NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
09 Jan 2026 04:10 PM IST
| NATIONALUM 27-JAN-2026 330 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.21
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 348.05 | 23.55 | 9.35 | 33.50 | 463 | -16 | 479 | |||||||||
| 8 Jan | 333.50 | 14 | -12 | 38.29 | 1,035 | 48 | 488 | |||||||||
| 7 Jan | 352.60 | 26.05 | 3.15 | 27.04 | 381 | -34 | 440 | |||||||||
| 6 Jan | 346.70 | 23.8 | 11.7 | 33.20 | 1,781 | -342 | 475 | |||||||||
| 5 Jan | 330.80 | 12.15 | 0.3 | 32.21 | 2,397 | -102 | 816 | |||||||||
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| 2 Jan | 330.30 | 11.2 | 5.5 | 29.95 | 4,913 | 290 | 919 | |||||||||
| 1 Jan | 314.60 | 5.8 | -0.35 | 32.13 | 715 | -39 | 628 | |||||||||
| 31 Dec | 314.30 | 5.9 | -0.4 | 31.76 | 2,115 | -80 | 667 | |||||||||
| 30 Dec | 316.60 | 6.35 | 3.4 | 30.31 | 2,932 | 157 | 756 | |||||||||
| 29 Dec | 300.90 | 2.9 | -1.1 | 32.95 | 1,621 | 366 | 603 | |||||||||
| 26 Dec | 306.85 | 4 | 2.1 | 31.49 | 1,238 | 197 | 233 | |||||||||
| 24 Dec | 295.30 | 1.9 | 0.65 | 29.83 | 76 | 34 | 36 | |||||||||
For National Aluminium Co Ltd - strike price 330 expiring on 27JAN2026
Delta for 330 CE is 0.80
Historical price for 330 CE is as follows
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 23.55, which was 9.35 higher than the previous day. The implied volatity was 33.50, the open interest changed by -16 which decreased total open position to 479
On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 14, which was -12 lower than the previous day. The implied volatity was 38.29, the open interest changed by 48 which increased total open position to 488
On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 26.05, which was 3.15 higher than the previous day. The implied volatity was 27.04, the open interest changed by -34 which decreased total open position to 440
On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 23.8, which was 11.7 higher than the previous day. The implied volatity was 33.20, the open interest changed by -342 which decreased total open position to 475
On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 12.15, which was 0.3 higher than the previous day. The implied volatity was 32.21, the open interest changed by -102 which decreased total open position to 816
On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 11.2, which was 5.5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 290 which increased total open position to 919
On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 5.8, which was -0.35 lower than the previous day. The implied volatity was 32.13, the open interest changed by -39 which decreased total open position to 628
On 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 5.9, which was -0.4 lower than the previous day. The implied volatity was 31.76, the open interest changed by -80 which decreased total open position to 667
On 30 Dec NATIONALUM was trading at 316.60. The strike last trading price was 6.35, which was 3.4 higher than the previous day. The implied volatity was 30.31, the open interest changed by 157 which increased total open position to 756
On 29 Dec NATIONALUM was trading at 300.90. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 32.95, the open interest changed by 366 which increased total open position to 603
On 26 Dec NATIONALUM was trading at 306.85. The strike last trading price was 4, which was 2.1 higher than the previous day. The implied volatity was 31.49, the open interest changed by 197 which increased total open position to 233
On 24 Dec NATIONALUM was trading at 295.30. The strike last trading price was 1.9, which was 0.65 higher than the previous day. The implied volatity was 29.83, the open interest changed by 34 which increased total open position to 36
| NATIONALUM 27JAN2026 330 PE | |||||||
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Delta: -0.23
Vega: 0.24
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 348.05 | 4.35 | -4.75 | 39.79 | 2,000 | 28 | 623 |
| 8 Jan | 333.50 | 9.35 | 5 | 38.33 | 3,761 | -168 | 598 |
| 7 Jan | 352.60 | 4.25 | -1.2 | 41.06 | 1,645 | 157 | 764 |
| 6 Jan | 346.70 | 5 | -4.45 | 39.08 | 3,109 | 104 | 608 |
| 5 Jan | 330.80 | 9.25 | -0.85 | 33.56 | 1,581 | 241 | 501 |
| 2 Jan | 330.30 | 10.25 | -8.85 | 32.44 | 555 | 137 | 272 |
| 1 Jan | 314.60 | 19.05 | -0.75 | 34.05 | 45 | -21 | 137 |
| 31 Dec | 314.30 | 20 | 0.05 | 35.88 | 278 | 127 | 159 |
| 30 Dec | 316.60 | 20.1 | -10.3 | 40.05 | 64 | 21 | 32 |
| 29 Dec | 300.90 | 30.4 | 5.3 | 37.47 | 10 | 2 | 11 |
| 26 Dec | 306.85 | 25.1 | -8.1 | 30.00 | 9 | 5 | 8 |
| 24 Dec | 295.30 | 33.2 | -57.75 | 28.91 | 3 | 2 | 2 |
For National Aluminium Co Ltd - strike price 330 expiring on 27JAN2026
Delta for 330 PE is -0.23
Historical price for 330 PE is as follows
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 4.35, which was -4.75 lower than the previous day. The implied volatity was 39.79, the open interest changed by 28 which increased total open position to 623
On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 9.35, which was 5 higher than the previous day. The implied volatity was 38.33, the open interest changed by -168 which decreased total open position to 598
On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 4.25, which was -1.2 lower than the previous day. The implied volatity was 41.06, the open interest changed by 157 which increased total open position to 764
On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 5, which was -4.45 lower than the previous day. The implied volatity was 39.08, the open interest changed by 104 which increased total open position to 608
On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 9.25, which was -0.85 lower than the previous day. The implied volatity was 33.56, the open interest changed by 241 which increased total open position to 501
On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 10.25, which was -8.85 lower than the previous day. The implied volatity was 32.44, the open interest changed by 137 which increased total open position to 272
On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 19.05, which was -0.75 lower than the previous day. The implied volatity was 34.05, the open interest changed by -21 which decreased total open position to 137
On 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 20, which was 0.05 higher than the previous day. The implied volatity was 35.88, the open interest changed by 127 which increased total open position to 159
On 30 Dec NATIONALUM was trading at 316.60. The strike last trading price was 20.1, which was -10.3 lower than the previous day. The implied volatity was 40.05, the open interest changed by 21 which increased total open position to 32
On 29 Dec NATIONALUM was trading at 300.90. The strike last trading price was 30.4, which was 5.3 higher than the previous day. The implied volatity was 37.47, the open interest changed by 2 which increased total open position to 11
On 26 Dec NATIONALUM was trading at 306.85. The strike last trading price was 25.1, which was -8.1 lower than the previous day. The implied volatity was 30.00, the open interest changed by 5 which increased total open position to 8
On 24 Dec NATIONALUM was trading at 295.30. The strike last trading price was 33.2, which was -57.75 lower than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 2































































































































































































































