Historical option data for NATIONALUM
08 Jun 2026 12:42 PM IST
| NATIONALUM 30-Jun-2026 (22d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0
Theta: -0.28
Gamma: 0.00869
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 387.70 | 5.4 | -3.25 (-37.57%) | 38.54 | 290 | 65 | 265 | |||||||||
| 5 Jun | 395.70 | 8.7 | -8.25 (-48.67%) | 37.8 | 553 | 52 | 202 | |||||||||
| 4 Jun | 414.00 | 16.6 | -14.55 (-46.71%) | 37.44 | 389 | 97 | 148 | |||||||||
| 3 Jun | 436.90 | 31.15 | 0.8 (2.64%) | 36.24 | 10 | -5 | 51 | |||||||||
| 2 Jun | 434.40 | 30.3 | -0.65 (-2.10%) | 38.11 | 33 | -7 | 56 | |||||||||
| 1 Jun | 434.20 | 31 | 8.5 (37.78%) | 36.42 | 115 | -35 | 64 | |||||||||
| 29 May | 424.45 | 20.75 | -8.35 (-28.69%) | 34.05 | 68 | -12 | 98 | |||||||||
| 27 May | 433.05 | 28.9 | 10.8 (59.67%) | 31.48 | 357 | -117 | 110 | |||||||||
| 26 May | 416.20 | 18.5 | 6 (48.00%) | 30.86 | 1,633 | 111 | 227 | |||||||||
| 25 May | 403.00 | 12.65 | -3.35 (-20.94%) | 32.85 | 124 | 16 | 117 | |||||||||
| 22 May | 409.25 | 16.15 | 1.15 (7.67%) | 33.18 | 29 | 9 | 102 | |||||||||
| 21 May | 406.40 | 14.55 | 1.55 (11.92%) | 32.19 | 109 | 80 | 93 | |||||||||
| 20 May | 402.40 | 13.35 | 0.35 (2.69%) | 32.97 | 5 | 3 | 13 | |||||||||
| 19 May | 398.95 | 12.95 | -3.05 (-19.06%) | 34.19 | 9 | 5 | 8 | |||||||||
| 18 May | 400.45 | 16 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 403.60 | 16 | -37.45 (-70.07%) | 35.31 | 5 | 3 | 3 | |||||||||
| 14 May | 416.45 | 0 | -53.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 408.25 | 0 | -53.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 394.05 | 0 | -53.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 393.05 | 0 | -53.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 401.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 403.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 406.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 413.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 407.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 399.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For National Aluminium Co Ltd - strike price 415 expiring on 30JUN2026
Delta for 415 CE is 0.26
Historical price for 415 CE is as follows
On 8 Jun NATIONALUM was trading at 387.70. The strike last trading price was 5.4, which was -3.25 lower than the previous day. The implied volatity was 38.54, the open interest changed by 65 which increased total open position to 265
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 8.7, which was -8.25 lower than the previous day. The implied volatity was 37.8, the open interest changed by 52 which increased total open position to 202
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 16.6, which was -14.55 lower than the previous day. The implied volatity was 37.44, the open interest changed by 97 which increased total open position to 148
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 31.15, which was 0.8 higher than the previous day. The implied volatity was 36.24, the open interest changed by -5 which decreased total open position to 51
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 30.3, which was -0.65 lower than the previous day. The implied volatity was 38.11, the open interest changed by -7 which decreased total open position to 56
On 1 Jun NATIONALUM was trading at 434.20. The strike last trading price was 31, which was 8.5 higher than the previous day. The implied volatity was 36.42, the open interest changed by -35 which decreased total open position to 64
On 29 May NATIONALUM was trading at 424.45. The strike last trading price was 20.75, which was -8.35 lower than the previous day. The implied volatity was 34.05, the open interest changed by -12 which decreased total open position to 98
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 28.9, which was 10.8 higher than the previous day. The implied volatity was 31.48, the open interest changed by -117 which decreased total open position to 110
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 18.5, which was 6 higher than the previous day. The implied volatity was 30.86, the open interest changed by 111 which increased total open position to 227
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 12.65, which was -3.35 lower than the previous day. The implied volatity was 32.85, the open interest changed by 16 which increased total open position to 117
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 16.15, which was 1.15 higher than the previous day. The implied volatity was 33.18, the open interest changed by 9 which increased total open position to 102
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 14.55, which was 1.55 higher than the previous day. The implied volatity was 32.19, the open interest changed by 80 which increased total open position to 93
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 13.35, which was 0.35 higher than the previous day. The implied volatity was 32.97, the open interest changed by 3 which increased total open position to 13
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 12.95, which was -3.05 lower than the previous day. The implied volatity was 34.19, the open interest changed by 5 which increased total open position to 8
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 16, which was -37.45 lower than the previous day. The implied volatity was 35.31, the open interest changed by 3 which increased total open position to 3
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 0, which was -53.45 lower than the previous day. The implied volatity was 0, 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 -53.45 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 -53.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NATIONALUM was trading at 393.05. The strike last trading price was 0, which was -53.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NATIONALUM was trading at 401.95. 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 7 May NATIONALUM was trading at 403.50. 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 6 May NATIONALUM was trading at 406.55. 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 5 May NATIONALUM was trading at 413.60. 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 4 May NATIONALUM was trading at 407.80. 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 30-Jun-2026 (22d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.8
Vega: 0
Theta: -0.14
Gamma: 0.00919
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 387.70 | 31.05 | 5.6 (22.00%) | 31.59 | 23 | -5 | 332 |
| 5 Jun | 395.70 | 26.15 | 11 (72.61%) | 36.66 | 193 | 3 | 338 |
| 4 Jun | 414.00 | 15.5 | 8.8 (131.34%) | 35.44 | 719 | 13 | 336 |
| 3 Jun | 436.90 | 6.65 | -0.2 (-2.92%) | 33.31 | 176 | 47 | 324 |
| 2 Jun | 434.40 | 6.65 | -0.75 (-10.14%) | 31.99 | 168 | 20 | 277 |
| 1 Jun | 434.20 | 7.05 | -3.9 (-35.62%) | 33.39 | 346 | 47 | 267 |
| 29 May | 424.45 | 11.05 | 3.2 (40.76%) | 30.38 | 272 | 16 | 221 |
| 27 May | 433.05 | 8.05 | -6.5 (-44.67%) | 31.8 | 565 | -6 | 205 |
| 26 May | 416.20 | 14 | -7.5 (-34.88%) | 31.57 | 317 | 43 | 211 |
| 25 May | 403.00 | 21.6 | 2.1 (10.77%) | 31.65 | 46 | -27 | 168 |
| 22 May | 409.25 | 19.5 | -1.85 (-8.67%) | 33.19 | 21 | -9 | 193 |
| 21 May | 406.40 | 21.5 | 1 (4.88%) | 33.56 | 250 | 199 | 202 |
| 20 May | 402.40 | 20.5 | 20.5 | - | 0 | 0 | 3 |
| 19 May | 398.95 | 20.5 | 20.5 | - | 0 | 0 | 3 |
| 18 May | 400.45 | 20.5 | 20.5 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 403.60 | 20.5 | 0 (0.00%) | 38.06 | 0 | 0 | 3 |
| 14 May | 416.45 | 20.5 | -2.35 (-10.28%) | 38.06 | 3 | 0 | 0 |
| 13 May | 408.25 | 0 | -22.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 394.05 | 0 | -22.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 393.05 | 0 | -22.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 401.95 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 403.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 406.55 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 413.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 407.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 399.30 | 0 | 0 | - | 0 | 0 | 0 |
For National Aluminium Co Ltd - strike price 415 expiring on 30JUN2026
Delta for 415 PE is -0.8
Historical price for 415 PE is as follows
On 8 Jun NATIONALUM was trading at 387.70. The strike last trading price was 31.05, which was 5.6 higher than the previous day. The implied volatity was 31.59, the open interest changed by -5 which decreased total open position to 332
On 5 Jun NATIONALUM was trading at 395.70. The strike last trading price was 26.15, which was 11 higher than the previous day. The implied volatity was 36.66, the open interest changed by 3 which increased total open position to 338
On 4 Jun NATIONALUM was trading at 414.00. The strike last trading price was 15.5, which was 8.8 higher than the previous day. The implied volatity was 35.44, the open interest changed by 13 which increased total open position to 336
On 3 Jun NATIONALUM was trading at 436.90. The strike last trading price was 6.65, which was -0.2 lower than the previous day. The implied volatity was 33.31, the open interest changed by 47 which increased total open position to 324
On 2 Jun NATIONALUM was trading at 434.40. The strike last trading price was 6.65, which was -0.75 lower than the previous day. The implied volatity was 31.99, the open interest changed by 20 which increased total open position to 277
On 1 Jun NATIONALUM was trading at 434.20. The strike last trading price was 7.05, which was -3.9 lower than the previous day. The implied volatity was 33.39, the open interest changed by 47 which increased total open position to 267
On 29 May NATIONALUM was trading at 424.45. The strike last trading price was 11.05, which was 3.2 higher than the previous day. The implied volatity was 30.38, the open interest changed by 16 which increased total open position to 221
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 8.05, which was -6.5 lower than the previous day. The implied volatity was 31.8, the open interest changed by -6 which decreased total open position to 205
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 14, which was -7.5 lower than the previous day. The implied volatity was 31.57, the open interest changed by 43 which increased total open position to 211
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 21.6, which was 2.1 higher than the previous day. The implied volatity was 31.65, the open interest changed by -27 which decreased total open position to 168
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 19.5, which was -1.85 lower than the previous day. The implied volatity was 33.19, the open interest changed by -9 which decreased total open position to 193
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 21.5, which was 1 higher than the previous day. The implied volatity was 33.56, the open interest changed by 199 which increased total open position to 202
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 20.5, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 20.5, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 20.5, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 38.06, the open interest changed by 0 which decreased total open position to 3
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 20.5, which was -2.35 lower than the previous day. The implied volatity was 38.06, 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 -22.85 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 -22.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NATIONALUM was trading at 393.05. The strike last trading price was 0, which was -22.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NATIONALUM was trading at 401.95. 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 7 May NATIONALUM was trading at 403.50. 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 6 May NATIONALUM was trading at 406.55. 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 5 May NATIONALUM was trading at 413.60. 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 4 May NATIONALUM was trading at 407.80. 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
