NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
07 May 2026 11:55 AM IST
| NAM-INDIA 26-May-2026 (19d) 1040 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.01
Theta: -0.74
Gamma: 0.00359
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1095.00 | 68.95 | -0.5 (-0.72%) | 34.12 | 7 | 0 | 106 | |||||||||
| 6 May | 1094.20 | 69.5 | 22 (46.32%) | 33.89 | 373 | -27 | 114 | |||||||||
| 5 May | 1052.80 | 48.65 | 14.299999999999997 (41.63%) | 38.83 | 525 | -42 | 144 | |||||||||
| 4 May | 1019.30 | 34.3 | 0.29999999999999716 (0.88%) | 41.8 | 137 | 12 | 186 | |||||||||
| 30 Apr | 1009.95 | 33.9 | -8.300000000000004 (-19.67%) | 41.83 | 292 | 17 | 191 | |||||||||
| 29 Apr | 1028.90 | 40 | -3.3999999999999986 (-7.83%) | 42.27 | 414 | -6 | 173 | |||||||||
| 28 Apr | 1023.25 | 42 | 5 (13.51%) | 41.15 | 1,500 | 179 | 187 | |||||||||
| 27 Apr | 989.70 | 37 | -0.10000000000000142 (-0.27%) | 46.94 | 4 | 2 | 8 | |||||||||
| 24 Apr | 979.35 | 37.1 | -12.899999999999999 (-25.80%) | 47.52 | 4 | 1 | 6 | |||||||||
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| 23 Apr | 1031.95 | 50 | -11 (-18.03%) | 38.6 | 8 | 3 | 5 | |||||||||
| 22 Apr | 1060.10 | 61 | 2.8999999999999986 (4.99%) | 43.68 | 2 | 1 | 2 | |||||||||
| 21 Apr | 1055.35 | 58.1 | 8.649999999999999 (17.49%) | 57.98 | 0 | 0 | 1 | |||||||||
| 15 Apr | 951.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 915.45 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Nippon L I A M Ltd - strike price 1040 expiring on 26MAY2026
Delta for 1040 CE is 0.76
Historical price for 1040 CE is as follows
On 7 May NAM-INDIA was trading at 1095.00. The strike last trading price was 68.95, which was -0.5 lower than the previous day. The implied volatity was 34.12, the open interest changed by 0 which decreased total open position to 106
On 6 May NAM-INDIA was trading at 1094.20. The strike last trading price was 69.5, which was 22 higher than the previous day. The implied volatity was 33.89, the open interest changed by -27 which decreased total open position to 114
On 5 May NAM-INDIA was trading at 1052.80. The strike last trading price was 48.65, which was 14.299999999999997 higher than the previous day. The implied volatity was 38.83, the open interest changed by -42 which decreased total open position to 144
On 4 May NAM-INDIA was trading at 1019.30. The strike last trading price was 34.3, which was 0.29999999999999716 higher than the previous day. The implied volatity was 41.8, the open interest changed by 12 which increased total open position to 186
On 30 Apr NAM-INDIA was trading at 1009.95. The strike last trading price was 33.9, which was -8.300000000000004 lower than the previous day. The implied volatity was 41.83, the open interest changed by 17 which increased total open position to 191
On 29 Apr NAM-INDIA was trading at 1028.90. The strike last trading price was 40, which was -3.3999999999999986 lower than the previous day. The implied volatity was 42.27, the open interest changed by -6 which decreased total open position to 173
On 28 Apr NAM-INDIA was trading at 1023.25. The strike last trading price was 42, which was 5 higher than the previous day. The implied volatity was 41.15, the open interest changed by 179 which increased total open position to 187
On 27 Apr NAM-INDIA was trading at 989.70. The strike last trading price was 37, which was -0.10000000000000142 lower than the previous day. The implied volatity was 46.94, the open interest changed by 2 which increased total open position to 8
On 24 Apr NAM-INDIA was trading at 979.35. The strike last trading price was 37.1, which was -12.899999999999999 lower than the previous day. The implied volatity was 47.52, the open interest changed by 1 which increased total open position to 6
On 23 Apr NAM-INDIA was trading at 1031.95. The strike last trading price was 50, which was -11 lower than the previous day. The implied volatity was 38.6, the open interest changed by 3 which increased total open position to 5
On 22 Apr NAM-INDIA was trading at 1060.10. The strike last trading price was 61, which was 2.8999999999999986 higher than the previous day. The implied volatity was 43.68, the open interest changed by 1 which increased total open position to 2
On 21 Apr NAM-INDIA was trading at 1055.35. The strike last trading price was 58.1, which was 8.649999999999999 higher than the previous day. The implied volatity was 57.98, the open interest changed by 0 which decreased total open position to 1
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| NAM-INDIA 26-May-2026 (19d) 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.01
Theta: -0.66
Gamma: 0.00339
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1095.00 | 14.7 | -1.6999999999999993 (-10.37%) | 37.11 | 72 | 13 | 80 |
| 6 May | 1094.20 | 16.4 | -16.65 (-50.38%) | 39.39 | 118 | -4 | 66 |
| 5 May | 1052.80 | 33.4 | -18.75 (-35.95%) | 39.91 | 57 | -1 | 69 |
| 4 May | 1019.30 | 52.15 | -8.5 (-14.01%) | 41.44 | 23 | 13 | 70 |
| 30 Apr | 1009.95 | 62 | 8.75 (16.43%) | 41.7 | 56 | 2 | 59 |
| 29 Apr | 1028.90 | 55 | -4.149999999999999 (-7.02%) | 43.9 | 128 | 25 | 60 |
| 28 Apr | 1023.25 | 58 | -10 (-14.71%) | 43.46 | 128 | 34 | 35 |
| 27 Apr | 989.70 | 68 | 68 | - | 0 | 0 | 1 |
| 24 Apr | 979.35 | 68 | 68 | - | 0 | 0 | 1 |
| 23 Apr | 1031.95 | 68 | 68 (-70.90%) | 62.79 | 0 | 0 | 1 |
| 22 Apr | 1060.10 | 68 | -165.65 (-70.90%) | 62.79 | 1 | 0 | 0 |
| 21 Apr | 1055.35 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 951.55 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 915.45 | 0 | 0 | - | 0 | 10 | 10 |
For Nippon L I A M Ltd - strike price 1040 expiring on 26MAY2026
Delta for 1040 PE is -0.25
Historical price for 1040 PE is as follows
On 7 May NAM-INDIA was trading at 1095.00. The strike last trading price was 14.7, which was -1.6999999999999993 lower than the previous day. The implied volatity was 37.11, the open interest changed by 13 which increased total open position to 80
On 6 May NAM-INDIA was trading at 1094.20. The strike last trading price was 16.4, which was -16.65 lower than the previous day. The implied volatity was 39.39, the open interest changed by -4 which decreased total open position to 66
On 5 May NAM-INDIA was trading at 1052.80. The strike last trading price was 33.4, which was -18.75 lower than the previous day. The implied volatity was 39.91, the open interest changed by -1 which decreased total open position to 69
On 4 May NAM-INDIA was trading at 1019.30. The strike last trading price was 52.15, which was -8.5 lower than the previous day. The implied volatity was 41.44, the open interest changed by 13 which increased total open position to 70
On 30 Apr NAM-INDIA was trading at 1009.95. The strike last trading price was 62, which was 8.75 higher than the previous day. The implied volatity was 41.7, the open interest changed by 2 which increased total open position to 59
On 29 Apr NAM-INDIA was trading at 1028.90. The strike last trading price was 55, which was -4.149999999999999 lower than the previous day. The implied volatity was 43.9, the open interest changed by 25 which increased total open position to 60
On 28 Apr NAM-INDIA was trading at 1023.25. The strike last trading price was 58, which was -10 lower than the previous day. The implied volatity was 43.46, the open interest changed by 34 which increased total open position to 35
On 27 Apr NAM-INDIA was trading at 989.70. The strike last trading price was 68, which was 68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NAM-INDIA was trading at 979.35. The strike last trading price was 68, which was 68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr NAM-INDIA was trading at 1031.95. The strike last trading price was 68, which was 68 higher than the previous day. The implied volatity was 62.79, the open interest changed by 0 which decreased total open position to 1
On 22 Apr NAM-INDIA was trading at 1060.10. The strike last trading price was 68, which was -165.65 lower than the previous day. The implied volatity was 62.79, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NAM-INDIA was trading at 1055.35. 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 Apr NAM-INDIA was trading at 951.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
