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[--[65.84.65.76]--]
NUVAMA
Nuvama Wealth Manage Ltd
6280.5 -125.50 (-1.96%)

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Historical option data for NUVAMA

21 Sep 2025 04:16 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NUVAMA 30SEP2025 6300 CE
Delta: 0.68
Vega: 4.00
Theta: -6.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 196.35 -18.1 27.39 31 -6 217
14 Sept 6443.50 304.5 144.05 35.60 2,037 -24 180

For Nuvama Wealth Manage Ltd - strike price 6300 expiring on 30SEP2025

Delta for 6300 CE is 0.68

Historical price for 6300 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 196.35, which was -18.1 lower than the previous day. The implied volatity was 27.39, the open interest changed by -6 which decreased total open position to 217


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 304.5, which was 144.05 higher than the previous day. The implied volatity was 35.60, the open interest changed by -24 which decreased total open position to 180


NUVAMA 30SEP2025 6300 PE
Delta: -0.33
Vega: 4.05
Theta: -4.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 73.65 -24.75 29.19 108 27 312
14 Sept 6443.50 126 -158.1 36.19 1,267 33 212

For Nuvama Wealth Manage Ltd - strike price 6300 expiring on 30SEP2025

Delta for 6300 PE is -0.33

Historical price for 6300 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 73.65, which was -24.75 lower than the previous day. The implied volatity was 29.19, the open interest changed by 27 which increased total open position to 312


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 126, which was -158.1 lower than the previous day. The implied volatity was 36.19, the open interest changed by 33 which increased total open position to 212