Historical option data for NAM-INDIA
08 Jun 2026 10:39 AM IST
| NAM-INDIA 30-Jun-2026 (22d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.01
Theta: -0.97
Gamma: 0.0039
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1089.60 | 38.05 | -9.9 (-20.65%) | 37.77 | 335 | 0 | 284 | |||||||||
| 5 Jun | 1113.10 | 47.3 | -12.2 (-20.50%) | 33.85 | 317 | -5 | 282 | |||||||||
| 4 Jun | 1129.10 | 62 | 29.55 (91.06%) | 32.83 | 1,845 | -153 | 288 | |||||||||
| 3 Jun | 1077.80 | 32.2 | -1.3 (-3.88%) | 33.94 | 1,993 | -29 | 440 | |||||||||
| 2 Jun | 1089.90 | 33.35 | -1 (-2.91%) | 30.09 | 586 | 9 | 469 | |||||||||
| 1 Jun | 1092.90 | 34.2 | -9.6 (-21.92%) | 28.26 | 830 | 3 | 460 | |||||||||
| 29 May | 1100.20 | 43.5 | 7.45 (20.67%) | 31.3 | 2,360 | 321 | 458 | |||||||||
| 27 May | 1088.90 | 36.55 | -3.2 (-8.05%) | 29.29 | 309 | 34 | 135 | |||||||||
| 26 May | 1095.70 | 41 | 0.9 (2.24%) | 32.51 | 195 | 27 | 101 | |||||||||
| 25 May | 1100.10 | 42 | 7.4 (21.39%) | 27 | 101 | 18 | 73 | |||||||||
| 22 May | 1080.40 | 34.65 | 2.25 (6.94%) | 27.48 | 79 | 25 | 57 | |||||||||
| 21 May | 1078.80 | 32 | -27.2 (-45.95%) | 27.1 | 74 | 31 | 32 | |||||||||
| 20 May | 1103.00 | 59.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 1082.20 | 59.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 1083.00 | 59.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 1100.60 | 59.2 | 0 (0.00%) | 37.72 | 0 | 0 | 1 | |||||||||
| 14 May | 1092.30 | 59.2 | 0 (0.00%) | 37.72 | 1 | 1 | 1 | |||||||||
| 13 May | 1059.60 | 0 | -59.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1038.10 | 0 | -59.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1065.60 | 0 | -59.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1103.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1107.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1094.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1052.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nippon L I A M Ltd - strike price 1100 expiring on 30JUN2026
Delta for 1100 CE is 0.5
Historical price for 1100 CE is as follows
On 8 Jun NAM-INDIA was trading at 1089.60. The strike last trading price was 38.05, which was -9.9 lower than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 284
On 5 Jun NAM-INDIA was trading at 1113.10. The strike last trading price was 47.3, which was -12.2 lower than the previous day. The implied volatity was 33.85, the open interest changed by -5 which decreased total open position to 282
On 4 Jun NAM-INDIA was trading at 1129.10. The strike last trading price was 62, which was 29.55 higher than the previous day. The implied volatity was 32.83, the open interest changed by -153 which decreased total open position to 288
On 3 Jun NAM-INDIA was trading at 1077.80. The strike last trading price was 32.2, which was -1.3 lower than the previous day. The implied volatity was 33.94, the open interest changed by -29 which decreased total open position to 440
On 2 Jun NAM-INDIA was trading at 1089.90. The strike last trading price was 33.35, which was -1 lower than the previous day. The implied volatity was 30.09, the open interest changed by 9 which increased total open position to 469
On 1 Jun NAM-INDIA was trading at 1092.90. The strike last trading price was 34.2, which was -9.6 lower than the previous day. The implied volatity was 28.26, the open interest changed by 3 which increased total open position to 460
On 29 May NAM-INDIA was trading at 1100.20. The strike last trading price was 43.5, which was 7.45 higher than the previous day. The implied volatity was 31.3, the open interest changed by 321 which increased total open position to 458
On 27 May NAM-INDIA was trading at 1088.90. The strike last trading price was 36.55, which was -3.2 lower than the previous day. The implied volatity was 29.29, the open interest changed by 34 which increased total open position to 135
On 26 May NAM-INDIA was trading at 1095.70. The strike last trading price was 41, which was 0.9 higher than the previous day. The implied volatity was 32.51, the open interest changed by 27 which increased total open position to 101
On 25 May NAM-INDIA was trading at 1100.10. The strike last trading price was 42, which was 7.4 higher than the previous day. The implied volatity was 27, the open interest changed by 18 which increased total open position to 73
On 22 May NAM-INDIA was trading at 1080.40. The strike last trading price was 34.65, which was 2.25 higher than the previous day. The implied volatity was 27.48, the open interest changed by 25 which increased total open position to 57
On 21 May NAM-INDIA was trading at 1078.80. The strike last trading price was 32, which was -27.2 lower than the previous day. The implied volatity was 27.1, the open interest changed by 31 which increased total open position to 32
On 20 May NAM-INDIA was trading at 1103.00. The strike last trading price was 59.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May NAM-INDIA was trading at 1082.20. The strike last trading price was 59.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May NAM-INDIA was trading at 1083.00. The strike last trading price was 59.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May NAM-INDIA was trading at 1100.60. The strike last trading price was 59.2, which was 0 lower than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 1
On 14 May NAM-INDIA was trading at 1092.30. The strike last trading price was 59.2, which was 0 lower than the previous day. The implied volatity was 37.72, the open interest changed by 1 which increased total open position to 1
On 13 May NAM-INDIA was trading at 1059.60. The strike last trading price was 0, which was -59.2 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 NAM-INDIA was trading at 1038.10. The strike last trading price was 0, which was -59.2 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 NAM-INDIA was trading at 1065.60. The strike last trading price was 0, which was -59.2 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 NAM-INDIA was trading at 1103.40. 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 7 May NAM-INDIA was trading at 1107.40. 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 6 May NAM-INDIA was trading at 1094.20. 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 5 May NAM-INDIA was trading at 1052.80. 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
| NAM-INDIA 30-Jun-2026 (22d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 0.01
Theta: -0.95
Gamma: 0.00336
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1089.60 | 50 | 9 (21.95%) | 43.76 | 350 | 16 | 288 |
| 5 Jun | 1113.10 | 42 | 9 (27.27%) | 42.14 | 411 | 12 | 272 |
| 4 Jun | 1129.10 | 32 | -27 (-45.76%) | 40.75 | 364 | 46 | 260 |
| 3 Jun | 1077.80 | 57 | 1 (1.79%) | 41.15 | 94 | 6 | 214 |
| 2 Jun | 1089.90 | 56 | -6 (-9.68%) | 43.91 | 29 | 5 | 210 |
| 1 Jun | 1092.90 | 61 | 8 (15.09%) | 48.97 | 162 | -5 | 205 |
| 29 May | 1100.20 | 52 | 2 (4.00%) | 42 | 448 | 120 | 210 |
| 27 May | 1088.90 | 48 | -2 (-4.00%) | 35.89 | 117 | 28 | 91 |
| 26 May | 1095.70 | 50 | 5 (11.11%) | 34.73 | 47 | 15 | 63 |
| 25 May | 1100.10 | 45 | -12 (-21.05%) | 34.45 | 49 | 25 | 47 |
| 22 May | 1080.40 | 57 | -9 (-13.64%) | 35.45 | 31 | 1 | 22 |
| 21 May | 1078.80 | 66.25 | -58.75 (-47.00%) | 40.68 | 33 | 20 | 20 |
| 20 May | 1103.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1082.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1083.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1100.60 | 0 | -125 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1092.30 | 0 | -125 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1059.60 | 0 | -125 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1038.10 | 0 | -125 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1065.60 | 0 | -125 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1103.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1107.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1094.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1052.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 1100 expiring on 30JUN2026
Delta for 1100 PE is -0.5
Historical price for 1100 PE is as follows
On 8 Jun NAM-INDIA was trading at 1089.60. The strike last trading price was 50, which was 9 higher than the previous day. The implied volatity was 43.76, the open interest changed by 16 which increased total open position to 288
On 5 Jun NAM-INDIA was trading at 1113.10. The strike last trading price was 42, which was 9 higher than the previous day. The implied volatity was 42.14, the open interest changed by 12 which increased total open position to 272
On 4 Jun NAM-INDIA was trading at 1129.10. The strike last trading price was 32, which was -27 lower than the previous day. The implied volatity was 40.75, the open interest changed by 46 which increased total open position to 260
On 3 Jun NAM-INDIA was trading at 1077.80. The strike last trading price was 57, which was 1 higher than the previous day. The implied volatity was 41.15, the open interest changed by 6 which increased total open position to 214
On 2 Jun NAM-INDIA was trading at 1089.90. The strike last trading price was 56, which was -6 lower than the previous day. The implied volatity was 43.91, the open interest changed by 5 which increased total open position to 210
On 1 Jun NAM-INDIA was trading at 1092.90. The strike last trading price was 61, which was 8 higher than the previous day. The implied volatity was 48.97, the open interest changed by -5 which decreased total open position to 205
On 29 May NAM-INDIA was trading at 1100.20. The strike last trading price was 52, which was 2 higher than the previous day. The implied volatity was 42, the open interest changed by 120 which increased total open position to 210
On 27 May NAM-INDIA was trading at 1088.90. The strike last trading price was 48, which was -2 lower than the previous day. The implied volatity was 35.89, the open interest changed by 28 which increased total open position to 91
On 26 May NAM-INDIA was trading at 1095.70. The strike last trading price was 50, which was 5 higher than the previous day. The implied volatity was 34.73, the open interest changed by 15 which increased total open position to 63
On 25 May NAM-INDIA was trading at 1100.10. The strike last trading price was 45, which was -12 lower than the previous day. The implied volatity was 34.45, the open interest changed by 25 which increased total open position to 47
On 22 May NAM-INDIA was trading at 1080.40. The strike last trading price was 57, which was -9 lower than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 22
On 21 May NAM-INDIA was trading at 1078.80. The strike last trading price was 66.25, which was -58.75 lower than the previous day. The implied volatity was 40.68, the open interest changed by 20 which increased total open position to 20
On 20 May NAM-INDIA was trading at 1103.00. 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
On 19 May NAM-INDIA was trading at 1082.20. 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 18 May NAM-INDIA was trading at 1083.00. 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
On 15 May NAM-INDIA was trading at 1100.60. The strike last trading price was 0, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NAM-INDIA was trading at 1092.30. The strike last trading price was 0, which was -125 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 NAM-INDIA was trading at 1059.60. The strike last trading price was 0, which was -125 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 NAM-INDIA was trading at 1038.10. The strike last trading price was 0, which was -125 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 NAM-INDIA was trading at 1065.60. The strike last trading price was 0, which was -125 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 NAM-INDIA was trading at 1103.40. 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 7 May NAM-INDIA was trading at 1107.40. 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 6 May NAM-INDIA was trading at 1094.20. 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 5 May NAM-INDIA was trading at 1052.80. 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
