[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
428.85 +22.70 (5.59%)
L: 411.55 H: 431.5

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Historical option data for NATIONALUM

29 Jan 2026 04:10 PM IST
NATIONALUM 24-FEB-2026 395 CE
Delta: 0.84
Vega: 0.28
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 428.85 39.6 15.95 34.5 119 -30 235
28 Jan 406.15 24.2 11.9 34.89 1,623 88 267
27 Jan 384.60 12.55 4.3 36.39 293 26 177
23 Jan 370.65 8.35 2.35 36.57 321 -2 151
22 Jan 364.60 6 -0.1 34.96 68 -5 154
21 Jan 361.50 6.25 0.65 36.56 175 -24 158
20 Jan 358.95 5.6 -2.4 37.11 58 13 182
19 Jan 368.65 8 0.75 35.57 27 -3 170
16 Jan 361.60 7.25 -3.35 37.32 126 18 174
14 Jan 373.55 10.5 4.3 34.58 429 109 158
13 Jan 357.40 6.2 1 36.25 24 -1 48
12 Jan 350.05 5.2 0.25 36.77 22 -3 49
9 Jan 348.05 5 1.55 36.02 60 16 55
8 Jan 333.50 3.45 -2.2 39.69 56 27 40
7 Jan 352.60 5.65 1.75 34.59 21 13 13


For National Aluminium Co Ltd - strike price 395 expiring on 24FEB2026

Delta for 395 CE is 0.84

Historical price for 395 CE is as follows

On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 39.6, which was 15.95 higher than the previous day. The implied volatity was 34.5, the open interest changed by -30 which decreased total open position to 235


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 24.2, which was 11.9 higher than the previous day. The implied volatity was 34.89, the open interest changed by 88 which increased total open position to 267


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 12.55, which was 4.3 higher than the previous day. The implied volatity was 36.39, the open interest changed by 26 which increased total open position to 177


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 8.35, which was 2.35 higher than the previous day. The implied volatity was 36.57, the open interest changed by -2 which decreased total open position to 151


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 6, which was -0.1 lower than the previous day. The implied volatity was 34.96, the open interest changed by -5 which decreased total open position to 154


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 6.25, which was 0.65 higher than the previous day. The implied volatity was 36.56, the open interest changed by -24 which decreased total open position to 158


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 5.6, which was -2.4 lower than the previous day. The implied volatity was 37.11, the open interest changed by 13 which increased total open position to 182


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 8, which was 0.75 higher than the previous day. The implied volatity was 35.57, the open interest changed by -3 which decreased total open position to 170


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 7.25, which was -3.35 lower than the previous day. The implied volatity was 37.32, the open interest changed by 18 which increased total open position to 174


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 10.5, which was 4.3 higher than the previous day. The implied volatity was 34.58, the open interest changed by 109 which increased total open position to 158


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 6.2, which was 1 higher than the previous day. The implied volatity was 36.25, the open interest changed by -1 which decreased total open position to 48


On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 36.77, the open interest changed by -3 which decreased total open position to 49


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 36.02, the open interest changed by 16 which increased total open position to 55


On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 3.45, which was -2.2 lower than the previous day. The implied volatity was 39.69, the open interest changed by 27 which increased total open position to 40


On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 5.65, which was 1.75 higher than the previous day. The implied volatity was 34.59, the open interest changed by 13 which increased total open position to 13


NATIONALUM 24FEB2026 395 PE
Delta: -0.26
Vega: 0.37
Theta: -0.37
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 428.85 10.8 -4 56.89 292 19 111
28 Jan 406.15 14.4 -15.1 49.14 356 77 91
27 Jan 384.60 29.5 -2.8 60.79 7 -3 13
23 Jan 370.65 32.3 -7.55 46.09 11 -6 16
22 Jan 364.60 39.8 2.3 - 0 0 22
21 Jan 361.50 39.8 2.3 49.76 4 3 22
20 Jan 358.95 37.5 -1.5 35.42 12 9 18
19 Jan 368.65 39 -3.15 55.23 2 0 9
16 Jan 361.60 42.15 7.95 50.63 6 4 8
14 Jan 373.55 34.2 -13.85 48.75 4 2 3
13 Jan 357.40 48.05 -30.6 - 0 0 0
12 Jan 350.05 48.05 -30.6 - 0 0 1
9 Jan 348.05 48.05 -30.6 - 0 0 1
8 Jan 333.50 48.05 -30.6 - 0 0 1
7 Jan 352.60 48.05 -30.6 47.42 1 0 0


For National Aluminium Co Ltd - strike price 395 expiring on 24FEB2026

Delta for 395 PE is -0.26

Historical price for 395 PE is as follows

On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 10.8, which was -4 lower than the previous day. The implied volatity was 56.89, the open interest changed by 19 which increased total open position to 111


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 14.4, which was -15.1 lower than the previous day. The implied volatity was 49.14, the open interest changed by 77 which increased total open position to 91


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 29.5, which was -2.8 lower than the previous day. The implied volatity was 60.79, the open interest changed by -3 which decreased total open position to 13


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 32.3, which was -7.55 lower than the previous day. The implied volatity was 46.09, the open interest changed by -6 which decreased total open position to 16


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 39.8, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 39.8, which was 2.3 higher than the previous day. The implied volatity was 49.76, the open interest changed by 3 which increased total open position to 22


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 37.5, which was -1.5 lower than the previous day. The implied volatity was 35.42, the open interest changed by 9 which increased total open position to 18


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 39, which was -3.15 lower than the previous day. The implied volatity was 55.23, the open interest changed by 0 which decreased total open position to 9


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 42.15, which was 7.95 higher than the previous day. The implied volatity was 50.63, the open interest changed by 4 which increased total open position to 8


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 34.2, which was -13.85 lower than the previous day. The implied volatity was 48.75, the open interest changed by 2 which increased total open position to 3


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 48.05, which was -30.6 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 48.05, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 48.05, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 48.05, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 48.05, which was -30.6 lower than the previous day. The implied volatity was 47.42, the open interest changed by 0 which decreased total open position to 0