NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 1.43
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 437.85 | 46 | 26.90 | 21 | 0 | 92 | |||||||||
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| 14 Sept | 6443.50 | 507.6 | 191.7 | 31.01 | 93 | 8 | 58 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.93
Historical price for 6000 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 437.85, which was 46 higher than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 92
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 507.6, which was 191.7 higher than the previous day. The implied volatity was 31.01, the open interest changed by 8 which increased total open position to 58
| NUVAMA 30SEP2025 6000 PE | |||||||
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Delta: -0.11
Vega: 2.08
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 20 | -5.85 | 33.23 | 292 | 50 | 419 |
| 14 Sept | 6443.50 | 51.75 | -86.35 | 38.18 | 2,581 | 241 | 372 |
For Nuvama Wealth Manage Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -0.11
Historical price for 6000 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 20, which was -5.85 lower than the previous day. The implied volatity was 33.23, the open interest changed by 50 which increased total open position to 419
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 51.75, which was -86.35 lower than the previous day. The implied volatity was 38.18, the open interest changed by 241 which increased total open position to 372
