NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 5900 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 | |||||||||
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| 21 Sept | 6406.00 | 515.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 6443.50 | 604.1 | 196.05 | 34.54 | 10 | 2 | 5 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.00
Historical price for 5900 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 515.75, 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 604.1, which was 196.05 higher than the previous day. The implied volatity was 34.54, the open interest changed by 2 which increased total open position to 5
| NUVAMA 30SEP2025 5900 PE | |||||||
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Delta: -0.06
Vega: 1.40
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 10.65 | -6.5 | 33.29 | 117 | -34 | 148 |
| 14 Sept | 6443.50 | 37.65 | -70.4 | 39.03 | 759 | 37 | 62 |
For Nuvama Wealth Manage Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -0.06
Historical price for 5900 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 10.65, which was -6.5 lower than the previous day. The implied volatity was 33.29, the open interest changed by -34 which decreased total open position to 148
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 37.65, which was -70.4 lower than the previous day. The implied volatity was 39.03, the open interest changed by 37 which increased total open position to 62
