NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
21 Sep 2025 04:16 PM IST
| NUVAMA 30SEP2025 7500 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.65
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 6406.00 | 4.5 | -2 | 44.34 | 10 | 2 | 273 | |||||||||
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| 14 Sept | 6443.50 | 8.2 | 2.2 | 36.64 | 919 | 57 | 170 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is 0.02
Historical price for 7500 CE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 4.5, which was -2 lower than the previous day. The implied volatity was 44.34, the open interest changed by 2 which increased total open position to 273
On 14 Sept NUVAMA was trading at 6443.50. The strike last trading price was 8.2, which was 2.2 higher than the previous day. The implied volatity was 36.64, the open interest changed by 57 which increased total open position to 170
| NUVAMA 30SEP2025 7500 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 | 1092.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6443.50 | 1092.95 | 0 | 0.00 | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is 0.00
Historical price for 7500 PE is as follows
On 21 Sept NUVAMA was trading at 6406.00. The strike last trading price was 1092.95, 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 1092.95, 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
