NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
14 Jan 2026 04:10 PM IST
| NATIONALUM 27-JAN-2026 350 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.12
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 373.55 | 25.85 | 11.1 | 28.05 | 1,146 | -242 | 588 | |||||||||
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| 13 Jan | 357.40 | 14.5 | 2.5 | 35.57 | 2,396 | -352 | 830 | |||||||||
| 12 Jan | 350.05 | 12.35 | 1.55 | 39.21 | 5,786 | 152 | 1,203 | |||||||||
| 9 Jan | 348.05 | 11 | 5 | 34.44 | 4,224 | -44 | 1,039 | |||||||||
| 8 Jan | 333.50 | 5.85 | -7.35 | 38.58 | 3,689 | 72 | 1,081 | |||||||||
| 7 Jan | 352.60 | 13.15 | 1.8 | 32.3 | 5,686 | -150 | 1,033 | |||||||||
| 6 Jan | 346.70 | 11.75 | 7.15 | 34.66 | 12,177 | 489 | 1,195 | |||||||||
| 5 Jan | 330.80 | 4.6 | -0.1 | 32.9 | 1,520 | 39 | 701 | |||||||||
| 2 Jan | 330.30 | 4.3 | 2.25 | 31.31 | 3,228 | 381 | 660 | |||||||||
| 1 Jan | 314.60 | 2.1 | -0.25 | 33.84 | 277 | 55 | 277 | |||||||||
| 31 Dec | 314.30 | 2.3 | 0 | 34.41 | 746 | 205 | 221 | |||||||||
| 30 Dec | 316.60 | 2.3 | -0.56 | 31.96 | 16 | 14 | 14 | |||||||||
For National Aluminium Co Ltd - strike price 350 expiring on 27JAN2026
Delta for 350 CE is 0.91
Historical price for 350 CE is as follows
On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 25.85, which was 11.1 higher than the previous day. The implied volatity was 28.05, the open interest changed by -242 which decreased total open position to 588
On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 14.5, which was 2.5 higher than the previous day. The implied volatity was 35.57, the open interest changed by -352 which decreased total open position to 830
On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 12.35, which was 1.55 higher than the previous day. The implied volatity was 39.21, the open interest changed by 152 which increased total open position to 1203
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 11, which was 5 higher than the previous day. The implied volatity was 34.44, the open interest changed by -44 which decreased total open position to 1039
On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 5.85, which was -7.35 lower than the previous day. The implied volatity was 38.58, the open interest changed by 72 which increased total open position to 1081
On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 13.15, which was 1.8 higher than the previous day. The implied volatity was 32.3, the open interest changed by -150 which decreased total open position to 1033
On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 11.75, which was 7.15 higher than the previous day. The implied volatity was 34.66, the open interest changed by 489 which increased total open position to 1195
On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 4.6, which was -0.1 lower than the previous day. The implied volatity was 32.9, the open interest changed by 39 which increased total open position to 701
On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 4.3, which was 2.25 higher than the previous day. The implied volatity was 31.31, the open interest changed by 381 which increased total open position to 660
On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 33.84, the open interest changed by 55 which increased total open position to 277
On 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 34.41, the open interest changed by 205 which increased total open position to 221
On 30 Dec NATIONALUM was trading at 316.60. The strike last trading price was 2.3, which was -0.56 lower than the previous day. The implied volatity was 31.96, the open interest changed by 14 which increased total open position to 14
| NATIONALUM 27JAN2026 350 PE | |||||||
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Delta: -0.17
Vega: 0.18
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 373.55 | 2.8 | -4 | 40.82 | 3,010 | 292 | 942 |
| 13 Jan | 357.40 | 6.65 | -3.8 | 37.26 | 3,140 | 118 | 653 |
| 12 Jan | 350.05 | 10 | -2.2 | 39.52 | 3,553 | 203 | 532 |
| 9 Jan | 348.05 | 11.9 | -9 | 39.7 | 690 | 55 | 331 |
| 8 Jan | 333.50 | 21.15 | 9.95 | 38.83 | 1,299 | -280 | 276 |
| 7 Jan | 352.60 | 11 | -2.65 | 40.55 | 3,346 | 22 | 563 |
| 6 Jan | 346.70 | 12.85 | -9.15 | 39.19 | 2,348 | 494 | 535 |
| 5 Jan | 330.80 | 21.8 | -0.95 | 35.23 | 57 | 19 | 42 |
| 2 Jan | 330.30 | 23.3 | -11.7 | 34.54 | 38 | 23 | 24 |
| 1 Jan | 314.60 | 35 | -55.97 | - | 0 | 0 | 1 |
| 31 Dec | 314.30 | 35 | -55.97 | 30.33 | 1 | 0 | 0 |
| 30 Dec | 316.60 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 350 expiring on 27JAN2026
Delta for 350 PE is -0.17
Historical price for 350 PE is as follows
On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 2.8, which was -4 lower than the previous day. The implied volatity was 40.82, the open interest changed by 292 which increased total open position to 942
On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 6.65, which was -3.8 lower than the previous day. The implied volatity was 37.26, the open interest changed by 118 which increased total open position to 653
On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 10, which was -2.2 lower than the previous day. The implied volatity was 39.52, the open interest changed by 203 which increased total open position to 532
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 11.9, which was -9 lower than the previous day. The implied volatity was 39.7, the open interest changed by 55 which increased total open position to 331
On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 21.15, which was 9.95 higher than the previous day. The implied volatity was 38.83, the open interest changed by -280 which decreased total open position to 276
On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 11, which was -2.65 lower than the previous day. The implied volatity was 40.55, the open interest changed by 22 which increased total open position to 563
On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 12.85, which was -9.15 lower than the previous day. The implied volatity was 39.19, the open interest changed by 494 which increased total open position to 535
On 5 Jan NATIONALUM was trading at 330.80. The strike last trading price was 21.8, which was -0.95 lower than the previous day. The implied volatity was 35.23, the open interest changed by 19 which increased total open position to 42
On 2 Jan NATIONALUM was trading at 330.30. The strike last trading price was 23.3, which was -11.7 lower than the previous day. The implied volatity was 34.54, the open interest changed by 23 which increased total open position to 24
On 1 Jan NATIONALUM was trading at 314.60. The strike last trading price was 35, which was -55.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec NATIONALUM was trading at 314.30. The strike last trading price was 35, which was -55.97 lower than the previous day. The implied volatity was 30.33, 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































































































































































































































