[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
374.5 +3.65 (0.98%)
L: 370.75 H: 378.5

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Historical option data for NATIONALUM

04 Feb 2026 11:10 AM IST
NATIONALUM 24-FEB-2026 375 CE
Delta: 0.54
Vega: 0.35
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 373.80 13.6 -0.35 37.94 542 70 303
3 Feb 370.85 13.65 0.15 40.21 1,323 88 233
2 Feb 369.70 13.85 5.8 39.7 668 21 139
1 Feb 354.20 8.2 -15.3 44.19 297 35 119
30 Jan 385.45 22.05 -32.45 41.17 95 0 83
29 Jan 428.85 55 18.6 38.59 33 -13 83
28 Jan 406.15 36.75 15.4 25.99 151 -56 97
27 Jan 384.60 21.45 6.65 34.38 790 -12 153
23 Jan 370.65 15.3 3.5 35.13 1,048 -124 165
22 Jan 364.60 11.8 0.65 33.74 137 13 289
21 Jan 361.50 11.8 1.3 35.22 274 204 247
20 Jan 358.95 10.5 -3.75 35.6 25 9 42
19 Jan 368.65 14.2 1.55 33.45 13 2 33
16 Jan 361.60 12.65 -5.1 35.58 14 2 31
14 Jan 373.55 17.45 7.45 32.03 50 10 29
13 Jan 357.40 10 2 32.4 7 -2 19
12 Jan 350.05 8 -0.3 32.81 9 -1 21
9 Jan 348.05 8.6 3.15 33.93 2 0 22
8 Jan 333.50 5.45 -4.35 36.57 5 -1 23
7 Jan 352.60 9.8 1.45 32.79 19 12 23
6 Jan 346.70 8.45 1.9 32.65 21 11 11


For National Aluminium Co Ltd - strike price 375 expiring on 24FEB2026

Delta for 375 CE is 0.54

Historical price for 375 CE is as follows

On 4 Feb NATIONALUM was trading at 373.80. The strike last trading price was 13.6, which was -0.35 lower than the previous day. The implied volatity was 37.94, the open interest changed by 70 which increased total open position to 303


On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 13.65, which was 0.15 higher than the previous day. The implied volatity was 40.21, the open interest changed by 88 which increased total open position to 233


On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 13.85, which was 5.8 higher than the previous day. The implied volatity was 39.7, the open interest changed by 21 which increased total open position to 139


On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 8.2, which was -15.3 lower than the previous day. The implied volatity was 44.19, the open interest changed by 35 which increased total open position to 119


On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 22.05, which was -32.45 lower than the previous day. The implied volatity was 41.17, the open interest changed by 0 which decreased total open position to 83


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 55, which was 18.6 higher than the previous day. The implied volatity was 38.59, the open interest changed by -13 which decreased total open position to 83


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 36.75, which was 15.4 higher than the previous day. The implied volatity was 25.99, the open interest changed by -56 which decreased total open position to 97


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 21.45, which was 6.65 higher than the previous day. The implied volatity was 34.38, the open interest changed by -12 which decreased total open position to 153


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 15.3, which was 3.5 higher than the previous day. The implied volatity was 35.13, the open interest changed by -124 which decreased total open position to 165


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 11.8, which was 0.65 higher than the previous day. The implied volatity was 33.74, the open interest changed by 13 which increased total open position to 289


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 11.8, which was 1.3 higher than the previous day. The implied volatity was 35.22, the open interest changed by 204 which increased total open position to 247


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 10.5, which was -3.75 lower than the previous day. The implied volatity was 35.6, the open interest changed by 9 which increased total open position to 42


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 14.2, which was 1.55 higher than the previous day. The implied volatity was 33.45, the open interest changed by 2 which increased total open position to 33


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 12.65, which was -5.1 lower than the previous day. The implied volatity was 35.58, the open interest changed by 2 which increased total open position to 31


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 17.45, which was 7.45 higher than the previous day. The implied volatity was 32.03, the open interest changed by 10 which increased total open position to 29


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 32.4, the open interest changed by -2 which decreased total open position to 19


On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 8, which was -0.3 lower than the previous day. The implied volatity was 32.81, the open interest changed by -1 which decreased total open position to 21


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 8.6, which was 3.15 higher than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 22


On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 5.45, which was -4.35 lower than the previous day. The implied volatity was 36.57, the open interest changed by -1 which decreased total open position to 23


On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 9.8, which was 1.45 higher than the previous day. The implied volatity was 32.79, the open interest changed by 12 which increased total open position to 23


On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 8.45, which was 1.9 higher than the previous day. The implied volatity was 32.65, the open interest changed by 11 which increased total open position to 11


NATIONALUM 24FEB2026 375 PE
Delta: -0.47
Vega: 0.35
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 373.80 18.6 -2.75 53.77 121 9 187
3 Feb 370.85 20 -1.75 54.28 168 19 178
2 Feb 369.70 21 -10.8 55.94 60 -2 158
1 Feb 354.20 32.55 15.5 59.24 100 -12 160
30 Jan 385.45 17.85 12.3 57.72 620 -8 172
29 Jan 428.85 5.8 -2 56.82 233 91 181
28 Jan 406.15 7.45 -6.8 48.47 317 2 91
27 Jan 384.60 14.3 -6.8 48.41 423 34 92
23 Jan 370.65 20.2 -2.75 45.79 371 46 61
22 Jan 364.60 22.65 -38.85 43.33 18 14 14
21 Jan 361.50 61.5 0 - 0 0 0
20 Jan 358.95 61.5 0 - 0 0 0
19 Jan 368.65 61.5 0 - 0 0 0
16 Jan 361.60 61.5 0 0.72 0 0 0
14 Jan 373.55 61.5 0 0.81 0 0 0
13 Jan 357.40 61.5 0 - 0 0 0
12 Jan 350.05 61.5 0 - 0 0 0
9 Jan 348.05 61.5 0 - 0 0 0
8 Jan 333.50 61.5 0 - 0 0 0
7 Jan 352.60 61.5 0 - 0 0 0
6 Jan 346.70 61.5 0 - 0 0 0


For National Aluminium Co Ltd - strike price 375 expiring on 24FEB2026

Delta for 375 PE is -0.47

Historical price for 375 PE is as follows

On 4 Feb NATIONALUM was trading at 373.80. The strike last trading price was 18.6, which was -2.75 lower than the previous day. The implied volatity was 53.77, the open interest changed by 9 which increased total open position to 187


On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 20, which was -1.75 lower than the previous day. The implied volatity was 54.28, the open interest changed by 19 which increased total open position to 178


On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 21, which was -10.8 lower than the previous day. The implied volatity was 55.94, the open interest changed by -2 which decreased total open position to 158


On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 32.55, which was 15.5 higher than the previous day. The implied volatity was 59.24, the open interest changed by -12 which decreased total open position to 160


On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 17.85, which was 12.3 higher than the previous day. The implied volatity was 57.72, the open interest changed by -8 which decreased total open position to 172


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 5.8, which was -2 lower than the previous day. The implied volatity was 56.82, the open interest changed by 91 which increased total open position to 181


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 7.45, which was -6.8 lower than the previous day. The implied volatity was 48.47, the open interest changed by 2 which increased total open position to 91


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 14.3, which was -6.8 lower than the previous day. The implied volatity was 48.41, the open interest changed by 34 which increased total open position to 92


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 20.2, which was -2.75 lower than the previous day. The implied volatity was 45.79, the open interest changed by 46 which increased total open position to 61


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 22.65, which was -38.85 lower than the previous day. The implied volatity was 43.33, the open interest changed by 14 which increased total open position to 14


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 61.5, 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 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 61.5, 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 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 61.5, 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 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 61.5, 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 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 61.5, 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 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 61.5, 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 61.5, 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 61.5, 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 61.5, 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