Historical option data for NATIONALUM
27 May 2026 04:10 PM IST
| NATIONALUM 30-Jun-2026 (33d) 425 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.01
Theta: -0.27
Gamma: 0.00851
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 433.05 | 23.7 | 10.2 (75.56%) | 33.66 | 1,466 | 77 | 205 | |||||||||
| 26 May | 416.20 | 14 | 5.05 (56.42%) | 31.41 | 217 | 71 | 131 | |||||||||
| 25 May | 403.00 | 8.9 | -3.1 (-25.83%) | 32.9 | 52 | 18 | 42 | |||||||||
| 22 May | 409.25 | 12.3 | 1.3 (11.82%) | 33.32 | 14 | 4 | 22 | |||||||||
| 21 May | 406.40 | 11 | 2 (22.22%) | 32.59 | 16 | 8 | 17 | |||||||||
| 20 May | 402.40 | 9.4 | 0.4 (4.44%) | 33.98 | 0 | 0 | 9 | |||||||||
| 19 May | 398.95 | 9.4 | -2.6 (-21.67%) | 33.98 | 7 | 0 | 9 | |||||||||
| 18 May | 400.45 | 12.3 | 0.3 (2.50%) | - | 0 | 0 | 9 | |||||||||
| 15 May | 403.60 | 12.3 | -6.2 (-33.51%) | 34.45 | 12 | 2 | 9 | |||||||||
| 14 May | 416.45 | 18.5 | -29.3 (-61.30%) | 35.14 | 13 | 7 | 7 | |||||||||
| 13 May | 408.25 | 0 | -47.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 394.05 | 0 | -47.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 393.05 | 0 | -47.8 (-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 425 expiring on 30JUN2026
Delta for 425 CE is 0.62
Historical price for 425 CE is as follows
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 23.7, which was 10.2 higher than the previous day. The implied volatity was 33.66, the open interest changed by 77 which increased total open position to 205
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 14, which was 5.05 higher than the previous day. The implied volatity was 31.41, the open interest changed by 71 which increased total open position to 131
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 8.9, which was -3.1 lower than the previous day. The implied volatity was 32.9, the open interest changed by 18 which increased total open position to 42
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 12.3, which was 1.3 higher than the previous day. The implied volatity was 33.32, the open interest changed by 4 which increased total open position to 22
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 32.59, the open interest changed by 8 which increased total open position to 17
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 9.4, which was 0.4 higher than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 9
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 9.4, which was -2.6 lower than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 9
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 12.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 May NATIONALUM was trading at 403.60. The strike last trading price was 12.3, which was -6.2 lower than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 9
On 14 May NATIONALUM was trading at 416.45. The strike last trading price was 18.5, which was -29.3 lower than the previous day. The implied volatity was 35.14, the open interest changed by 7 which increased total open position to 7
On 13 May NATIONALUM was trading at 408.25. The strike last trading price was 0, which was -47.8 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 -47.8 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 -47.8 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 (33d) 425 PE | |||||||
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Delta: -0.37
Vega: 0.01
Theta: -0.19
Gamma: 0.0092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 433.05 | 11.3 | -8.55 (-43.07%) | 30.98 | 1,436 | 642 | 657 |
| 26 May | 416.20 | 19.05 | -10 (-34.42%) | 31.51 | 22 | 9 | 16 |
| 25 May | 403.00 | 29.05 | -4.45 (-13.28%) | 33.01 | 3 | 3 | 7 |
| 22 May | 409.25 | 33.5 | 33.5 | - | 0 | 0 | 4 |
| 21 May | 406.40 | 33.5 | 33.5 | - | 0 | 0 | 4 |
| 20 May | 402.40 | 33.5 | 33.5 (20.07%) | 34.13 | 0 | 0 | 4 |
| 19 May | 398.95 | 33.5 | 5.6 (20.07%) | 34.13 | 1 | 1 | 4 |
| 18 May | 400.45 | 27.9 | 27.9 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 403.60 | 27.9 | 4.3 (18.22%) | 35.21 | 1 | 0 | 2 |
| 14 May | 416.45 | 23.6 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 408.25 | 23.6 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 394.05 | 23.6 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 393.05 | 23.6 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 401.95 | 23.6 | 0 (0.00%) | - | 0 | 0 | 2 |
| 7 May | 403.50 | 23.6 | 0 (0.00%) | - | 0 | 0 | 2 |
| 6 May | 406.55 | 23.6 | 0 (0.00%) | 32.05 | 0 | 0 | 2 |
| 5 May | 413.60 | 23.6 | -4.3 (-15.41%) | 32.05 | 1 | 0 | 1 |
| 4 May | 407.80 | 27.9 | -18.55 (-39.94%) | - | 0 | 0 | 1 |
| 30 Apr | 399.30 | 27.9 | 0.8 (2.95%) | 15.43 | 1 | 0 | 0 |
For National Aluminium Co Ltd - strike price 425 expiring on 30JUN2026
Delta for 425 PE is -0.37
Historical price for 425 PE is as follows
On 27 May NATIONALUM was trading at 433.05. The strike last trading price was 11.3, which was -8.55 lower than the previous day. The implied volatity was 30.98, the open interest changed by 642 which increased total open position to 657
On 26 May NATIONALUM was trading at 416.20. The strike last trading price was 19.05, which was -10 lower than the previous day. The implied volatity was 31.51, the open interest changed by 9 which increased total open position to 16
On 25 May NATIONALUM was trading at 403.00. The strike last trading price was 29.05, which was -4.45 lower than the previous day. The implied volatity was 33.01, the open interest changed by 3 which increased total open position to 7
On 22 May NATIONALUM was trading at 409.25. The strike last trading price was 33.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May NATIONALUM was trading at 406.40. The strike last trading price was 33.5, which was 33.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May NATIONALUM was trading at 402.40. The strike last trading price was 33.5, which was 33.5 higher than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 4
On 19 May NATIONALUM was trading at 398.95. The strike last trading price was 33.5, which was 5.6 higher than the previous day. The implied volatity was 34.13, the open interest changed by 1 which increased total open position to 4
On 18 May NATIONALUM was trading at 400.45. The strike last trading price was 27.9, which was 27.9 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 27.9, which was 4.3 higher than the previous day. The implied volatity was 35.21, the open interest changed by 0 which decreased total open position to 2
On 14 May NATIONALUM was trading at 416.45. 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 13 May NATIONALUM was trading at 408.25. 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 12 May NATIONALUM was trading at 394.05. 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 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 0 lower than the previous day. The implied volatity was -, 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 23.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May NATIONALUM was trading at 406.55. The strike last trading price was 23.6, which was 0 lower than the previous day. The implied volatity was 32.05, 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 23.6, which was -4.3 lower than the previous day. The implied volatity was 32.05, 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 27.9, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr NATIONALUM was trading at 399.30. The strike last trading price was 27.9, which was 0.8 higher than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 0
