[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
385.45 -43.40 (-10.12%)
L: 380.15 H: 413.9

Back to Option Chain


Historical option data for NATIONALUM

30 Jan 2026 04:10 PM IST
NATIONALUM 24-FEB-2026 390 CE
Delta: 0.48
Vega: 0.4
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 385.45 15.4 -28.05 43.5 3,152 238 533
29 Jan 428.85 42.5 15.85 28.53 269 -25 295
28 Jan 406.15 27.4 13 34.6 2,437 -95 320
27 Jan 384.60 14.3 4.7 36.33 1,245 111 406
23 Jan 370.65 9.75 2.6 36.18 920 112 294
22 Jan 364.60 7.25 0 34.93 188 -2 182
21 Jan 361.50 7.3 0.5 36.08 107 -7 183
20 Jan 358.95 6.6 -2.65 36.8 87 15 191
19 Jan 368.65 9.15 0.95 34.81 100 21 176
16 Jan 361.60 8.1 -4 36.3 111 26 156
14 Jan 373.55 12.15 4.95 34.41 247 62 128
13 Jan 357.40 7.3 0.95 36.1 44 4 67
12 Jan 350.05 6.3 0.6 37.11 28 -1 61
9 Jan 348.05 5.7 2.5 35.42 29 5 61
8 Jan 333.50 3.2 -3.1 36.66 21 11 56
7 Jan 352.60 6.3 0.65 33.66 59 16 45
6 Jan 346.70 5.65 3.4 34.39 57 29 29


For National Aluminium Co Ltd - strike price 390 expiring on 24FEB2026

Delta for 390 CE is 0.48

Historical price for 390 CE is as follows

On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 15.4, which was -28.05 lower than the previous day. The implied volatity was 43.5, the open interest changed by 238 which increased total open position to 533


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 42.5, which was 15.85 higher than the previous day. The implied volatity was 28.53, the open interest changed by -25 which decreased total open position to 295


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 27.4, which was 13 higher than the previous day. The implied volatity was 34.6, the open interest changed by -95 which decreased total open position to 320


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 14.3, which was 4.7 higher than the previous day. The implied volatity was 36.33, the open interest changed by 111 which increased total open position to 406


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 9.75, which was 2.6 higher than the previous day. The implied volatity was 36.18, the open interest changed by 112 which increased total open position to 294


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 34.93, the open interest changed by -2 which decreased total open position to 182


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 7.3, which was 0.5 higher than the previous day. The implied volatity was 36.08, the open interest changed by -7 which decreased total open position to 183


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 6.6, which was -2.65 lower than the previous day. The implied volatity was 36.8, the open interest changed by 15 which increased total open position to 191


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 9.15, which was 0.95 higher than the previous day. The implied volatity was 34.81, the open interest changed by 21 which increased total open position to 176


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 8.1, which was -4 lower than the previous day. The implied volatity was 36.3, the open interest changed by 26 which increased total open position to 156


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 12.15, which was 4.95 higher than the previous day. The implied volatity was 34.41, the open interest changed by 62 which increased total open position to 128


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 7.3, which was 0.95 higher than the previous day. The implied volatity was 36.1, the open interest changed by 4 which increased total open position to 67


On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 6.3, which was 0.6 higher than the previous day. The implied volatity was 37.11, the open interest changed by -1 which decreased total open position to 61


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 5.7, which was 2.5 higher than the previous day. The implied volatity was 35.42, the open interest changed by 5 which increased total open position to 61


On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 3.2, which was -3.1 lower than the previous day. The implied volatity was 36.66, the open interest changed by 11 which increased total open position to 56


On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 33.66, the open interest changed by 16 which increased total open position to 45


On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 5.65, which was 3.4 higher than the previous day. The implied volatity was 34.39, the open interest changed by 29 which increased total open position to 29


NATIONALUM 24FEB2026 390 PE
Delta: -0.5
Vega: 0.4
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 385.45 26 16.8 59.16 3,525 147 405
29 Jan 428.85 9.35 -3.4 56.89 613 102 246
28 Jan 406.15 12.45 -9.4 49.13 931 94 142
27 Jan 384.60 21.95 -6.65 49.55 20 13 47
23 Jan 370.65 28.6 -6.35 45.06 30 16 33
22 Jan 364.60 34.95 -58.05 50.12 21 13 13
21 Jan 361.50 93 0 - 0 0 0
20 Jan 358.95 93 0 - 0 0 0
19 Jan 368.65 93 0 - 0 0 0
16 Jan 361.60 93 0 - 0 0 0
14 Jan 373.55 93 0 - 0 0 0
13 Jan 357.40 93 0 - 0 0 0
12 Jan 350.05 93 0 - 0 0 0
9 Jan 348.05 93 0 - 0 0 0
8 Jan 333.50 93 0 - 0 0 0
7 Jan 352.60 93 0 - 0 0 0
6 Jan 346.70 0 0 - 0 0 0


For National Aluminium Co Ltd - strike price 390 expiring on 24FEB2026

Delta for 390 PE is -0.5

Historical price for 390 PE is as follows

On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 26, which was 16.8 higher than the previous day. The implied volatity was 59.16, the open interest changed by 147 which increased total open position to 405


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 9.35, which was -3.4 lower than the previous day. The implied volatity was 56.89, the open interest changed by 102 which increased total open position to 246


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 12.45, which was -9.4 lower than the previous day. The implied volatity was 49.13, the open interest changed by 94 which increased total open position to 142


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 21.95, which was -6.65 lower than the previous day. The implied volatity was 49.55, the open interest changed by 13 which increased total open position to 47


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 28.6, which was -6.35 lower than the previous day. The implied volatity was 45.06, the open interest changed by 16 which increased total open position to 33


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 34.95, which was -58.05 lower than the previous day. The implied volatity was 50.12, the open interest changed by 13 which increased total open position to 13


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 93, 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 93, 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 93, 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 93, 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 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 93, 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 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 93, 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 93, 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 93, 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 93, 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 93, 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 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