Historical option data for NATIONALUM
23 Jun 2026 04:10 PM IST
| NATIONALUM 28-Jul-2026 (35d) 375 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0
Theta: -0.25
Gamma: 0.00869
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 355.40 | 10.35 | -8.65 (-45.53%) | 39.29 | 163 | 35 | 79 | |||||||||
| 22 Jun | 377.95 | 18.7 | -0.2 (-1.06%) | 34.88 | 48 | 11 | 44 | |||||||||
| 19 Jun | 376.00 | 19 | 1.6 (9.20%) | 35 | 21 | 13 | 33 | |||||||||
| 18 Jun | 367.75 | 17.4 | 0 (0.00%) | 37.59 | 39 | 0 | 20 | |||||||||
| 17 Jun | 370.00 | 17.4 | 0.95 (5.78%) | 37.59 | 39 | -3 | 20 | |||||||||
| 16 Jun | 366.65 | 16.45 | -7.25 (-30.59%) | 37.5 | 31 | 18 | 23 | |||||||||
| 15 Jun | 382.35 | 23.7 | 1.7 (7.73%) | 39.27 | 2 | 0 | 4 | |||||||||
| 12 Jun | 376.85 | 22.05 | 2.05 (10.25%) | 38.03 | 4 | -1 | 3 | |||||||||
| 11 Jun | 370.60 | 19.6 | -5.4 (-21.60%) | 37.32 | 4 | 2 | 4 | |||||||||
| 10 Jun | 376.15 | 25 | -35 (-58.33%) | 41.26 | 4 | 3 | 3 | |||||||||
| 9 Jun | 383.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 378.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 395.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 375 expiring on 28JUL2026
Delta for 375 CE is 0.37
Historical price for 375 CE is as follows
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 10.35, which was -8.65 lower than the previous day. The implied volatity was 39.29, the open interest changed by 35 which increased total open position to 79
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 18.7, which was -0.2 lower than the previous day. The implied volatity was 34.88, the open interest changed by 11 which increased total open position to 44
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 19, which was 1.6 higher than the previous day. The implied volatity was 35, the open interest changed by 13 which increased total open position to 33
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 37.59, the open interest changed by 0 which decreased total open position to 20
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 17.4, which was 0.95 higher than the previous day. The implied volatity was 37.59, the open interest changed by -3 which decreased total open position to 20
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 16.45, which was -7.25 lower than the previous day. The implied volatity was 37.5, the open interest changed by 18 which increased total open position to 23
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 23.7, which was 1.7 higher than the previous day. The implied volatity was 39.27, the open interest changed by 0 which decreased total open position to 4
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 22.05, which was 2.05 higher than the previous day. The implied volatity was 38.03, the open interest changed by -1 which decreased total open position to 3
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 19.6, which was -5.4 lower than the previous day. The implied volatity was 37.32, the open interest changed by 2 which increased total open position to 4
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 25, which was -35 lower than the previous day. The implied volatity was 41.26, the open interest changed by 3 which increased total open position to 3
On 9 Jun NATIONALUM was trading at 383.90. 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 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
| NATIONALUM 28-Jul-2026 (35d) 375 PE | |||||||
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Delta: -0.62
Vega: 0
Theta: -0.2
Gamma: 0.00872
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 355.40 | 27.35 | 13.9 (103.35%) | 39.26 | 22 | 11 | 36 |
| 22 Jun | 377.95 | 13.95 | -1.2 (-7.92%) | 33.87 | 19 | 11 | 24 |
| 19 Jun | 376.00 | 15.3 | -6 (-28.17%) | 34.5 | 10 | 2 | 12 |
| 18 Jun | 367.75 | 21.3 | 21.3 | - | 3 | 0 | 10 |
| 17 Jun | 370.00 | 21.3 | 21.3 (58.96%) | 35.2 | 3 | 0 | 10 |
| 16 Jun | 366.65 | 21.3 | 7.9 (58.96%) | 35.2 | 3 | 0 | 10 |
| 15 Jun | 382.35 | 13.4 | -5.55 (-29.29%) | 33.24 | 6 | 1 | 9 |
| 12 Jun | 376.85 | 18.95 | 18.95 (26.67%) | 34.84 | 7 | 0 | 8 |
| 11 Jun | 370.60 | 19 | 4 (26.67%) | 34.84 | 7 | 3 | 8 |
| 10 Jun | 376.15 | 15.1 | 0 (0.00%) | 35.03 | 2 | 0 | 5 |
| 9 Jun | 383.90 | 15.1 | 1.15 (8.24%) | 35.03 | 2 | 1 | 5 |
| 8 Jun | 378.20 | 13.95 | 3.4 (32.23%) | 34.01 | 4 | 3 | 4 |
| 5 Jun | 395.70 | 10.55 | -4.85 (-31.49%) | 34.66 | 1 | 1 | 1 |
For National Aluminium Co Ltd - strike price 375 expiring on 28JUL2026
Delta for 375 PE is -0.62
Historical price for 375 PE is as follows
On 23 Jun NATIONALUM was trading at 355.40. The strike last trading price was 27.35, which was 13.9 higher than the previous day. The implied volatity was 39.26, the open interest changed by 11 which increased total open position to 36
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 13.95, which was -1.2 lower than the previous day. The implied volatity was 33.87, the open interest changed by 11 which increased total open position to 24
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 15.3, which was -6 lower than the previous day. The implied volatity was 34.5, the open interest changed by 2 which increased total open position to 12
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 21.3, which was 21.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 21.3, which was 21.3 higher than the previous day. The implied volatity was 35.2, the open interest changed by 0 which decreased total open position to 10
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 21.3, which was 7.9 higher than the previous day. The implied volatity was 35.2, the open interest changed by 0 which decreased total open position to 10
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 13.4, which was -5.55 lower than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 9
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 18.95, which was 18.95 higher than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 8
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 19, which was 4 higher than the previous day. The implied volatity was 34.84, the open interest changed by 3 which increased total open position to 8
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 15.1, which was 0 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 5
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 15.1, which was 1.15 higher than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 5
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 13.95, which was 3.4 higher than the previous day. The implied volatity was 34.01, the open interest changed by 3 which increased total open position to 4
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 10.55, which was -4.85 lower than the previous day. The implied volatity was 34.66, the open interest changed by 1 which increased total open position to 1
