NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.18
Vega: 2.88
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 6406.00 | 34.5 | -10.05 | 33.54 | 311 | -37 | 360 | |||||||||
| 14 Sept | 6443.50 | 85 | 43.45 | 35.15 | 2,496 | -5 | 284 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 CE is 0.18
Historical price for 6800 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 34.5, which was -10.05 lower than the previous day. The implied volatity was 33.54, the open interest changed by -37 which decreased total open position to 360
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 85, which was 43.45 higher than the previous day. The implied volatity was 35.15, the open interest changed by -5 which decreased total open position to 284
| NUVAMA 30SEP2025 6800 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 468.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6443.50 | 409.4 | -51.8 | 36.76 | 37 | 5 | 63 |
For Nuvama Wealth Manage Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 PE is 0.00
Historical price for 6800 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 468.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 409.4, which was -51.8 lower than the previous day. The implied volatity was 36.76, the open interest changed by 5 which increased total open position to 63
