NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 28OCT2025 6300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 7.95
Theta: -4.31
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 365 | 20 | 32.48 | 6 | -4 | 15 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 6443.50 | 427.3 | 158 | 33.35 | 11 | 1 | 7 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 6300 expiring on 28OCT2025
Delta for 6300 CE is 0.62
Historical price for 6300 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 365, which was 20 higher than the previous day. The implied volatity was 32.48, the open interest changed by -4 which decreased total open position to 15
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 427.3, which was 158 higher than the previous day. The implied volatity was 33.35, the open interest changed by 1 which increased total open position to 7
| NUVAMA 28OCT2025 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 426.7 | 0 | 2.28 | 0 | 0 | 0 |
| 14 Sept | 6443.50 | 426.7 | 0 | 2.53 | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 6300 expiring on 28OCT2025
Delta for 6300 PE is -0.00
Historical price for 6300 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 426.7, which was 0 lower than the previous day. The implied volatity was 2.28, 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 426.7, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
