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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 6900 CE
Delta: 0.14
Vega: 2.45
Theta: -4.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 27.3 -5.35 36.15 129 -21 251
14 Sept 6443.50 64.6 34.55 35.63 864 83 221

For Nuvama Wealth Manage Ltd - strike price 6900 expiring on 30SEP2025

Delta for 6900 CE is 0.14

Historical price for 6900 CE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 27.3, which was -5.35 lower than the previous day. The implied volatity was 36.15, the open interest changed by -21 which decreased total open position to 251


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 64.6, which was 34.55 higher than the previous day. The implied volatity was 35.63, the open interest changed by 83 which increased total open position to 221


NUVAMA 30SEP2025 6900 PE
Delta: -0.89
Vega: 2.02
Theta: -1.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 6406.00 485.55 -96.8 31.70 3 1 45
14 Sept 6443.50 501.95 -238.05 40.44 43 10 39

For Nuvama Wealth Manage Ltd - strike price 6900 expiring on 30SEP2025

Delta for 6900 PE is -0.89

Historical price for 6900 PE is as follows

On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 485.55, which was -96.8 lower than the previous day. The implied volatity was 31.70, the open interest changed by 1 which increased total open position to 45


On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 501.95, which was -238.05 lower than the previous day. The implied volatity was 40.44, the open interest changed by 10 which increased total open position to 39