Historical option data for NATIONALUM
10 Jun 2026 10:13 AM IST
| NATIONALUM 30-Jun-2026 (20d) 405 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0
Theta: -0.27
Gamma: 0.00869
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 375.10 | 4.35 | -2.65 (-37.86%) | 38.95 | 183 | 22 | 585 | |||||||||
| 9 Jun | 383.90 | 6.8 | 0.8 (13.33%) | 37.46 | 743 | 27 | 561 | |||||||||
| 8 Jun | 378.20 | 5.8 | -6.2 (-51.67%) | 41.25 | 688 | 58 | 533 | |||||||||
| 5 Jun | 395.70 | 11.8 | -10.5 (-47.09%) | 36.34 | 1,318 | 154 | 477 | |||||||||
| 4 Jun | 414.00 | 22.2 | -16.1 (-42.04%) | 38.09 | 48 | 6 | 324 | |||||||||
| 3 Jun | 436.90 | 38.3 | 0 (0.00%) | 38.81 | 62 | 0 | 318 | |||||||||
| 2 Jun | 434.40 | 37.8 | -0.75 (-1.95%) | 38.81 | 62 | -3 | 318 | |||||||||
| 1 Jun | 434.20 | 38.55 | 8.95 (30.24%) | 36.98 | 58 | 1 | 320 | |||||||||
| 29 May | 424.45 | 27.05 | -8.7 (-24.34%) | 31.6 | 56 | -7 | 319 | |||||||||
| 27 May | 433.05 | 36.15 | 12.45 (52.53%) | 31.65 | 237 | -12 | 327 | |||||||||
| 26 May | 416.20 | 24.2 | 7.4 (44.05%) | 30.99 | 467 | 16 | 339 | |||||||||
| 25 May | 403.00 | 16.9 | -4.1 (-19.52%) | 33.18 | 396 | 80 | 319 | |||||||||
| 22 May | 409.25 | 20.95 | 1.95 (10.26%) | 33.07 | 173 | 16 | 239 | |||||||||
| 21 May | 406.40 | 19.2 | 1.2 (6.67%) | 32.09 | 256 | 202 | 223 | |||||||||
| 20 May | 402.40 | 18.05 | 2.05 (12.81%) | 32.92 | 6 | 1 | 20 | |||||||||
| 19 May | 398.95 | 16.5 | -1.5 (-8.33%) | 33.73 | 20 | 10 | 19 | |||||||||
| 18 May | 400.45 | 17.9 | -2.1 (-10.50%) | 34.85 | 6 | 5 | 10 | |||||||||
| 15 May | 403.60 | 20.15 | 2.85 (16.47%) | 34.7 | 19 | 2 | 4 | |||||||||
| 14 May | 416.45 | 17.3 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 408.25 | 17.3 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 394.05 | 17.3 | -6.3 (-26.69%) | 0 | 1 | 0 | 2 | |||||||||
| 11 May | 393.05 | 23.6 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 401.95 | 23.6 | 2.35 (11.06%) | 37.64 | 1 | 0 | 2 | |||||||||
| 7 May | 403.50 | 21.25 | -3.75 (-15.00%) | 31.24 | 1 | 0 | 1 | |||||||||
| 6 May | 406.55 | 25 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 413.60 | 25 | 0 (0.00%) | 32.32 | 0 | 0 | 1 | |||||||||
| 4 May | 407.80 | 25 | -34.55 (-58.02%) | 32.32 | 1 | 0 | 0 | |||||||||
| 30 Apr | 399.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 405 expiring on 30JUN2026
Delta for 405 CE is 0.23
Historical price for 405 CE is as follows
On 10 Jun NATIONALUM was trading at 375.10. The strike last trading price was 4.35, which was -2.65 lower than the previous day. The implied volatity was 38.95, the open interest changed by 22 which increased total open position to 585
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 6.8, which was 0.8 higher than the previous day. The implied volatity was 37.46, the open interest changed by 27 which increased total open position to 561
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 5.8, which was -6.2 lower than the previous day. The implied volatity was 41.25, the open interest changed by 58 which increased total open position to 533
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 11.8, which was -10.5 lower than the previous day. The implied volatity was 36.34, the open interest changed by 154 which increased total open position to 477
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 22.2, which was -16.1 lower than the previous day. The implied volatity was 38.09, the open interest changed by 6 which increased total open position to 324
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 318
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 37.8, which was -0.75 lower than the previous day. The implied volatity was 38.81, the open interest changed by -3 which decreased total open position to 318
On 1 Jun NATIONALUM was trading at 434.20. The strike last trading price was 38.55, which was 8.95 higher than the previous day. The implied volatity was 36.98, the open interest changed by 1 which increased total open position to 320
On 29 May NATIONALUM was trading at 424.45. The strike last trading price was 27.05, which was -8.7 lower than the previous day. The implied volatity was 31.6, the open interest changed by -7 which decreased total open position to 319
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 36.15, which was 12.45 higher than the previous day. The implied volatity was 31.65, the open interest changed by -12 which decreased total open position to 327
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 24.2, which was 7.4 higher than the previous day. The implied volatity was 30.99, the open interest changed by 16 which increased total open position to 339
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 16.9, which was -4.1 lower than the previous day. The implied volatity was 33.18, the open interest changed by 80 which increased total open position to 319
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 20.95, which was 1.95 higher than the previous day. The implied volatity was 33.07, the open interest changed by 16 which increased total open position to 239
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 19.2, which was 1.2 higher than the previous day. The implied volatity was 32.09, the open interest changed by 202 which increased total open position to 223
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 18.05, which was 2.05 higher than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 20
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 16.5, which was -1.5 lower than the previous day. The implied volatity was 33.73, the open interest changed by 10 which increased total open position to 19
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 17.9, which was -2.1 lower than the previous day. The implied volatity was 34.85, the open interest changed by 5 which increased total open position to 10
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 20.15, which was 2.85 higher than the previous day. The implied volatity was 34.7, the open interest changed by 2 which increased total open position to 4
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May NATIONALUM was trading at 408.25. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May NATIONALUM was trading at 394.05. The strike last trading price was 17.3, which was -6.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May NATIONALUM was trading at 393.05. The strike last trading price was 23.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May NATIONALUM was trading at 401.95. The strike last trading price was 23.6, which was 2.35 higher than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 2
On 7 May NATIONALUM was trading at 403.50. The strike last trading price was 21.25, which was -3.75 lower than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 1
On 6 May NATIONALUM was trading at 406.55. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May NATIONALUM was trading at 413.60. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 1
On 4 May NATIONALUM was trading at 407.80. The strike last trading price was 25, which was -34.55 lower than the previous day. The implied volatity was 32.32, 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 30-Jun-2026 (20d) 405 PE | |||||||
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Delta: -0.76
Vega: 0
Theta: -0.21
Gamma: 0.00897
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 375.10 | 31.75 | 6.95 (28.02%) | 38.46 | 6 | -3 | 447 |
| 9 Jun | 383.90 | 24.65 | -5.65 (-18.65%) | 34.53 | 102 | -68 | 451 |
| 8 Jun | 378.20 | 32.35 | 13.35 (70.26%) | 40.23 | 129 | 2 | 518 |
| 5 Jun | 395.70 | 19.2 | 8.65 (81.99%) | 36.08 | 891 | 188 | 517 |
| 4 Jun | 414.00 | 10.8 | 6.25 (137.36%) | 34.94 | 154 | 9 | 330 |
| 3 Jun | 436.90 | 4.6 | 0.15 (3.37%) | 34.56 | 56 | 15 | 322 |
| 2 Jun | 434.40 | 4.35 | -0.3 (-6.45%) | 32.65 | 153 | -17 | 307 |
| 1 Jun | 434.20 | 4.55 | -2.45 (-35.00%) | 33.63 | 100 | -5 | 324 |
| 29 May | 424.45 | 7.9 | 2.85 (56.44%) | 31.7 | 218 | -3 | 329 |
| 27 May | 433.05 | 5.3 | -5.05 (-48.79%) | 31.89 | 415 | -10 | 333 |
| 26 May | 416.20 | 9.9 | -6.55 (-39.82%) | 31.83 | 345 | 80 | 341 |
| 25 May | 403.00 | 16.25 | 1.45 (9.80%) | 32.21 | 194 | 39 | 259 |
| 22 May | 409.25 | 14.7 | -1.55 (-9.54%) | 33.34 | 58 | 6 | 219 |
| 21 May | 406.40 | 16.15 | -2.25 (-12.23%) | 33.68 | 257 | 200 | 213 |
| 20 May | 402.40 | 18.45 | -2.15 (-10.44%) | 33.99 | 7 | 2 | 11 |
| 19 May | 398.95 | 20.6 | -0.8 (-3.74%) | 34.92 | 3 | 1 | 9 |
| 18 May | 400.45 | 21.4 | 5.3 (32.92%) | 36.01 | 6 | 3 | 7 |
| 15 May | 403.60 | 16.1 | -3.9 (-19.50%) | 34.48 | 5 | 3 | 4 |
| 14 May | 416.45 | 20 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 408.25 | 20 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 394.05 | 20 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 393.05 | 20 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 401.95 | 20 | 20 (0.00%) | 34.97 | 0 | 0 | 1 |
| 7 May | 403.50 | 20 | 0 (0.00%) | 34.97 | 1 | 0 | 1 |
| 6 May | 406.55 | 20 | -5.7 (-22.18%) | 35.94 | 2 | 0 | 2 |
| 5 May | 413.60 | 25.55 | 25.55 (-0.58%) | - | 0 | 0 | 2 |
| 4 May | 407.80 | 25.55 | -0.15 (-0.58%) | - | 0 | 0 | 2 |
| 30 Apr | 399.30 | 25.55 | 6.55 (34.47%) | 34.52 | 6 | 3 | 3 |
For National Aluminium Co Ltd - strike price 405 expiring on 30JUN2026
Delta for 405 PE is -0.76
Historical price for 405 PE is as follows
On 10 Jun NATIONALUM was trading at 375.10. The strike last trading price was 31.75, which was 6.95 higher than the previous day. The implied volatity was 38.46, the open interest changed by -3 which decreased total open position to 447
On 9 Jun NATIONALUM was trading at 383.90. The strike last trading price was 24.65, which was -5.65 lower than the previous day. The implied volatity was 34.53, the open interest changed by -68 which decreased total open position to 451
On 8 Jun NATIONALUM was trading at 378.20. The strike last trading price was 32.35, which was 13.35 higher than the previous day. The implied volatity was 40.23, the open interest changed by 2 which increased total open position to 518
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 19.2, which was 8.65 higher than the previous day. The implied volatity was 36.08, the open interest changed by 188 which increased total open position to 517
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 10.8, which was 6.25 higher than the previous day. The implied volatity was 34.94, the open interest changed by 9 which increased total open position to 330
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 4.6, which was 0.15 higher than the previous day. The implied volatity was 34.56, the open interest changed by 15 which increased total open position to 322
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 4.35, which was -0.3 lower than the previous day. The implied volatity was 32.65, the open interest changed by -17 which decreased total open position to 307
On 1 Jun NATIONALUM was trading at 434.20. The strike last trading price was 4.55, which was -2.45 lower than the previous day. The implied volatity was 33.63, the open interest changed by -5 which decreased total open position to 324
On 29 May NATIONALUM was trading at 424.45. The strike last trading price was 7.9, which was 2.85 higher than the previous day. The implied volatity was 31.7, the open interest changed by -3 which decreased total open position to 329
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 5.3, which was -5.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by -10 which decreased total open position to 333
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 9.9, which was -6.55 lower than the previous day. The implied volatity was 31.83, the open interest changed by 80 which increased total open position to 341
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 16.25, which was 1.45 higher than the previous day. The implied volatity was 32.21, the open interest changed by 39 which increased total open position to 259
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 14.7, which was -1.55 lower than the previous day. The implied volatity was 33.34, the open interest changed by 6 which increased total open position to 219
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 16.15, which was -2.25 lower than the previous day. The implied volatity was 33.68, the open interest changed by 200 which increased total open position to 213
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 18.45, which was -2.15 lower than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 11
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 20.6, which was -0.8 lower than the previous day. The implied volatity was 34.92, the open interest changed by 1 which increased total open position to 9
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 21.4, which was 5.3 higher than the previous day. The implied volatity was 36.01, the open interest changed by 3 which increased total open position to 7
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 16.1, which was -3.9 lower than the previous day. The implied volatity was 34.48, the open interest changed by 3 which increased total open position to 4
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May NATIONALUM was trading at 408.25. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May NATIONALUM was trading at 394.05. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May NATIONALUM was trading at 393.05. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May NATIONALUM was trading at 401.95. The strike last trading price was 20, which was 20 higher than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 1
On 7 May NATIONALUM was trading at 403.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 1
On 6 May NATIONALUM was trading at 406.55. The strike last trading price was 20, which was -5.7 lower than the previous day. The implied volatity was 35.94, the open interest changed by 0 which decreased total open position to 2
On 5 May NATIONALUM was trading at 413.60. The strike last trading price was 25.55, which was 25.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May NATIONALUM was trading at 407.80. The strike last trading price was 25.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NATIONALUM was trading at 399.30. The strike last trading price was 25.55, which was 6.55 higher than the previous day. The implied volatity was 34.52, the open interest changed by 3 which increased total open position to 3
