NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 7100 CE | ||||||||||||||||
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Delta: 0.08
Vega: 1.59
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 14.45 | -2.65 | 38.95 | 183 | 23 | 404 | |||||||||
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| 14 Sept | 6443.50 | 34 | 15.7 | 35.93 | 2,388 | -15 | 343 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 CE is 0.08
Historical price for 7100 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 14.45, which was -2.65 lower than the previous day. The implied volatity was 38.95, the open interest changed by 23 which increased total open position to 404
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 34, which was 15.7 higher than the previous day. The implied volatity was 35.93, the open interest changed by -15 which decreased total open position to 343
| NUVAMA 30SEP2025 7100 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 | 699.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6443.50 | 699.55 | 0 | 0.00 | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 PE is 0.00
Historical price for 7100 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 699.55, 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 699.55, 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
