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

Back to Option Chain

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 6500 CE
Delta: 0.43
Vega: 4.37
Theta: -6.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 101.25 -14.9 29.82 620 -90 1,269
14 Sept 6443.50 190.65 94.2 34.79 8,901 844 1,260

For Nuvama Wealth Manage Ltd - strike price 6500 expiring on 30SEP2025

Delta for 6500 CE is 0.43

Historical price for 6500 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 101.25, which was -14.9 lower than the previous day. The implied volatity was 29.82, the open interest changed by -90 which decreased total open position to 1269


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 190.65, which was 94.2 higher than the previous day. The implied volatity was 34.79, the open interest changed by 844 which increased total open position to 1260


NUVAMA 30SEP2025 6500 PE
Delta: -0.57
Vega: 4.37
Theta: -4.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 170 -25.75 29.66 67 -25 519
14 Sept 6443.50 210.85 -208.3 35.26 1,859 246 502

For Nuvama Wealth Manage Ltd - strike price 6500 expiring on 30SEP2025

Delta for 6500 PE is -0.57

Historical price for 6500 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 170, which was -25.75 lower than the previous day. The implied volatity was 29.66, the open interest changed by -25 which decreased total open position to 519


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 210.85, which was -208.3 lower than the previous day. The implied volatity was 35.26, the open interest changed by 246 which increased total open position to 502