NATIONALUM

National Aluminium Co Ltd

361.6 -11.95 (-3.20%)

L: 360.4 H: 369.8

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Historical option data for NATIONALUM
16 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATIONALUM 27-JAN-2026 345 CE
Delta: 0.78 Vega: 0.18 Theta: -0.39 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

16 Jan	361.60	20.6 ₹ 77,250	-9.45 -35437.50	38.18	37 1,38,750	-8 -30,000	186 6,97,500
14 Jan	373.55	30.15 ₹ 1,13,062.5	11.75 44062.50	23.3	144 5,40,000	-52 -1,95,000	194 7,27,500
13 Jan	357.40	18.3 ₹ 68,625	3.75 14062.50	37.78	261 9,78,750	-44 -1,65,000	250 9,37,500
12 Jan	350.05	15.25 ₹ 57,187.5	2.05 7687.50	39.72	853 31,98,750	-89 -3,33,750	296 11,10,000
9 Jan	348.05	13.65 ₹ 51,187.5	6.1 22875.00	34.44	2,752 1,03,20,000	56 2,10,000	381 14,28,750
8 Jan	333.50	7.35 ₹ 27,562.5	-8.45 -31687.50	38.28	1,232 46,20,000	63 2,36,250	322 12,07,500
7 Jan	352.60	15.9 ₹ 59,625	2.15 8062.50	31.62	865 32,43,750	-39 -1,46,250	261 9,78,750
6 Jan	346.70	14.15 ₹ 53,062.5	8.25 30937.50	34.04	4,891 1,83,41,250	121 4,53,750	317 11,88,750
5 Jan	330.80	5.9 ₹ 22,125	-0.1 -375.00	32.44	614 23,02,500	-18 -67,500	197 7,38,750
2 Jan	330.30	5.5 ₹ 20,625	2.8 10500.00	30.82	761 28,53,750	-20 -75,000	214 8,02,500
1 Jan	314.60	2.7 ₹ 10,125	-0.3 -1125.00	33.28	113 4,23,750	23 86,250	236 8,85,000
31 Dec	314.30	3 ₹ 11,250	-0.05 -187.50	34.17	404 15,15,000	177 6,63,750	210 7,87,500
30 Dec	316.60	2.85 ₹ 10,687.5	1.18 4425.00	30.97	41 1,53,750	32 1,20,000	32 1,20,000

For National Aluminium Co Ltd - strike price 345 expiring on 27JAN2026

Delta for 345 CE is 0.78

Historical price for 345 CE is as follows

On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 20.6, which was -9.45 lower than the previous day. The implied volatity was 38.18, the open interest changed by -8 which decreased total open position to 186

On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 30.15, which was 11.75 higher than the previous day. The implied volatity was 23.3, the open interest changed by -52 which decreased total open position to 194

On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 18.3, which was 3.75 higher than the previous day. The implied volatity was 37.78, the open interest changed by -44 which decreased total open position to 250

On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 15.25, which was 2.05 higher than the previous day. The implied volatity was 39.72, the open interest changed by -89 which decreased total open position to 296

On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 13.65, which was 6.1 higher than the previous day. The implied volatity was 34.44, the open interest changed by 56 which increased total open position to 381

On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 7.35, which was -8.45 lower than the previous day. The implied volatity was 38.28, the open interest changed by 63 which increased total open position to 322

On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 15.9, which was 2.15 higher than the previous day. The implied volatity was 31.62, the open interest changed by -39 which decreased total open position to 261

On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 14.15, which was 8.25 higher than the previous day. The implied volatity was 34.04, the open interest changed by 121 which increased total open position to 317

On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 32.44, the open interest changed by -18 which decreased total open position to 197

On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 5.5, which was 2.8 higher than the previous day. The implied volatity was 30.82, the open interest changed by -20 which decreased total open position to 214

On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 33.28, the open interest changed by 23 which increased total open position to 236

On 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by 177 which increased total open position to 210

On 30 Dec NATIONALUM was trading at 316.60. The strike last trading price was 2.85, which was 1.18 higher than the previous day. The implied volatity was 30.97, the open interest changed by 32 which increased total open position to 32

NATIONALUM 27JAN2026 345 PE
Delta: -0.22 Vega: 0.19 Theta: -0.31 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	361.60	3.25 ₹ 12,187.5	1 3750.00	39.19	398 14,92,500	-23 -86,250	321 12,03,750
14 Jan	373.55	2.1 ₹ 7,875	-3 -11250.00	41.81	936 35,10,000	-41 -1,53,750	344 12,90,000
13 Jan	357.40	5.35 ₹ 20,062.5	-2.8 -10500.00	39.11	820 30,75,000	56 2,10,000	385 14,43,750
12 Jan	350.05	7.8 ₹ 29,250	-1.95 -7312.50	39.59	1,663 62,36,250	39 1,46,250	329 12,33,750
9 Jan	348.05	9.35 ₹ 35,062.5	-7.7 -28875.00	39.09	1,888 70,80,000	149 5,58,750	299 11,21,250
8 Jan	333.50	17.6 ₹ 66,000	8.7 32625.00	38.25	874 32,77,500	-60 -2,25,000	151 5,66,250
7 Jan	352.60	8.85 ₹ 33,187.5	-2.25 -8437.50	40.54	1,133 42,48,750	-11 -41,250	210 7,87,500
6 Jan	346.70	10.45 ₹ 39,187.5	-7.95 -29812.50	39.2	1,412 52,95,000	209 7,83,750	219 8,21,250
5 Jan	330.80	18.15 ₹ 68,062.5	-4.85 -18187.50	34.67	37 1,38,750	9 33,750	10 37,500
2 Jan	330.30	23 ₹ 86,250	-66.09 -247837.50	44.44	1 3,750	0 0	0 0
1 Jan	314.60	89.09 ₹ 3,34,087.5	0 0.00	-	0 0	0 0	0 0
31 Dec	314.30	89.09 ₹ 3,34,087.5	0 0.00	-	0 0	0 0	0 0
30 Dec	316.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For National Aluminium Co Ltd - strike price 345 expiring on 27JAN2026

Delta for 345 PE is -0.22

Historical price for 345 PE is as follows

On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 3.25, which was 1 higher than the previous day. The implied volatity was 39.19, the open interest changed by -23 which decreased total open position to 321

On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 2.1, which was -3 lower than the previous day. The implied volatity was 41.81, the open interest changed by -41 which decreased total open position to 344

On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 5.35, which was -2.8 lower than the previous day. The implied volatity was 39.11, the open interest changed by 56 which increased total open position to 385

On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 7.8, which was -1.95 lower than the previous day. The implied volatity was 39.59, the open interest changed by 39 which increased total open position to 329

On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 9.35, which was -7.7 lower than the previous day. The implied volatity was 39.09, the open interest changed by 149 which increased total open position to 299

On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 17.6, which was 8.7 higher than the previous day. The implied volatity was 38.25, the open interest changed by -60 which decreased total open position to 151

On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 8.85, which was -2.25 lower than the previous day. The implied volatity was 40.54, the open interest changed by -11 which decreased total open position to 210

On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 10.45, which was -7.95 lower than the previous day. The implied volatity was 39.2, the open interest changed by 209 which increased total open position to 219

On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 18.15, which was -4.85 lower than the previous day. The implied volatity was 34.67, the open interest changed by 9 which increased total open position to 10

On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 23, which was -66.09 lower than the previous day. The implied volatity was 44.44, the open interest changed by 0 which decreased total open position to 0

On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 89.09, 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 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 89.09, 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 Dec NATIONALUM was trading at 316.60. The strike last trading price was 0, 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

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