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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 6600 CE
Delta: 0.32
Vega: 4.00
Theta: -6.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 71.1 -13.65 31.06 417 -22 319
14 Sept 6443.50 147.85 77.1 34.82 4,328 -272 236

For Nuvama Wealth Manage Ltd - strike price 6600 expiring on 30SEP2025

Delta for 6600 CE is 0.32

Historical price for 6600 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 71.1, which was -13.65 lower than the previous day. The implied volatity was 31.06, the open interest changed by -22 which decreased total open position to 319


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 147.85, which was 77.1 higher than the previous day. The implied volatity was 34.82, the open interest changed by -272 which decreased total open position to 236


NUVAMA 30SEP2025 6600 PE
Delta: -0.67
Vega: 4.02
Theta: -4.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 243 -12.15 31.74 9 2 199
14 Sept 6443.50 274.35 -164.9 36.50 144 24 224

For Nuvama Wealth Manage Ltd - strike price 6600 expiring on 30SEP2025

Delta for 6600 PE is -0.67

Historical price for 6600 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 243, which was -12.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 2 which increased total open position to 199


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 274.35, which was -164.9 lower than the previous day. The implied volatity was 36.50, the open interest changed by 24 which increased total open position to 224