NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
04 Feb 2026 11:10 AM IST
| NATIONALUM 24-FEB-2026 375 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.35
Theta: -0.38
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.47
Vega: 0.35
Theta: -0.41
Gamma: 0.01
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| 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






























































































































































































































