NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
05 Dec 2025 02:50 PM IST
| NATIONALUM 30-DEC-2025 265 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.24
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 272.60 | 12.55 | 2.05 | 24.14 | 512 | -120 | 511 | |||||||||
| 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 | |||||||||
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| 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 0.72
Historical price for 265 CE is as follows
On 5 Dec NATIONALUM was trading at 272.60. The strike last trading price was 12.55, which was 2.05 higher than the previous day. The implied volatity was 24.14, the open interest changed by -120 which decreased total open position to 511
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 | |||||||
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Delta: -0.29
Vega: 0.25
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 272.60 | 3.7 | -1.6 | 26.87 | 588 | 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 -0.29
Historical price for 265 PE is as follows
On 5 Dec NATIONALUM was trading at 272.60. The strike last trading price was 3.7, which was -1.6 lower than the previous day. The implied volatity was 26.87, 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































































































































































































































