Historical option data for NATIONALUM
24 Jun 2026 12:22 PM IST
| NATIONALUM 28-Jul-2026 (34d) 370 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0
Theta: -0.26
Gamma: 0.00873
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 350.50 | 10.4 | -1.6 (-13.33%) | 40.19 | 273 | 88 | 409 | |||||||||
| 23 Jun | 355.40 | 11.8 | -10.2 (-46.36%) | 38.67 | 439 | 222 | 322 | |||||||||
| 22 Jun | 377.95 | 21.45 | -0.1 (-0.46%) | 35.18 | 84 | 11 | 99 | |||||||||
| 19 Jun | 376.00 | 21.75 | 3.25 (17.57%) | 35.52 | 164 | 0 | 88 | |||||||||
| 18 Jun | 367.75 | 18.2 | -1.7 (-8.54%) | 37.4 | 101 | 42 | 88 | |||||||||
| 17 Jun | 370.00 | 20.35 | 2 (10.90%) | 36.52 | 110 | 12 | 48 | |||||||||
| 16 Jun | 366.65 | 17.9 | -9.1 (-33.70%) | 37.52 | 99 | 28 | 36 | |||||||||
| 15 Jun | 382.35 | 27 | 5 (22.73%) | 36.54 | 1 | -1 | 8 | |||||||||
| 12 Jun | 376.85 | 22.05 | 0.05 (0.23%) | 38.03 | 3 | 0 | 9 | |||||||||
| 11 Jun | 370.60 | 22.05 | -5.65 (-20.40%) | 38.03 | 3 | 1 | 8 | |||||||||
| 10 Jun | 376.15 | 27.7 | -2.3 (-7.67%) | 38.77 | 10 | -1 | 7 | |||||||||
| 9 Jun | 383.90 | 30.5 | -59.5 (-66.11%) | 37.04 | 8 | 6 | 6 | |||||||||
| 8 Jun | 378.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 395.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 414.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 436.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 434.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 399.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 413.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 407.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 370 expiring on 28JUL2026
Delta for 370 CE is 0.37
Historical price for 370 CE is as follows
On 24 Jun NATIONALUM was trading at 350.50. The strike last trading price was 10.4, which was -1.6 lower than the previous day. The implied volatity was 40.19, the open interest changed by 88 which increased total open position to 409
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 11.8, which was -10.2 lower than the previous day. The implied volatity was 38.67, the open interest changed by 222 which increased total open position to 322
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 21.45, which was -0.1 lower than the previous day. The implied volatity was 35.18, the open interest changed by 11 which increased total open position to 99
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 21.75, which was 3.25 higher than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 88
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 18.2, which was -1.7 lower than the previous day. The implied volatity was 37.4, the open interest changed by 42 which increased total open position to 88
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 20.35, which was 2 higher than the previous day. The implied volatity was 36.52, the open interest changed by 12 which increased total open position to 48
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 17.9, which was -9.1 lower than the previous day. The implied volatity was 37.52, the open interest changed by 28 which increased total open position to 36
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 36.54, the open interest changed by -1 which decreased total open position to 8
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 22.05, which was 0.05 higher than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 9
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 22.05, which was -5.65 lower than the previous day. The implied volatity was 38.03, the open interest changed by 1 which increased total open position to 8
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 27.7, which was -2.3 lower than the previous day. The implied volatity was 38.77, the open interest changed by -1 which decreased total open position to 7
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 30.5, which was -59.5 lower than the previous day. The implied volatity was 37.04, the open interest changed by 6 which increased total open position to 6
On 8 Jun NATIONALUM was trading at 378.20. 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 5 Jun NATIONALUM was trading at 395.70. 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 4 Jun NATIONALUM was trading at 414.00. 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 3 Jun NATIONALUM was trading at 436.90. 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 2 Jun NATIONALUM was trading at 434.40. 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 18 May NATIONALUM was trading at 399.30. 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 5 May NATIONALUM was trading at 413.60. 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 4 May NATIONALUM was trading at 407.80. 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 (34d) 370 PE | |||||||
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Delta: -0.6
Vega: 0
Theta: -0.19
Gamma: 0.00957
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 350.50 | 23.5 | -0.45 (-1.88%) | 36.94 | 57 | -3 | 193 |
| 23 Jun | 355.40 | 24.25 | 12.9 (113.66%) | 36.79 | 215 | 75 | 197 |
| 22 Jun | 377.95 | 11.4 | -1.75 (-13.31%) | 33.95 | 88 | 4 | 122 |
| 19 Jun | 376.00 | 13.2 | -3.8 (-22.35%) | 35.05 | 81 | 26 | 118 |
| 18 Jun | 367.75 | 17 | 1.1 (6.92%) | 34.82 | 33 | 16 | 91 |
| 17 Jun | 370.00 | 15.5 | -2.65 (-14.60%) | 34.37 | 35 | 1 | 75 |
| 16 Jun | 366.65 | 18.15 | 6.65 (57.83%) | 34.55 | 62 | 12 | 73 |
| 15 Jun | 382.35 | 11.15 | -3 (-21.20%) | 34.21 | 14 | 5 | 61 |
| 12 Jun | 376.85 | 14.15 | -1.25 (-8.12%) | 34.65 | 13 | 2 | 56 |
| 11 Jun | 370.60 | 15 | 0 (0.00%) | 34.85 | 7 | 0 | 53 |
| 10 Jun | 376.15 | 15.1 | 3.4 (29.06%) | 35.59 | 23 | 2 | 54 |
| 9 Jun | 383.90 | 11.55 | -2.85 (-19.79%) | 34.53 | 40 | 1 | 53 |
| 8 Jun | 378.20 | 14.7 | 5.1 (53.13%) | 35.62 | 42 | 16 | 54 |
| 5 Jun | 395.70 | 9.6 | 4.6 (92.00%) | 34.77 | 33 | 18 | 37 |
| 4 Jun | 414.00 | 4.9 | 1.75 (55.56%) | 34.54 | 13 | 9 | 19 |
| 3 Jun | 436.90 | 3.15 | 0 (0.00%) | 35.69 | 5 | 1 | 10 |
| 2 Jun | 434.40 | 3.15 | -10.35 (-76.67%) | 35.88 | 9 | 9 | 9 |
| 18 May | 399.30 | 0 | -13.5 (-100.00%) | - | 0 | 0 | 0 |
| 5 May | 413.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 407.80 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 370 expiring on 28JUL2026
Delta for 370 PE is -0.6
Historical price for 370 PE is as follows
On 24 Jun NATIONALUM was trading at 350.50. The strike last trading price was 23.5, which was -0.45 lower than the previous day. The implied volatity was 36.94, the open interest changed by -3 which decreased total open position to 193
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 24.25, which was 12.9 higher than the previous day. The implied volatity was 36.79, the open interest changed by 75 which increased total open position to 197
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 11.4, which was -1.75 lower than the previous day. The implied volatity was 33.95, the open interest changed by 4 which increased total open position to 122
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 13.2, which was -3.8 lower than the previous day. The implied volatity was 35.05, the open interest changed by 26 which increased total open position to 118
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 17, which was 1.1 higher than the previous day. The implied volatity was 34.82, the open interest changed by 16 which increased total open position to 91
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 15.5, which was -2.65 lower than the previous day. The implied volatity was 34.37, the open interest changed by 1 which increased total open position to 75
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 18.15, which was 6.65 higher than the previous day. The implied volatity was 34.55, the open interest changed by 12 which increased total open position to 73
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 11.15, which was -3 lower than the previous day. The implied volatity was 34.21, the open interest changed by 5 which increased total open position to 61
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 14.15, which was -1.25 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 56
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 53
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 15.1, which was 3.4 higher than the previous day. The implied volatity was 35.59, the open interest changed by 2 which increased total open position to 54
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 11.55, which was -2.85 lower than the previous day. The implied volatity was 34.53, the open interest changed by 1 which increased total open position to 53
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 14.7, which was 5.1 higher than the previous day. The implied volatity was 35.62, the open interest changed by 16 which increased total open position to 54
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 9.6, which was 4.6 higher than the previous day. The implied volatity was 34.77, the open interest changed by 18 which increased total open position to 37
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 4.9, which was 1.75 higher than the previous day. The implied volatity was 34.54, the open interest changed by 9 which increased total open position to 19
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 35.69, the open interest changed by 1 which increased total open position to 10
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 3.15, which was -10.35 lower than the previous day. The implied volatity was 35.88, the open interest changed by 9 which increased total open position to 9
On 18 May NATIONALUM was trading at 399.30. The strike last trading price was 0, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NATIONALUM was trading at 413.60. 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 4 May NATIONALUM was trading at 407.80. 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
