NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 5700 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 | 788.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 6443.50 | 825.4 | 177.05 | 52.25 | 24 | 7 | 12 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.00
Historical price for 5700 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 788.25, 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 825.4, which was 177.05 higher than the previous day. The implied volatity was 52.25, the open interest changed by 7 which increased total open position to 12
| NUVAMA 30SEP2025 5700 PE | |||||||
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Delta: -0.04
Vega: 0.92
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 7 | -0.75 | 39.99 | 47 | -21 | 97 |
| 14 Sept | 6443.50 | 24.4 | -35.35 | 43.28 | 851 | 9 | 104 |
For Nuvama Wealth Manage Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.04
Historical price for 5700 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 39.99, the open interest changed by -21 which decreased total open position to 97
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 24.4, which was -35.35 lower than the previous day. The implied volatity was 43.28, the open interest changed by 9 which increased total open position to 104
