[--[65.84.65.76]--]

NATIONALUM

National Aluminium Co Ltd
354.65 -9.20 (-2.53%)
L: 349.55 H: 357.5

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Historical option data for NATIONALUM

06 Feb 2026 04:11 PM IST
NATIONALUM 24-FEB-2026 370 CE
Delta: 0.36
Vega: 0.29
Theta: -0.4
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 354.65 8.15 -3.6 44.91 797 85 854
5 Feb 363.85 11.35 -5.75 39.33 1,474 12 775
4 Feb 374.90 16.8 0.75 37.45 1,322 -108 764
3 Feb 370.85 15.8 0.1 39.35 3,863 228 880
2 Feb 369.70 16.3 6.8 39.68 4,063 80 624
1 Feb 354.20 9.3 -18.05 42.78 2,298 231 546
30 Jan 385.45 25.05 -34.25 41.15 144 -40 315
29 Jan 428.85 58.8 18.65 37.29 87 -19 355
28 Jan 406.15 41.35 17.4 26.55 468 -79 375
27 Jan 384.60 24.05 7.1 31.15 1,137 14 460
23 Jan 370.65 17.15 3.4 33.64 1,686 -25 441
22 Jan 364.60 13.7 0.7 33.16 508 39 467
21 Jan 361.50 13.25 1.25 33.82 474 96 431
20 Jan 358.95 12.45 -3.6 35.77 324 79 334
19 Jan 368.65 16.1 1.9 32.44 375 162 255
16 Jan 361.60 14.3 -5.5 34.77 84 33 93
14 Jan 373.55 19.5 6.7 30.83 162 18 60
13 Jan 357.40 12.7 1.85 34.25 72 10 41
12 Jan 350.05 10.8 1.05 34.97 29 8 30
9 Jan 348.05 9.75 3.2 32.98 38 5 22
8 Jan 333.50 6.3 -4.6 36.14 15 -1 18
7 Jan 352.60 10.9 1.1 31.41 8 2 20
6 Jan 346.70 9.8 6.9 32.31 32 17 17


For National Aluminium Co Ltd - strike price 370 expiring on 24FEB2026

Delta for 370 CE is 0.36

Historical price for 370 CE is as follows

On 6 Feb NATIONALUM was trading at 354.65. The strike last trading price was 8.15, which was -3.6 lower than the previous day. The implied volatity was 44.91, the open interest changed by 85 which increased total open position to 854


On 5 Feb NATIONALUM was trading at 363.85. The strike last trading price was 11.35, which was -5.75 lower than the previous day. The implied volatity was 39.33, the open interest changed by 12 which increased total open position to 775


On 4 Feb NATIONALUM was trading at 374.90. The strike last trading price was 16.8, which was 0.75 higher than the previous day. The implied volatity was 37.45, the open interest changed by -108 which decreased total open position to 764


On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 15.8, which was 0.1 higher than the previous day. The implied volatity was 39.35, the open interest changed by 228 which increased total open position to 880


On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 16.3, which was 6.8 higher than the previous day. The implied volatity was 39.68, the open interest changed by 80 which increased total open position to 624


On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 9.3, which was -18.05 lower than the previous day. The implied volatity was 42.78, the open interest changed by 231 which increased total open position to 546


On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 25.05, which was -34.25 lower than the previous day. The implied volatity was 41.15, the open interest changed by -40 which decreased total open position to 315


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 58.8, which was 18.65 higher than the previous day. The implied volatity was 37.29, the open interest changed by -19 which decreased total open position to 355


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 41.35, which was 17.4 higher than the previous day. The implied volatity was 26.55, the open interest changed by -79 which decreased total open position to 375


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 24.05, which was 7.1 higher than the previous day. The implied volatity was 31.15, the open interest changed by 14 which increased total open position to 460


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 17.15, which was 3.4 higher than the previous day. The implied volatity was 33.64, the open interest changed by -25 which decreased total open position to 441


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 13.7, which was 0.7 higher than the previous day. The implied volatity was 33.16, the open interest changed by 39 which increased total open position to 467


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 13.25, which was 1.25 higher than the previous day. The implied volatity was 33.82, the open interest changed by 96 which increased total open position to 431


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 12.45, which was -3.6 lower than the previous day. The implied volatity was 35.77, the open interest changed by 79 which increased total open position to 334


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 16.1, which was 1.9 higher than the previous day. The implied volatity was 32.44, the open interest changed by 162 which increased total open position to 255


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 14.3, which was -5.5 lower than the previous day. The implied volatity was 34.77, the open interest changed by 33 which increased total open position to 93


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 19.5, which was 6.7 higher than the previous day. The implied volatity was 30.83, the open interest changed by 18 which increased total open position to 60


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 12.7, which was 1.85 higher than the previous day. The implied volatity was 34.25, the open interest changed by 10 which increased total open position to 41


On 12 Jan NATIONALUM was trading at 350.05. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 34.97, the open interest changed by 8 which increased total open position to 30


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 9.75, which was 3.2 higher than the previous day. The implied volatity was 32.98, the open interest changed by 5 which increased total open position to 22


On 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 6.3, which was -4.6 lower than the previous day. The implied volatity was 36.14, the open interest changed by -1 which decreased total open position to 18


On 7 Jan NATIONALUM was trading at 352.60. The strike last trading price was 10.9, which was 1.1 higher than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 20


On 6 Jan NATIONALUM was trading at 346.70. The strike last trading price was 9.8, which was 6.9 higher than the previous day. The implied volatity was 32.31, the open interest changed by 17 which increased total open position to 17


NATIONALUM 24FEB2026 370 PE
Delta: -0.63
Vega: 0.3
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 354.65 23.9 2.6 48.2 78 -37 524
5 Feb 363.85 21.1 6.05 57.65 379 -75 579
4 Feb 374.90 14.8 -3 52.19 596 59 656
3 Feb 370.85 17.5 -1.35 54.47 1,020 82 596
2 Feb 369.70 18 -10.45 54.75 616 42 514
1 Feb 354.20 29.05 14.1 58.47 459 -105 472
30 Jan 385.45 15.65 10.95 57.67 1,440 136 577
29 Jan 428.85 4.9 -1.65 56.91 516 95 441
28 Jan 406.15 6.3 -5.95 48.77 1,372 -234 347
27 Jan 384.60 11.9 -6.5 47.39 1,247 50 581
23 Jan 370.65 18.1 -1.5 46.77 787 -53 532
22 Jan 364.60 19.6 -2.2 42.71 235 0 585
21 Jan 361.50 21.7 -2 44.64 205 87 585
20 Jan 358.95 23.3 4.4 42.88 214 45 498
19 Jan 368.65 19.05 -3.2 43.84 479 401 454
16 Jan 361.60 22.25 4.1 41.95 35 6 53
14 Jan 373.55 18.2 -9.8 44.37 75 41 44
13 Jan 357.40 28 -62.4 - 0 0 0
12 Jan 350.05 28 -62.4 40.41 3 0 0
9 Jan 348.05 90.4 0 - 0 0 0
8 Jan 333.50 90.4 0 - 0 0 0
7 Jan 352.60 90.4 0 - 0 0 0
6 Jan 346.70 90.4 0 - 0 0 0


For National Aluminium Co Ltd - strike price 370 expiring on 24FEB2026

Delta for 370 PE is -0.63

Historical price for 370 PE is as follows

On 6 Feb NATIONALUM was trading at 354.65. The strike last trading price was 23.9, which was 2.6 higher than the previous day. The implied volatity was 48.2, the open interest changed by -37 which decreased total open position to 524


On 5 Feb NATIONALUM was trading at 363.85. The strike last trading price was 21.1, which was 6.05 higher than the previous day. The implied volatity was 57.65, the open interest changed by -75 which decreased total open position to 579


On 4 Feb NATIONALUM was trading at 374.90. The strike last trading price was 14.8, which was -3 lower than the previous day. The implied volatity was 52.19, the open interest changed by 59 which increased total open position to 656


On 3 Feb NATIONALUM was trading at 370.85. The strike last trading price was 17.5, which was -1.35 lower than the previous day. The implied volatity was 54.47, the open interest changed by 82 which increased total open position to 596


On 2 Feb NATIONALUM was trading at 369.70. The strike last trading price was 18, which was -10.45 lower than the previous day. The implied volatity was 54.75, the open interest changed by 42 which increased total open position to 514


On 1 Feb NATIONALUM was trading at 354.20. The strike last trading price was 29.05, which was 14.1 higher than the previous day. The implied volatity was 58.47, the open interest changed by -105 which decreased total open position to 472


On 30 Jan NATIONALUM was trading at 385.45. The strike last trading price was 15.65, which was 10.95 higher than the previous day. The implied volatity was 57.67, the open interest changed by 136 which increased total open position to 577


On 29 Jan NATIONALUM was trading at 428.85. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 56.91, the open interest changed by 95 which increased total open position to 441


On 28 Jan NATIONALUM was trading at 406.15. The strike last trading price was 6.3, which was -5.95 lower than the previous day. The implied volatity was 48.77, the open interest changed by -234 which decreased total open position to 347


On 27 Jan NATIONALUM was trading at 384.60. The strike last trading price was 11.9, which was -6.5 lower than the previous day. The implied volatity was 47.39, the open interest changed by 50 which increased total open position to 581


On 23 Jan NATIONALUM was trading at 370.65. The strike last trading price was 18.1, which was -1.5 lower than the previous day. The implied volatity was 46.77, the open interest changed by -53 which decreased total open position to 532


On 22 Jan NATIONALUM was trading at 364.60. The strike last trading price was 19.6, which was -2.2 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 585


On 21 Jan NATIONALUM was trading at 361.50. The strike last trading price was 21.7, which was -2 lower than the previous day. The implied volatity was 44.64, the open interest changed by 87 which increased total open position to 585


On 20 Jan NATIONALUM was trading at 358.95. The strike last trading price was 23.3, which was 4.4 higher than the previous day. The implied volatity was 42.88, the open interest changed by 45 which increased total open position to 498


On 19 Jan NATIONALUM was trading at 368.65. The strike last trading price was 19.05, which was -3.2 lower than the previous day. The implied volatity was 43.84, the open interest changed by 401 which increased total open position to 454


On 16 Jan NATIONALUM was trading at 361.60. The strike last trading price was 22.25, which was 4.1 higher than the previous day. The implied volatity was 41.95, the open interest changed by 6 which increased total open position to 53


On 14 Jan NATIONALUM was trading at 373.55. The strike last trading price was 18.2, which was -9.8 lower than the previous day. The implied volatity was 44.37, the open interest changed by 41 which increased total open position to 44


On 13 Jan NATIONALUM was trading at 357.40. The strike last trading price was 28, which was -62.4 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 28, which was -62.4 lower than the previous day. The implied volatity was 40.41, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NATIONALUM was trading at 348.05. The strike last trading price was 90.4, 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 8 Jan NATIONALUM was trading at 333.50. The strike last trading price was 90.4, 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 Jan NATIONALUM was trading at 352.60. The strike last trading price was 90.4, 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 Jan NATIONALUM was trading at 346.70. The strike last trading price was 90.4, 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