Historical option data for NUVAMA
26 May 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (34d) 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.02
Theta: -1.01
Gamma: 0.00237
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1513.40 | 76 | 0 (0.00%) | 35.23 | 102 | 8 | 116 | |||||||||
| 25 May | 1504.80 | 75.5 | 8.5 (12.69%) | 35.56 | 158 | 31 | 107 | |||||||||
| 22 May | 1480.90 | 66.4 | -4.6 (-6.48%) | 36.48 | 66 | 18 | 75 | |||||||||
| 21 May | 1499.00 | 70.9 | 5.9 (9.08%) | 33.94 | 61 | 12 | 58 | |||||||||
| 20 May | 1476.20 | 59.75 | -2.25 (-3.63%) | 36.82 | 27 | -3 | 45 | |||||||||
| 19 May | 1467.20 | 61.85 | 15.2 (32.58%) | 36.46 | 57 | 28 | 47 | |||||||||
| 18 May | 1439.60 | 46.65 | -15.45 (-24.88%) | 33.62 | 12 | 9 | 19 | |||||||||
| 15 May | 1458.50 | 62.1 | -7 (-10.13%) | 36.6 | 12 | 7 | 7 | |||||||||
| 14 May | 1477.90 | 0 | -69.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -69.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -69.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -69.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1500 expiring on 30JUN2026
Delta for 1500 CE is 0.57
Historical price for 1500 CE is as follows
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was 35.23, the open interest changed by 8 which increased total open position to 116
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 75.5, which was 8.5 higher than the previous day. The implied volatity was 35.56, the open interest changed by 31 which increased total open position to 107
On 22 May NUVAMA was trading at 1480.90. The strike last trading price was 66.4, which was -4.6 lower than the previous day. The implied volatity was 36.48, the open interest changed by 18 which increased total open position to 75
On 21 May NUVAMA was trading at 1499.00. The strike last trading price was 70.9, which was 5.9 higher than the previous day. The implied volatity was 33.94, the open interest changed by 12 which increased total open position to 58
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 59.75, which was -2.25 lower than the previous day. The implied volatity was 36.82, the open interest changed by -3 which decreased total open position to 45
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 61.85, which was 15.2 higher than the previous day. The implied volatity was 36.46, the open interest changed by 28 which increased total open position to 47
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 46.65, which was -15.45 lower than the previous day. The implied volatity was 33.62, the open interest changed by 9 which increased total open position to 19
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 62.1, which was -7 lower than the previous day. The implied volatity was 36.6, the open interest changed by 7 which increased total open position to 7
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 0, which was -69.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 0, which was -69.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 0, which was -69.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 0, which was -69.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NUVAMA was trading at 1346.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NUVAMA 30-Jun-2026 (34d) 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.02
Theta: -0.81
Gamma: 0.0022
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1513.40 | 52 | -11.3 (-17.85%) | 36.73 | 53 | 17 | 89 |
| 25 May | 1504.80 | 62.5 | -11.45 (-15.48%) | 36.55 | 71 | 40 | 71 |
| 22 May | 1480.90 | 73 | 7.9 (12.14%) | 34.6 | 15 | -3 | 31 |
| 21 May | 1499.00 | 65.1 | -14 (-17.70%) | 35.86 | 19 | -8 | 34 |
| 20 May | 1476.20 | 76 | -13.9 (-15.46%) | 35.06 | 12 | 7 | 41 |
| 19 May | 1467.20 | 90.9 | -18.1 (-16.61%) | 39.13 | 14 | 11 | 33 |
| 18 May | 1439.60 | 109.1 | 14.1 (14.84%) | 41.26 | 1 | 0 | 22 |
| 15 May | 1458.50 | 95 | 0 (0.00%) | 41.33 | 0 | 0 | 22 |
| 14 May | 1477.90 | 95 | 16.75 (21.41%) | 41.33 | 20 | 15 | 21 |
| 13 May | 1519.30 | 78.5 | 6.5 (9.03%) | 0 | 7 | 0 | 6 |
| 12 May | 1548.20 | 72 | 13.5 (23.08%) | 0 | 6 | -4 | 7 |
| 11 May | 1598.80 | 58.5 | -2.5 (-4.10%) | 0 | 2 | 0 | 11 |
| 8 May | 1631.50 | 61 | -114.85 (-65.31%) | 50.46 | 17 | 11 | 11 |
| 29 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1500 expiring on 30JUN2026
Delta for 1500 PE is -0.39
Historical price for 1500 PE is as follows
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 52, which was -11.3 lower than the previous day. The implied volatity was 36.73, the open interest changed by 17 which increased total open position to 89
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 62.5, which was -11.45 lower than the previous day. The implied volatity was 36.55, the open interest changed by 40 which increased total open position to 71
On 22 May NUVAMA was trading at 1480.90. The strike last trading price was 73, which was 7.9 higher than the previous day. The implied volatity was 34.6, the open interest changed by -3 which decreased total open position to 31
On 21 May NUVAMA was trading at 1499.00. The strike last trading price was 65.1, which was -14 lower than the previous day. The implied volatity was 35.86, the open interest changed by -8 which decreased total open position to 34
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 76, which was -13.9 lower than the previous day. The implied volatity was 35.06, the open interest changed by 7 which increased total open position to 41
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 90.9, which was -18.1 lower than the previous day. The implied volatity was 39.13, the open interest changed by 11 which increased total open position to 33
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 109.1, which was 14.1 higher than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 22
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 95, which was 0 lower than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 22
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 95, which was 16.75 higher than the previous day. The implied volatity was 41.33, the open interest changed by 15 which increased total open position to 21
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 78.5, which was 6.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 72, which was 13.5 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 7
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 58.5, which was -2.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 11
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 61, which was -114.85 lower than the previous day. The implied volatity was 50.46, the open interest changed by 11 which increased total open position to 11
On 29 Apr NUVAMA was trading at 1346.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
