega: 0.24
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 273.15 3.45 -1.85 26.50 643 39 459
4 Dec 269.25 5.4 -1.3 28.52 507 25 420
3 Dec 266.50 6.2 -1.35 29.12 420 30 393
2 Dec 265.15 7.55 -0.5 29.23 366 27 374
1 Dec 263.80 7.8 -2.25 28.46 872 -6 352
28 Nov 259.98 10 0.32 28.52 100 23 357
27 Nov 261.33 9.69 -1.4 28.22 421 170 334
26 Nov 258.18 11.09 -2.96 27.29 36 16 165
25 Nov 253.97 14.21 -1.48 30.21 20 9 147
24 Nov 251.06 15.69 -0.99 26.83 17 4 137
21 Nov 250.68 17.02 4.89 30.26 23 -3 132
20 Nov 257.62 11.89 -2.03 29.28 123 67 135
19 Nov 256.60 13.92 1.16 32.66 8 3 67
18 Nov 257.30 12.76 2.03 29.21 20 13 62
17 Nov 260.76 10.67 -0.78 29.07 73 43 47
14 Nov 262.57 11.45 1.77 33.18 5 3 5
13 Nov 268.67 9.68 -43.97 34.00 3 2 2
12 Nov 266.95 53.65 0 1.62 0 0 0
11 Nov 265.66 53.65 0 1.39 0 0 0
10 Nov 257.36 53.65 0 - 0 0 0
30 Oct 238.08 53.65 0 - 0 0 0
29 Oct 238.10 53.65 0 - 0 0 0


For National Aluminium Co Ltd - strike price 265 expiring on 30DEC2025

Delta for 265 PE is -0.28

Historical price for 265 PE is as follows

On 5 Dec NATIONALUM was trading at 273.15. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 26.50, the open interest changed by 39 which increased total open position to 459


On 4 Dec NATIONALUM was trading at 269.25. The strike last trading price was 5.4, which was -1.3 lower than the previous day. The implied volatity was 28.52, the open interest changed by 25 which increased total open position to 420


On 3 Dec NATIONALUM was trading at 266.50. The strike last trading price was 6.2, which was -1.35 lower than the previous day. The implied volatity was 29.12, the open interest changed by 30 which increased total open position to 393


On 2 Dec NATIONALUM was trading at 265.15. The strike last trading price was 7.55, which was -0.5 lower than the previous day. The implied volatity was 29.23, the open interest changed by 27 which increased total open position to 374


On 1 Dec NATIONALUM was trading at 263.80. The strike last trading price was 7.8, which was -2.25 lower than the previous day. The implied volatity was 28.46, the open interest changed by -6 which decreased total open position to 352


On 28 Nov NATIONALUM was trading at 259.98. The strike last trading price was 10, which was 0.32 higher than the previous day. The implied volatity was 28.52, the open interest changed by 23 which increased total open position to 357


On 27 Nov NATIONALUM was trading at 261.33. The strike last trading price was 9.69, which was -1.4 lower than the previous day. The implied volatity was 28.22, the open interest changed by 170 which increased total open position to 334


On 26 Nov NATIONALUM was trading at 258.18. The strike last trading price was 11.09, which was -2.96 lower than the previous day. The implied volatity was 27.29, the open interest changed by 16 which increased total open position to 165


On 25 Nov NATIONALUM was trading at 253.97. The strike last trading price was 14.21, which was -1.48 lower than the previous day. The implied volatity was 30.21, the open interest changed by 9 which increased total open position to 147


On 24 Nov NATIONALUM was trading at 251.06. The strike last trading price was 15.69, which was -0.99 lower than the previous day. The implied volatity was 26.83, the open interest changed by 4 which increased total open position to 137


On 21 Nov NATIONALUM was trading at 250.68. The strike last trading price was 17.02, which was 4.89 higher than the previous day. The implied volatity was 30.26, the open interest changed by -3 which decreased total open position to 132


On 20 Nov NATIONALUM was trading at 257.62. The strike last trading price was 11.89, which was -2.03 lower than the previous day. The implied volatity was 29.28, the open interest changed by 67 which increased total open position to 135


On 19 Nov NATIONALUM was trading at 256.60. The strike last trading price was 13.92, which was 1.16 higher than the previous day. The implied volatity was 32.66, the open interest changed by 3 which increased total open position to 67


On 18 Nov NATIONALUM was trading at 257.30. The strike last trading price was 12.76, which was 2.03 higher than the previous day. The implied volatity was 29.21, the open interest changed by 13 which increased total open position to 62


On 17 Nov NATIONALUM was trading at 260.76. The strike last trading price was 10.67, which was -0.78 lower than the previous day. The implied volatity was 29.07, the open interest changed by 43 which increased total open position to 47


On 14 Nov NATIONALUM was trading at 262.57. The strike last trading price was 11.45, which was 1.77 higher than the previous day. The implied volatity was 33.18, the open interest changed by 3 which increased total open position to 5


On 13 Nov NATIONALUM was trading at 268.67. The strike last trading price was 9.68, which was -43.97 lower than the previous day. The implied volatity was 34.00, the open interest changed by 2 which increased total open position to 2


On 12 Nov NATIONALUM was trading at 266.95. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NATIONALUM was trading at 265.66. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NATIONALUM was trading at 257.36. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct NATIONALUM was trading at 238.08. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct NATIONALUM was trading at 238.10. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0