Historical option data for NUVAMA
23 Jun 2026 12:14 PM IST
| NUVAMA 28-Jul-2026 (35d) 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.02
Theta: -0.7
Gamma: 0.00268
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1758.20 | 89.15 | -2.35 (-2.57%) | 23.24 | 51 | 39 | 63 | |||||||||
| 22 Jun | 1740.80 | 91.5 | 3.5 (3.98%) | 23.8 | 5 | -1 | 24 | |||||||||
| 19 Jun | 1739.60 | 88 | 4.85 (5.83%) | 29.17 | 4 | -1 | 25 | |||||||||
| 18 Jun | 1720.40 | 85 | 0.55 (0.65%) | 30.04 | 21 | 11 | 21 | |||||||||
| 17 Jun | 1726.70 | 85 | 21.55 (33.96%) | 27.44 | 15 | 9 | 9 | |||||||||
| 16 Jun | 1660.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 1660.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1700 expiring on 28JUL2026
Delta for 1700 CE is 0.71
Historical price for 1700 CE is as follows
On 23 Jun NUVAMA was trading at 1758.20. The strike last trading price was 89.15, which was -2.35 lower than the previous day. The implied volatity was 23.24, the open interest changed by 39 which increased total open position to 63
On 22 Jun NUVAMA was trading at 1740.80. The strike last trading price was 91.5, which was 3.5 higher than the previous day. The implied volatity was 23.8, the open interest changed by -1 which decreased total open position to 24
On 19 Jun NUVAMA was trading at 1739.60. The strike last trading price was 88, which was 4.85 higher than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 25
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 85, which was 0.55 higher than the previous day. The implied volatity was 30.04, the open interest changed by 11 which increased total open position to 21
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 85, which was 21.55 higher than the previous day. The implied volatity was 27.44, the open interest changed by 9 which increased total open position to 9
On 16 Jun NUVAMA was trading at 1660.70. 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 15 Jun NUVAMA was trading at 1660.90. 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 28-Jul-2026 (35d) 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.02
Theta: -1.04
Gamma: 0.00168
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1758.20 | 61 | 6 (10.91%) | 41.06 | 39 | 36 | 47 |
| 22 Jun | 1740.80 | 55.05 | -19.95 (-26.60%) | 38.12 | 7 | 5 | 11 |
| 19 Jun | 1739.60 | 75.3 | 75.3 (4.58%) | 39.25 | 3 | 0 | 6 |
| 18 Jun | 1720.40 | 75.3 | 3.3 (4.58%) | 39.25 | 3 | 2 | 6 |
| 17 Jun | 1726.70 | 71.95 | -28.05 (-28.05%) | 37.14 | 9 | 1 | 4 |
| 16 Jun | 1660.70 | 99.7 | 0 (0.00%) | 36.72 | 4 | 0 | 3 |
| 15 Jun | 1660.90 | 99.7 | -133.3 (-57.21%) | 36.72 | 4 | 1 | 1 |
For Nuvama Wealth Manage Ltd - strike price 1700 expiring on 28JUL2026
Delta for 1700 PE is -0.37
Historical price for 1700 PE is as follows
On 23 Jun NUVAMA was trading at 1758.20. The strike last trading price was 61, which was 6 higher than the previous day. The implied volatity was 41.06, the open interest changed by 36 which increased total open position to 47
On 22 Jun NUVAMA was trading at 1740.80. The strike last trading price was 55.05, which was -19.95 lower than the previous day. The implied volatity was 38.12, the open interest changed by 5 which increased total open position to 11
On 19 Jun NUVAMA was trading at 1739.60. The strike last trading price was 75.3, which was 75.3 higher than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 6
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 75.3, which was 3.3 higher than the previous day. The implied volatity was 39.25, the open interest changed by 2 which increased total open position to 6
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 71.95, which was -28.05 lower than the previous day. The implied volatity was 37.14, the open interest changed by 1 which increased total open position to 4
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 3
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 99.7, which was -133.3 lower than the previous day. The implied volatity was 36.72, the open interest changed by 1 which increased total open position to 1
