Historical option data for NATIONALUM
23 Jun 2026 01:28 PM IST
| NATIONALUM 28-Jul-2026 (35d) 380 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0
Theta: -0.24
Gamma: 0.00772
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 351.15 | 8.4 | -8.6 (-50.59%) | 41.63 | 319 | 149 | 328 | |||||||||
| 22 Jun | 377.95 | 16.7 | 0.2 (1.21%) | 34.98 | 137 | 27 | 179 | |||||||||
| 19 Jun | 376.00 | 16.85 | 2.5 (17.42%) | 35.91 | 171 | 39 | 150 | |||||||||
| 18 Jun | 367.75 | 14.5 | -0.75 (-4.92%) | 38.64 | 77 | 7 | 110 | |||||||||
| 17 Jun | 370.00 | 15.8 | 1.7 (12.06%) | 36.76 | 146 | 46 | 106 | |||||||||
| 16 Jun | 366.65 | 13.9 | -6.85 (-33.01%) | 37.91 | 96 | 24 | 58 | |||||||||
| 15 Jun | 382.35 | 20.65 | 1.65 (8.68%) | 35.23 | 22 | -7 | 32 | |||||||||
| 12 Jun | 376.85 | 19 | 2 (11.76%) | 36.57 | 24 | 9 | 38 | |||||||||
| 11 Jun | 370.60 | 16.8 | -3.55 (-17.44%) | 37.42 | 15 | 3 | 29 | |||||||||
| 10 Jun | 376.15 | 20.35 | -3.65 (-15.21%) | 37.36 | 30 | 5 | 26 | |||||||||
| 9 Jun | 383.90 | 24.35 | 1.35 (5.87%) | 37.12 | 36 | 16 | 21 | |||||||||
| 8 Jun | 378.20 | 22.75 | -60.25 (-72.59%) | 41.54 | 6 | 4 | 4 | |||||||||
| 5 Jun | 395.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 414.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 403.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 394.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 401.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 403.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 406.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 380 expiring on 28JUL2026
Delta for 380 CE is 0.31
Historical price for 380 CE is as follows
On 23 Jun NATIONALUM was trading at 351.15. The strike last trading price was 8.4, which was -8.6 lower than the previous day. The implied volatity was 41.63, the open interest changed by 149 which increased total open position to 328
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 16.7, which was 0.2 higher than the previous day. The implied volatity was 34.98, the open interest changed by 27 which increased total open position to 179
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 16.85, which was 2.5 higher than the previous day. The implied volatity was 35.91, the open interest changed by 39 which increased total open position to 150
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 14.5, which was -0.75 lower than the previous day. The implied volatity was 38.64, the open interest changed by 7 which increased total open position to 110
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 15.8, which was 1.7 higher than the previous day. The implied volatity was 36.76, the open interest changed by 46 which increased total open position to 106
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 13.9, which was -6.85 lower than the previous day. The implied volatity was 37.91, the open interest changed by 24 which increased total open position to 58
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 20.65, which was 1.65 higher than the previous day. The implied volatity was 35.23, the open interest changed by -7 which decreased total open position to 32
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 19, which was 2 higher than the previous day. The implied volatity was 36.57, the open interest changed by 9 which increased total open position to 38
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 16.8, which was -3.55 lower than the previous day. The implied volatity was 37.42, the open interest changed by 3 which increased total open position to 29
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 20.35, which was -3.65 lower than the previous day. The implied volatity was 37.36, the open interest changed by 5 which increased total open position to 26
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 24.35, which was 1.35 higher than the previous day. The implied volatity was 37.12, the open interest changed by 16 which increased total open position to 21
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 22.75, which was -60.25 lower than the previous day. The implied volatity was 41.54, the open interest changed by 4 which increased total open position to 4
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 15 May NATIONALUM was trading at 403.60. 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 11 May NATIONALUM was trading at 394.30. 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 8 May NATIONALUM was trading at 401.95. 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 7 May NATIONALUM was trading at 403.50. 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 6 May NATIONALUM was trading at 406.55. 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) 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0
Theta: -0.17
Gamma: 0.00811
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 351.15 | 34.05 | 18.05 (112.81%) | 38.66 | 76 | 32 | 105 |
| 22 Jun | 377.95 | 16.3 | -1.55 (-8.68%) | 34.36 | 57 | 19 | 72 |
| 19 Jun | 376.00 | 18.05 | -4.3 (-19.24%) | 34.79 | 25 | 17 | 53 |
| 18 Jun | 367.75 | 22.35 | 1.15 (5.42%) | 34.29 | 10 | 1 | 36 |
| 17 Jun | 370.00 | 21.3 | -2.75 (-11.43%) | 34.64 | 17 | 10 | 34 |
| 16 Jun | 366.65 | 24.05 | 8.8 (57.70%) | 34.18 | 34 | 2 | 23 |
| 15 Jun | 382.35 | 15.25 | -3.45 (-18.45%) | 34.42 | 15 | 2 | 20 |
| 12 Jun | 376.85 | 18.7 | -1.8 (-8.78%) | 34.18 | 12 | 4 | 18 |
| 11 Jun | 370.60 | 20 | 0 (0.00%) | 34.41 | 5 | -1 | 13 |
| 10 Jun | 376.15 | 19.75 | 4 (25.40%) | 35.08 | 9 | 4 | 16 |
| 9 Jun | 383.90 | 15.75 | -5.25 (-25.00%) | 34.41 | 9 | 2 | 12 |
| 8 Jun | 378.20 | 21 | 8.9 (73.55%) | 36.78 | 21 | -5 | 10 |
| 5 Jun | 395.70 | 12.1 | 4.8 (65.75%) | 34.02 | 18 | 15 | 16 |
| 4 Jun | 414.00 | 7.3 | -9 (-55.21%) | 34.1 | 1 | 0 | 0 |
| 15 May | 403.60 | 0 | -16.3 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 394.30 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 401.95 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 403.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 406.55 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 380 expiring on 28JUL2026
Delta for 380 PE is -0.71
Historical price for 380 PE is as follows
On 23 Jun NATIONALUM was trading at 351.15. The strike last trading price was 34.05, which was 18.05 higher than the previous day. The implied volatity was 38.66, the open interest changed by 32 which increased total open position to 105
On 22 Jun NATIONALUM was trading at 377.95. The strike last trading price was 16.3, which was -1.55 lower than the previous day. The implied volatity was 34.36, the open interest changed by 19 which increased total open position to 72
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 18.05, which was -4.3 lower than the previous day. The implied volatity was 34.79, the open interest changed by 17 which increased total open position to 53
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 22.35, which was 1.15 higher than the previous day. The implied volatity was 34.29, the open interest changed by 1 which increased total open position to 36
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 21.3, which was -2.75 lower than the previous day. The implied volatity was 34.64, the open interest changed by 10 which increased total open position to 34
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 24.05, which was 8.8 higher than the previous day. The implied volatity was 34.18, the open interest changed by 2 which increased total open position to 23
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 15.25, which was -3.45 lower than the previous day. The implied volatity was 34.42, the open interest changed by 2 which increased total open position to 20
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 18.7, which was -1.8 lower than the previous day. The implied volatity was 34.18, the open interest changed by 4 which increased total open position to 18
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 34.41, the open interest changed by -1 which decreased total open position to 13
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 19.75, which was 4 higher than the previous day. The implied volatity was 35.08, the open interest changed by 4 which increased total open position to 16
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 15.75, which was -5.25 lower than the previous day. The implied volatity was 34.41, the open interest changed by 2 which increased total open position to 12
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 21, which was 8.9 higher than the previous day. The implied volatity was 36.78, the open interest changed by -5 which decreased total open position to 10
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 12.1, which was 4.8 higher than the previous day. The implied volatity was 34.02, the open interest changed by 15 which increased total open position to 16
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 7.3, which was -9 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 0
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 0, which was -16.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May NATIONALUM was trading at 394.30. 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 8 May NATIONALUM was trading at 401.95. 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 7 May NATIONALUM was trading at 403.50. 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 6 May NATIONALUM was trading at 406.55. 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
