NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 2.03
Theta: -3.69
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 6406.00 | 20.75 | -3 | 38.05 | 348 | 10 | 1,013 | |||||||||
| 14 Sept | 6443.50 | 46 | 22.35 | 35.43 | 5,649 | -50 | 686 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is 0.11
Historical price for 7000 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 20.75, which was -3 lower than the previous day. The implied volatity was 38.05, the open interest changed by 10 which increased total open position to 1013
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 46, which was 22.35 higher than the previous day. The implied volatity was 35.43, the open interest changed by -50 which decreased total open position to 686
| NUVAMA 30SEP2025 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6406.00 | 646.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6443.50 | 584.9 | -129.05 | 41.39 | 41 | -7 | 32 |
For Nuvama Wealth Manage Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is 0.00
Historical price for 7000 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 646.15, 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 584.9, which was -129.05 lower than the previous day. The implied volatity was 41.39, the open interest changed by -7 which decreased total open position to 32
