We present an ab-initio study of the electronic response function of sodium in its 5 known metallic phases from 0 to 180 GPa at room temperature. The considered formalism is based on a interpolation scheme within time-dependent density functional theory that uses maximally localized Wannier functions, providing an accurate sampling of the reciprocal space. Besides showing an excellent agreement with inelastic X-ray scattering experiments, our calculations reveal that the drastic decrease of the optical reflectivity recently measured in the high pressure phases oP8 and tI19 is associated to a new low-energy plasmon arising from collective interband excitations. Additionally, our calculations predict the existence of an anisotropic interband plasmon in the stability pressure range of fcc Na (65 to 105 GPa). ; Comment: 11 pages, 12 figures