[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
373.55 +16.15 (4.52%)
L: 356.3 H: 374.3

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Historical option data for NATIONALUM

14 Jan 2026 04:10 PM IST
NATIONALUM 27-JAN-2026 350 CE
Delta: 0.91
Vega: 0.12
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 373.55 25.85 11.1 28.05 1,146 -242 588
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
Delta: -0.17
Vega: 0.18
Theta: -0.27
Gamma: 0.01
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