Historical option data for NATIONALUM
29 Jun 2026 10:49 AM IST
| NATIONALUM 28-Jul-2026 (27d) 350 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0
Theta: -0.29
Gamma: 0.00985
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 338.90 | 11.8 | 1.9 (19.19%) | 41.38 | 272 | 58 | 532 | |||||||||
| 25 Jun | 332.15 | 10.4 | -6.95 (-40.06%) | 41.29 | 819 | 205 | 473 | |||||||||
| 24 Jun | 348.55 | 16.7 | -4.75 (-22.14%) | 40.07 | 426 | 189 | 261 | |||||||||
| 23 Jun | 355.40 | 20.55 | -14.45 (-41.29%) | 40.77 | 129 | 55 | 70 | |||||||||
| 22 Jun | 377.95 | 35.1 | 2.1 (6.36%) | 36.89 | 3 | 1 | 15 | |||||||||
| 19 Jun | 376.00 | 33 | 3.45 (11.68%) | 35.38 | 4 | 0 | 14 | |||||||||
| 18 Jun | 367.75 | 29.55 | -2.45 (-7.66%) | 39.44 | 4 | 2 | 14 | |||||||||
| 17 Jun | 370.00 | 32 | 2.4 (8.11%) | 39.38 | 5 | 3 | 11 | |||||||||
| 16 Jun | 366.65 | 30 | -6.05 (-16.78%) | 38.93 | 13 | 5 | 7 | |||||||||
| 15 Jun | 382.35 | 36.05 | 0.05 (0.14%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 376.85 | 36.05 | 0.05 (0.14%) | - | 2 | 0 | 2 | |||||||||
| 11 Jun | 370.60 | 36.05 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 376.15 | 36.05 | 0.05 (0.14%) | 37.28 | 2 | 0 | 2 | |||||||||
| 9 Jun | 383.90 | 36.05 | -3.95 (-9.88%) | 37.28 | 2 | -1 | 2 | |||||||||
| 8 Jun | 378.20 | 40 | -15 (-27.27%) | 40.59 | 3 | 1 | 2 | |||||||||
| 5 Jun | 395.70 | 55 | -50.4 (-47.82%) | 41.06 | 1 | 0 | 0 | |||||||||
| 15 May | 403.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 416.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 408.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 350 expiring on 28JUL2026
Delta for 350 CE is 0.43
Historical price for 350 CE is as follows
On 29 Jun NATIONALUM was trading at 338.90. The strike last trading price was 11.8, which was 1.9 higher than the previous day. The implied volatity was 41.38, the open interest changed by 58 which increased total open position to 532
On 25 Jun NATIONALUM was trading at 332.15. The strike last trading price was 10.4, which was -6.95 lower than the previous day. The implied volatity was 41.29, the open interest changed by 205 which increased total open position to 473
On 24 Jun NATIONALUM was trading at 348.55. The strike last trading price was 16.7, which was -4.75 lower than the previous day. The implied volatity was 40.07, the open interest changed by 189 which increased total open position to 261
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 20.55, which was -14.45 lower than the previous day. The implied volatity was 40.77, the open interest changed by 55 which increased total open position to 70
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 35.1, which was 2.1 higher than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 15
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 33, which was 3.45 higher than the previous day. The implied volatity was 35.38, the open interest changed by 0 which decreased total open position to 14
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 29.55, which was -2.45 lower than the previous day. The implied volatity was 39.44, the open interest changed by 2 which increased total open position to 14
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 32, which was 2.4 higher than the previous day. The implied volatity was 39.38, the open interest changed by 3 which increased total open position to 11
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 30, which was -6.05 lower than the previous day. The implied volatity was 38.93, the open interest changed by 5 which increased total open position to 7
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 36.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 36.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 36.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 36.05, which was 0.05 higher than the previous day. The implied volatity was 37.28, the open interest changed by 0 which decreased total open position to 2
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 36.05, which was -3.95 lower than the previous day. The implied volatity was 37.28, the open interest changed by -1 which decreased total open position to 2
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 40, which was -15 lower than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 2
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 55, which was -50.4 lower than the previous day. The implied volatity was 41.06, the open interest changed by 0 which decreased total open position to 0
On 15 May NATIONALUM was trading at 403.60. 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
On 14 May NATIONALUM was trading at 416.45. 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
On 13 May NATIONALUM was trading at 408.25. 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
| NATIONALUM 28-Jul-2026 (27d) 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0
Theta: -0.23
Gamma: 0.01006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 338.90 | 21 | -3.7 (-14.98%) | 40.46 | 60 | 10 | 348 |
| 25 Jun | 332.15 | 24 | 7.85 (48.61%) | 36.98 | 296 | -18 | 339 |
| 24 Jun | 348.55 | 17 | 4 (30.77%) | 39.14 | 495 | 99 | 355 |
| 23 Jun | 355.40 | 13.75 | 8.25 (150.00%) | 39.36 | 627 | 129 | 256 |
| 22 Jun | 377.95 | 5.5 | -1 (-15.38%) | 35.63 | 59 | -7 | 125 |
| 19 Jun | 376.00 | 6.35 | -2.35 (-27.01%) | 35.5 | 57 | 3 | 132 |
| 18 Jun | 367.75 | 8.6 | 0.6 (7.50%) | 35.37 | 64 | 12 | 138 |
| 17 Jun | 370.00 | 7.75 | -1.55 (-16.67%) | 35.08 | 117 | 0 | 127 |
| 16 Jun | 366.65 | 9.55 | 3.95 (70.54%) | 35.21 | 296 | 85 | 128 |
| 15 Jun | 382.35 | 5.6 | -1.65 (-22.76%) | 35.29 | 22 | 5 | 44 |
| 12 Jun | 376.85 | 7 | -1.25 (-15.15%) | 35.27 | 20 | 8 | 39 |
| 11 Jun | 370.60 | 8 | 1 (14.29%) | 35.16 | 9 | 2 | 31 |
| 10 Jun | 376.15 | 7.3 | 0.9 (14.06%) | 36.44 | 1 | 1 | 29 |
| 9 Jun | 383.90 | 6.4 | -1.15 (-15.23%) | 35.84 | 14 | -1 | 29 |
| 8 Jun | 378.20 | 8.55 | 4 (87.91%) | 36.61 | 34 | 24 | 30 |
| 5 Jun | 395.70 | 4.5 | -4.35 (-49.15%) | 35.5 | 10 | 6 | 6 |
| 15 May | 403.60 | 0 | -8.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 416.45 | 0 | -8.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 408.25 | 0 | -8.85 (-100.00%) | 0 | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 350 expiring on 28JUL2026
Delta for 350 PE is -0.57
Historical price for 350 PE is as follows
On 29 Jun NATIONALUM was trading at 338.90. The strike last trading price was 21, which was -3.7 lower than the previous day. The implied volatity was 40.46, the open interest changed by 10 which increased total open position to 348
On 25 Jun NATIONALUM was trading at 332.15. The strike last trading price was 24, which was 7.85 higher than the previous day. The implied volatity was 36.98, the open interest changed by -18 which decreased total open position to 339
On 24 Jun NATIONALUM was trading at 348.55. The strike last trading price was 17, which was 4 higher than the previous day. The implied volatity was 39.14, the open interest changed by 99 which increased total open position to 355
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 13.75, which was 8.25 higher than the previous day. The implied volatity was 39.36, the open interest changed by 129 which increased total open position to 256
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 5.5, which was -1 lower than the previous day. The implied volatity was 35.63, the open interest changed by -7 which decreased total open position to 125
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 6.35, which was -2.35 lower than the previous day. The implied volatity was 35.5, the open interest changed by 3 which increased total open position to 132
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 35.37, the open interest changed by 12 which increased total open position to 138
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 7.75, which was -1.55 lower than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 127
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 9.55, which was 3.95 higher than the previous day. The implied volatity was 35.21, the open interest changed by 85 which increased total open position to 128
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 5.6, which was -1.65 lower than the previous day. The implied volatity was 35.29, the open interest changed by 5 which increased total open position to 44
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 35.27, the open interest changed by 8 which increased total open position to 39
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 35.16, the open interest changed by 2 which increased total open position to 31
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 7.3, which was 0.9 higher than the previous day. The implied volatity was 36.44, the open interest changed by 1 which increased total open position to 29
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 35.84, the open interest changed by -1 which decreased total open position to 29
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 8.55, which was 4 higher than the previous day. The implied volatity was 36.61, the open interest changed by 24 which increased total open position to 30
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 4.5, which was -4.35 lower than the previous day. The implied volatity was 35.5, the open interest changed by 6 which increased total open position to 6
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 0, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 0, which was -8.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NATIONALUM was trading at 408.25. The strike last trading price was 0, which was -8.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
