NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 6200 CE | ||||||||||||||||
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Delta: 0.76
Vega: 3.43
Theta: -5.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 277.4 | 4.9 | 30.28 | 34 | -27 | 89 | |||||||||
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| 14 Sept | 6443.50 | 366.95 | 158 | 34.99 | 1,245 | 3 | 130 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 CE is 0.76
Historical price for 6200 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 277.4, which was 4.9 higher than the previous day. The implied volatity was 30.28, the open interest changed by -27 which decreased total open position to 89
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 366.95, which was 158 higher than the previous day. The implied volatity was 34.99, the open interest changed by 3 which increased total open position to 130
| NUVAMA 30SEP2025 6200 PE | |||||||
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Delta: -0.23
Vega: 3.36
Theta: -4.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 44 | -18.65 | 29.17 | 170 | 58 | 423 |
| 14 Sept | 6443.50 | 93 | -132.8 | 36.37 | 2,161 | 41 | 427 |
For Nuvama Wealth Manage Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 PE is -0.23
Historical price for 6200 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 44, which was -18.65 lower than the previous day. The implied volatity was 29.17, the open interest changed by 58 which increased total open position to 423
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 93, which was -132.8 lower than the previous day. The implied volatity was 36.37, the open interest changed by 41 which increased total open position to 427
