NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 1054.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 6443.50 | 1957.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 1054.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 1957.8, 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
| NUVAMA 30SEP2025 5400 PE | |||||||
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Delta: -0.01
Vega: 0.39
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 2.6 | -3.4 | 46.58 | 47 | -37 | 167 |
| 14 Sept | 6443.50 | 9.05 | -17.6 | 46.19 | 568 | 102 | 190 |
For Nuvama Wealth Manage Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.01
Historical price for 5400 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 2.6, which was -3.4 lower than the previous day. The implied volatity was 46.58, the open interest changed by -37 which decreased total open position to 167
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 9.05, which was -17.6 lower than the previous day. The implied volatity was 46.19, the open interest changed by 102 which increased total open position to 190
