NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
06 Feb 2026 04:11 PM IST
| NATIONALUM 24-FEB-2026 370 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.29
Theta: -0.4
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 354.65 | 8.15 | -3.6 | 44.91 | 797 | 85 | 854 | |||||||||
| 5 Feb | 363.85 | 11.35 | -5.75 | 39.33 | 1,474 | 12 | 775 | |||||||||
| 4 Feb | 374.90 | 16.8 | 0.75 | 37.45 | 1,322 | -108 | 764 | |||||||||
| 3 Feb | 370.85 | 15.8 | 0.1 | 39.35 | 3,863 | 228 | 880 | |||||||||
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| 2 Feb | 369.70 | 16.3 | 6.8 | 39.68 | 4,063 | 80 | 624 | |||||||||
| 1 Feb | 354.20 | 9.3 | -18.05 | 42.78 | 2,298 | 231 | 546 | |||||||||
| 30 Jan | 385.45 | 25.05 | -34.25 | 41.15 | 144 | -40 | 315 | |||||||||
| 29 Jan | 428.85 | 58.8 | 18.65 | 37.29 | 87 | -19 | 355 | |||||||||
| 28 Jan | 406.15 | 41.35 | 17.4 | 26.55 | 468 | -79 | 375 | |||||||||
| 27 Jan | 384.60 | 24.05 | 7.1 | 31.15 | 1,137 | 14 | 460 | |||||||||
| 23 Jan | 370.65 | 17.15 | 3.4 | 33.64 | 1,686 | -25 | 441 | |||||||||
| 22 Jan | 364.60 | 13.7 | 0.7 | 33.16 | 508 | 39 | 467 | |||||||||
| 21 Jan | 361.50 | 13.25 | 1.25 | 33.82 | 474 | 96 | 431 | |||||||||
| 20 Jan | 358.95 | 12.45 | -3.6 | 35.77 | 324 | 79 | 334 | |||||||||
| 19 Jan | 368.65 | 16.1 | 1.9 | 32.44 | 375 | 162 | 255 | |||||||||
| 16 Jan | 361.60 | 14.3 | -5.5 | 34.77 | 84 | 33 | 93 | |||||||||
| 14 Jan | 373.55 | 19.5 | 6.7 | 30.83 | 162 | 18 | 60 | |||||||||
| 13 Jan | 357.40 | 12.7 | 1.85 | 34.25 | 72 | 10 | 41 | |||||||||
| 12 Jan | 350.05 | 10.8 | 1.05 | 34.97 | 29 | 8 | 30 | |||||||||
| 9 Jan | 348.05 | 9.75 | 3.2 | 32.98 | 38 | 5 | 22 | |||||||||
| 8 Jan | 333.50 | 6.3 | -4.6 | 36.14 | 15 | -1 | 18 | |||||||||
| 7 Jan | 352.60 | 10.9 | 1.1 | 31.41 | 8 | 2 | 20 | |||||||||
| 6 Jan | 346.70 | 9.8 | 6.9 | 32.31 | 32 | 17 | 17 | |||||||||
For National Aluminium Co Ltd - strike price 370 expiring on 24FEB2026
Delta for 370 CE is 0.36
Historical price for 370 CE is as follows
On 6 Feb NATIONALUM was trading at 354.65. The strike last trading price was 8.15, which was -3.6 lower than the previous day. The implied volatity was 44.91, the open interest changed by 85 which increased total open position to 854
On 5 Feb NATIONALUM was trading at 363.85. The strike last trading price was 11.35, which was -5.75 lower than the previous day. The implied volatity was 39.33, the open interest changed by 12 which increased total open position to 775
On 4 Feb NATIONALUM was trading at 374.90. The strike last trading price was 16.8, which was 0.75 higher than the previous day. The implied volatity was 37.45, the open interest changed by -108 which decreased total open position to 764
On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 15.8, which was 0.1 higher than the previous day. The implied volatity was 39.35, the open interest changed by 228 which increased total open position to 880
On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 16.3, which was 6.8 higher than the previous day. The implied volatity was 39.68, the open interest changed by 80 which increased total open position to 624
On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 9.3, which was -18.05 lower than the previous day. The implied volatity was 42.78, the open interest changed by 231 which increased total open position to 546
On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 25.05, which was -34.25 lower than the previous day. The implied volatity was 41.15, the open interest changed by -40 which decreased total open position to 315
On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 58.8, which was 18.65 higher than the previous day. The implied volatity was 37.29, the open interest changed by -19 which decreased total open position to 355
On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 41.35, which was 17.4 higher than the previous day. The implied volatity was 26.55, the open interest changed by -79 which decreased total open position to 375
On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 24.05, which was 7.1 higher than the previous day. The implied volatity was 31.15, the open interest changed by 14 which increased total open position to 460
On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 17.15, which was 3.4 higher than the previous day. The implied volatity was 33.64, the open interest changed by -25 which decreased total open position to 441
On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 13.7, which was 0.7 higher than the previous day. The implied volatity was 33.16, the open interest changed by 39 which increased total open position to 467
On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 13.25, which was 1.25 higher than the previous day. The implied volatity was 33.82, the open interest changed by 96 which increased total open position to 431
On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 12.45, which was -3.6 lower than the previous day. The implied volatity was 35.77, the open interest changed by 79 which increased total open position to 334
On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 16.1, which was 1.9 higher than the previous day. The implied volatity was 32.44, the open interest changed by 162 which increased total open position to 255
On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 14.3, which was -5.5 lower than the previous day. The implied volatity was 34.77, the open interest changed by 33 which increased total open position to 93
On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 19.5, which was 6.7 higher than the previous day. The implied volatity was 30.83, the open interest changed by 18 which increased total open position to 60
On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 12.7, which was 1.85 higher than the previous day. The implied volatity was 34.25, the open interest changed by 10 which increased total open position to 41
On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 34.97, the open interest changed by 8 which increased total open position to 30
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 9.75, which was 3.2 higher than the previous day. The implied volatity was 32.98, the open interest changed by 5 which increased total open position to 22
On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 6.3, which was -4.6 lower than the previous day. The implied volatity was 36.14, the open interest changed by -1 which decreased total open position to 18
On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 10.9, which was 1.1 higher than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 20
On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 9.8, which was 6.9 higher than the previous day. The implied volatity was 32.31, the open interest changed by 17 which increased total open position to 17
| NATIONALUM 24FEB2026 370 PE | |||||||
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Delta: -0.63
Vega: 0.3
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 354.65 | 23.9 | 2.6 | 48.2 | 78 | -37 | 524 |
| 5 Feb | 363.85 | 21.1 | 6.05 | 57.65 | 379 | -75 | 579 |
| 4 Feb | 374.90 | 14.8 | -3 | 52.19 | 596 | 59 | 656 |
| 3 Feb | 370.85 | 17.5 | -1.35 | 54.47 | 1,020 | 82 | 596 |
| 2 Feb | 369.70 | 18 | -10.45 | 54.75 | 616 | 42 | 514 |
| 1 Feb | 354.20 | 29.05 | 14.1 | 58.47 | 459 | -105 | 472 |
| 30 Jan | 385.45 | 15.65 | 10.95 | 57.67 | 1,440 | 136 | 577 |
| 29 Jan | 428.85 | 4.9 | -1.65 | 56.91 | 516 | 95 | 441 |
| 28 Jan | 406.15 | 6.3 | -5.95 | 48.77 | 1,372 | -234 | 347 |
| 27 Jan | 384.60 | 11.9 | -6.5 | 47.39 | 1,247 | 50 | 581 |
| 23 Jan | 370.65 | 18.1 | -1.5 | 46.77 | 787 | -53 | 532 |
| 22 Jan | 364.60 | 19.6 | -2.2 | 42.71 | 235 | 0 | 585 |
| 21 Jan | 361.50 | 21.7 | -2 | 44.64 | 205 | 87 | 585 |
| 20 Jan | 358.95 | 23.3 | 4.4 | 42.88 | 214 | 45 | 498 |
| 19 Jan | 368.65 | 19.05 | -3.2 | 43.84 | 479 | 401 | 454 |
| 16 Jan | 361.60 | 22.25 | 4.1 | 41.95 | 35 | 6 | 53 |
| 14 Jan | 373.55 | 18.2 | -9.8 | 44.37 | 75 | 41 | 44 |
| 13 Jan | 357.40 | 28 | -62.4 | - | 0 | 0 | 0 |
| 12 Jan | 350.05 | 28 | -62.4 | 40.41 | 3 | 0 | 0 |
| 9 Jan | 348.05 | 90.4 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 333.50 | 90.4 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 352.60 | 90.4 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 346.70 | 90.4 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 370 expiring on 24FEB2026
Delta for 370 PE is -0.63
Historical price for 370 PE is as follows
On 6 Feb NATIONALUM was trading at 354.65. The strike last trading price was 23.9, which was 2.6 higher than the previous day. The implied volatity was 48.2, the open interest changed by -37 which decreased total open position to 524
On 5 Feb NATIONALUM was trading at 363.85. The strike last trading price was 21.1, which was 6.05 higher than the previous day. The implied volatity was 57.65, the open interest changed by -75 which decreased total open position to 579
On 4 Feb NATIONALUM was trading at 374.90. The strike last trading price was 14.8, which was -3 lower than the previous day. The implied volatity was 52.19, the open interest changed by 59 which increased total open position to 656
On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 17.5, which was -1.35 lower than the previous day. The implied volatity was 54.47, the open interest changed by 82 which increased total open position to 596
On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 18, which was -10.45 lower than the previous day. The implied volatity was 54.75, the open interest changed by 42 which increased total open position to 514
On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 29.05, which was 14.1 higher than the previous day. The implied volatity was 58.47, the open interest changed by -105 which decreased total open position to 472
On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 15.65, which was 10.95 higher than the previous day. The implied volatity was 57.67, the open interest changed by 136 which increased total open position to 577
On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 56.91, the open interest changed by 95 which increased total open position to 441
On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 6.3, which was -5.95 lower than the previous day. The implied volatity was 48.77, the open interest changed by -234 which decreased total open position to 347
On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 11.9, which was -6.5 lower than the previous day. The implied volatity was 47.39, the open interest changed by 50 which increased total open position to 581
On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 18.1, which was -1.5 lower than the previous day. The implied volatity was 46.77, the open interest changed by -53 which decreased total open position to 532
On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 19.6, which was -2.2 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 585
On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 21.7, which was -2 lower than the previous day. The implied volatity was 44.64, the open interest changed by 87 which increased total open position to 585
On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 23.3, which was 4.4 higher than the previous day. The implied volatity was 42.88, the open interest changed by 45 which increased total open position to 498
On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 19.05, which was -3.2 lower than the previous day. The implied volatity was 43.84, the open interest changed by 401 which increased total open position to 454
On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 22.25, which was 4.1 higher than the previous day. The implied volatity was 41.95, the open interest changed by 6 which increased total open position to 53
On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 18.2, which was -9.8 lower than the previous day. The implied volatity was 44.37, the open interest changed by 41 which increased total open position to 44
On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 28, which was -62.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 28, which was -62.4 lower than the previous day. The implied volatity was 40.41, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 90.4, 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 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 90.4, 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 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 90.4, 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 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 90.4, 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
