NATIONALUM
National Aluminium Co Ltd
Historical option data for NATIONALUM
29 Jan 2026 04:10 PM IST
| NATIONALUM 24-FEB-2026 395 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.28
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 428.85 | 39.6 | 15.95 | 34.5 | 119 | -30 | 235 | |||||||||
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| 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 | |||||||
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Delta: -0.26
Vega: 0.37
Theta: -0.37
Gamma: 0
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| 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






























































































































































































































