[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
348.05 +14.55 (4.36%)
L: 328.85 H: 349.4

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Historical option data for NATIONALUM

09 Jan 2026 04:10 PM IST
NATIONALUM 27-JAN-2026 330 CE
Delta: 0.80
Vega: 0.21
Theta: -0.27
Gamma: 0.01
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
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
Delta: -0.23
Vega: 0.24
Theta: -0.24
Gamma: 0.01
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