Historical option data for NATIONALUM
22 Jun 2026 01:17 PM IST
| NATIONALUM 28-Jul-2026 (36d) 400 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0
Theta: -0.23
Gamma: 0.00876
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 378.00 | 9.05 | -0.35 (-3.72%) | 35.14 | 545 | 4 | 597 | |||||||||
| 19 Jun | 376.00 | 9.5 | 1.45 (18.01%) | 36.2 | 628 | 20 | 592 | |||||||||
| 18 Jun | 367.75 | 8.05 | -0.9 (-10.06%) | 38.23 | 236 | 23 | 573 | |||||||||
| 17 Jun | 370.00 | 9.45 | 1.45 (18.12%) | 38.04 | 415 | 146 | 538 | |||||||||
| 16 Jun | 366.65 | 8 | -4.5 (-36.00%) | 37.87 | 600 | 137 | 392 | |||||||||
| 15 Jun | 382.35 | 12.85 | 0.85 (7.08%) | 35.58 | 225 | 56 | 254 | |||||||||
| 12 Jun | 376.85 | 11.6 | 1.6 (16.00%) | 37.31 | 103 | 14 | 195 | |||||||||
| 11 Jun | 370.60 | 10.2 | -2.2 (-17.74%) | 37.02 | 107 | 53 | 181 | |||||||||
| 10 Jun | 376.15 | 12.4 | -2.6 (-17.33%) | 37.65 | 130 | 73 | 128 | |||||||||
| 9 Jun | 383.90 | 15.55 | 1.55 (11.07%) | 36.69 | 73 | 11 | 55 | |||||||||
| 8 Jun | 378.20 | 13.2 | -7.8 (-37.14%) | 38.58 | 75 | 33 | 44 | |||||||||
| 5 Jun | 395.70 | 21 | -49.2 (-70.09%) | 35.77 | 19 | 12 | 12 | |||||||||
| 4 Jun | 414.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 436.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 434.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 434.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 424.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 433.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 416.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 403.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 409.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 406.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 403.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 416.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 408.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 394.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 399.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 400 expiring on 28JUL2026
Delta for 400 CE is 0.34
Historical price for 400 CE is as follows
On 22 Jun NATIONALUM was trading at 378.00. The strike last trading price was 9.05, which was -0.35 lower than the previous day. The implied volatity was 35.14, the open interest changed by 4 which increased total open position to 597
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 9.5, which was 1.45 higher than the previous day. The implied volatity was 36.2, the open interest changed by 20 which increased total open position to 592
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 8.05, which was -0.9 lower than the previous day. The implied volatity was 38.23, the open interest changed by 23 which increased total open position to 573
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was 38.04, the open interest changed by 146 which increased total open position to 538
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 8, which was -4.5 lower than the previous day. The implied volatity was 37.87, the open interest changed by 137 which increased total open position to 392
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 12.85, which was 0.85 higher than the previous day. The implied volatity was 35.58, the open interest changed by 56 which increased total open position to 254
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 11.6, which was 1.6 higher than the previous day. The implied volatity was 37.31, the open interest changed by 14 which increased total open position to 195
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 10.2, which was -2.2 lower than the previous day. The implied volatity was 37.02, the open interest changed by 53 which increased total open position to 181
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 12.4, which was -2.6 lower than the previous day. The implied volatity was 37.65, the open interest changed by 73 which increased total open position to 128
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 15.55, which was 1.55 higher than the previous day. The implied volatity was 36.69, the open interest changed by 11 which increased total open position to 55
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 13.2, which was -7.8 lower than the previous day. The implied volatity was 38.58, the open interest changed by 33 which increased total open position to 44
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 21, which was -49.2 lower than the previous day. The implied volatity was 35.77, the open interest changed by 12 which increased total open position to 12
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 3 Jun NATIONALUM was trading at 436.90. 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 2 Jun NATIONALUM was trading at 434.40. 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 1 Jun NATIONALUM was trading at 434.20. 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 29 May NATIONALUM was trading at 424.45. 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 27 May NATIONALUM was trading at 433.05. 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 26 May NATIONALUM was trading at 416.20. 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 25 May NATIONALUM was trading at 403.00. 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 22 May NATIONALUM was trading at 409.25. 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 21 May NATIONALUM was trading at 406.40. 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 14 May NATIONALUM was trading at 416.45. 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 13 May NATIONALUM was trading at 408.25. 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 12 May NATIONALUM was trading at 394.05. 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 30 Apr NATIONALUM was trading at 399.30. 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
| NATIONALUM 28-Jul-2026 (36d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0
Theta: -0.16
Gamma: 0.00905
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 378.00 | 28.7 | -1.8 (-5.90%) | 33.39 | 283 | 195 | 423 |
| 19 Jun | 376.00 | 30.35 | -6.05 (-16.62%) | 34.82 | 146 | 119 | 223 |
| 18 Jun | 367.75 | 36.4 | 1.4 (4.00%) | 34.47 | 15 | 12 | 104 |
| 17 Jun | 370.00 | 34.95 | -1.6 (-4.38%) | 33.99 | 17 | 9 | 92 |
| 16 Jun | 366.65 | 36.55 | 8.4 (29.84%) | 32.78 | 39 | 10 | 83 |
| 15 Jun | 382.35 | 28.15 | -2.15 (-7.10%) | 32.99 | 15 | 7 | 73 |
| 12 Jun | 376.85 | 30.3 | -3.7 (-10.88%) | 32.84 | 5 | 0 | 65 |
| 11 Jun | 370.60 | 34 | 1 (3.03%) | 34.13 | 11 | -1 | 65 |
| 10 Jun | 376.15 | 32.7 | -0.4 (-1.21%) | 35.59 | 2 | 0 | 65 |
| 9 Jun | 383.90 | 33.1 | 0.4 (1.22%) | 33.25 | 9 | 5 | 65 |
| 8 Jun | 378.20 | 32.7 | 10.8 (49.32%) | 35.4 | 12 | 4 | 60 |
| 5 Jun | 395.70 | 21.9 | 8.2 (59.85%) | 35.07 | 40 | 3 | 55 |
| 4 Jun | 414.00 | 13.55 | 5.2 (62.28%) | 33.9 | 41 | 17 | 52 |
| 3 Jun | 436.90 | 8.35 | 1.15 (15.97%) | 33.99 | 5 | 3 | 35 |
| 2 Jun | 434.40 | 7.2 | -0.45 (-5.88%) | 32.2 | 37 | 13 | 32 |
| 1 Jun | 434.20 | 7.35 | -2.75 (-27.23%) | 32.76 | 24 | 3 | 20 |
| 29 May | 424.45 | 11.25 | 3.25 (40.63%) | 31.61 | 25 | 3 | 17 |
| 27 May | 433.05 | 8 | -6 (-42.86%) | 31.39 | 17 | 6 | 13 |
| 26 May | 416.20 | 14 | -5 (-26.32%) | 32.09 | 6 | 3 | 7 |
| 25 May | 403.00 | 18 | 0 (0.00%) | 32.58 | 3 | 0 | 3 |
| 22 May | 409.25 | 18 | 0 (0.00%) | 33.11 | 3 | 0 | 3 |
| 21 May | 406.40 | 18 | -4.95 (-21.57%) | 33.11 | 3 | 3 | 3 |
| 15 May | 403.60 | 0 | -22.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 416.45 | 0 | -22.95 (-100.00%) | - | 0 | 0 | 0 |
| 13 May | 408.25 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 394.05 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 30 Apr | 399.30 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 400 expiring on 28JUL2026
Delta for 400 PE is -0.68
Historical price for 400 PE is as follows
On 22 Jun NATIONALUM was trading at 378.00. The strike last trading price was 28.7, which was -1.8 lower than the previous day. The implied volatity was 33.39, the open interest changed by 195 which increased total open position to 423
On 19 Jun NATIONALUM was trading at 376.00. The strike last trading price was 30.35, which was -6.05 lower than the previous day. The implied volatity was 34.82, the open interest changed by 119 which increased total open position to 223
On 18 Jun NATIONALUM was trading at 367.75. The strike last trading price was 36.4, which was 1.4 higher than the previous day. The implied volatity was 34.47, the open interest changed by 12 which increased total open position to 104
On 17 Jun NATIONALUM was trading at 370.00. The strike last trading price was 34.95, which was -1.6 lower than the previous day. The implied volatity was 33.99, the open interest changed by 9 which increased total open position to 92
On 16 Jun NATIONALUM was trading at 366.65. The strike last trading price was 36.55, which was 8.4 higher than the previous day. The implied volatity was 32.78, the open interest changed by 10 which increased total open position to 83
On 15 Jun NATIONALUM was trading at 382.35. The strike last trading price was 28.15, which was -2.15 lower than the previous day. The implied volatity was 32.99, the open interest changed by 7 which increased total open position to 73
On 12 Jun NATIONALUM was trading at 376.85. The strike last trading price was 30.3, which was -3.7 lower than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 65
On 11 Jun NATIONALUM was trading at 370.60. The strike last trading price was 34, which was 1 higher than the previous day. The implied volatity was 34.13, the open interest changed by -1 which decreased total open position to 65
On 10 Jun NATIONALUM was trading at 376.15. The strike last trading price was 32.7, which was -0.4 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 65
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 33.1, which was 0.4 higher than the previous day. The implied volatity was 33.25, the open interest changed by 5 which increased total open position to 65
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 32.7, which was 10.8 higher than the previous day. The implied volatity was 35.4, the open interest changed by 4 which increased total open position to 60
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 21.9, which was 8.2 higher than the previous day. The implied volatity was 35.07, the open interest changed by 3 which increased total open position to 55
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 13.55, which was 5.2 higher than the previous day. The implied volatity was 33.9, the open interest changed by 17 which increased total open position to 52
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 8.35, which was 1.15 higher than the previous day. The implied volatity was 33.99, the open interest changed by 3 which increased total open position to 35
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 7.2, which was -0.45 lower than the previous day. The implied volatity was 32.2, the open interest changed by 13 which increased total open position to 32
On 1 Jun NATIONALUM was trading at 434.20. The strike last trading price was 7.35, which was -2.75 lower than the previous day. The implied volatity was 32.76, the open interest changed by 3 which increased total open position to 20
On 29 May NATIONALUM was trading at 424.45. The strike last trading price was 11.25, which was 3.25 higher than the previous day. The implied volatity was 31.61, the open interest changed by 3 which increased total open position to 17
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 8, which was -6 lower than the previous day. The implied volatity was 31.39, the open interest changed by 6 which increased total open position to 13
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 14, which was -5 lower than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 7
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 3
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 3
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 18, which was -4.95 lower than the previous day. The implied volatity was 33.11, the open interest changed by 3 which increased total open position to 3
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May NATIONALUM was trading at 408.25. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NATIONALUM was trading at 394.05. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NATIONALUM was trading at 399.30. 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
