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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 6400 CE
Delta: 0.55
Vega: 4.41
Theta: -6.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 140.5 -16.1 28.17 696 -107 601
14 Sept 6443.50 240 116.75 34.52 5,494 192 449

For Nuvama Wealth Manage Ltd - strike price 6400 expiring on 30SEP2025

Delta for 6400 CE is 0.55

Historical price for 6400 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 140.5, which was -16.1 lower than the previous day. The implied volatity was 28.17, the open interest changed by -107 which decreased total open position to 601


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 240, which was 116.75 higher than the previous day. The implied volatity was 34.52, the open interest changed by 192 which increased total open position to 449


NUVAMA 30SEP2025 6400 PE
Delta: -0.45
Vega: 4.41
Theta: -5.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 117.3 -24.1 29.78 195 57 494
14 Sept 6443.50 165 -181.55 35.86 2,398 46 219

For Nuvama Wealth Manage Ltd - strike price 6400 expiring on 30SEP2025

Delta for 6400 PE is -0.45

Historical price for 6400 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 117.3, which was -24.1 lower than the previous day. The implied volatity was 29.78, the open interest changed by 57 which increased total open position to 494


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 165, which was -181.55 lower than the previous day. The implied volatity was 35.86, the open interest changed by 46 which increased total open position to 219