Related Pages for NUVAMA
[--[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 6700 CE
Delta: 0.24
Vega: 3.43
Theta: -5.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 47.3 -12.5 31.64 143 -15 304
14 Sept 6443.50 112 57.9 34.76 3,062 237 410

For Nuvama Wealth Manage Ltd - strike price 6700 expiring on 30SEP2025

Delta for 6700 CE is 0.24

Historical price for 6700 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 47.3, which was -12.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by -15 which decreased total open position to 304


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 112, which was 57.9 higher than the previous day. The implied volatity was 34.76, the open interest changed by 237 which increased total open position to 410


NUVAMA 30SEP2025 6700 PE
Delta: -0.76
Vega: 3.48
Theta: -3.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 319.55 -14.5 32.62 8 3 81
14 Sept 6443.50 355.95 -190.75 39.85 40 -9 90

For Nuvama Wealth Manage Ltd - strike price 6700 expiring on 30SEP2025

Delta for 6700 PE is -0.76

Historical price for 6700 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 319.55, which was -14.5 lower than the previous day. The implied volatity was 32.62, the open interest changed by 3 which increased total open position to 81


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 355.95, which was -190.75 lower than the previous day. The implied volatity was 39.85, the open interest changed by -9 which decreased total open position to 90