Historical option data for NAM-INDIA
22 Jun 2026 01:16 PM IST
| NAM-INDIA 28-Jul-2026 (36d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.01
Theta: -0.5
Gamma: 0.00208
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1182.70 | 85.35 | 0 (0.00%) | 38.98 | 9 | 0 | 15 | |||||||||
| 19 Jun | 1186.90 | 85.65 | 14.65 (20.63%) | 38.98 | 9 | 0 | 15 | |||||||||
| 18 Jun | 1167.40 | 70.7 | 6.7 (10.47%) | 22.71 | 5 | 0 | 15 | |||||||||
| 17 Jun | 1153.70 | 63.7 | -5.3 (-7.68%) | 21.93 | 5 | -2 | 15 | |||||||||
| 16 Jun | 1142.40 | 69 | 0 (0.00%) | 23.99 | 5 | 0 | 17 | |||||||||
| 15 Jun | 1140.10 | 69 | 29 (72.50%) | 23.99 | 5 | 4 | 18 | |||||||||
| 12 Jun | 1089.10 | 40 | 12 (42.86%) | 29.11 | 9 | 1 | 13 | |||||||||
| 11 Jun | 1041.60 | 28.45 | -11.55 (-28.88%) | 32.09 | 9 | 7 | 12 | |||||||||
| 10 Jun | 1061.50 | 39.65 | -8.35 (-17.40%) | 32.69 | 1 | 1 | 5 | |||||||||
| 9 Jun | 1084.80 | 48 | 11 (29.73%) | 33.37 | 1 | 0 | 4 | |||||||||
| 8 Jun | 1055.20 | 37 | -56.1 (-60.26%) | 34.87 | 4 | 3 | 3 | |||||||||
For Nippon L I A M Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.75
Historical price for 1100 CE is as follows
On 22 Jun NAM-INDIA was trading at 1182.70. The strike last trading price was 85.35, which was 0 lower than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 15
On 19 Jun NAM-INDIA was trading at 1186.90. The strike last trading price was 85.65, which was 14.65 higher than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 15
On 18 Jun NAM-INDIA was trading at 1167.40. The strike last trading price was 70.7, which was 6.7 higher than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 15
On 17 Jun NAM-INDIA was trading at 1153.70. The strike last trading price was 63.7, which was -5.3 lower than the previous day. The implied volatity was 21.93, the open interest changed by -2 which decreased total open position to 15
On 16 Jun NAM-INDIA was trading at 1142.40. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 17
On 15 Jun NAM-INDIA was trading at 1140.10. The strike last trading price was 69, which was 29 higher than the previous day. The implied volatity was 23.99, the open interest changed by 4 which increased total open position to 18
On 12 Jun NAM-INDIA was trading at 1089.10. The strike last trading price was 40, which was 12 higher than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 13
On 11 Jun NAM-INDIA was trading at 1041.60. The strike last trading price was 28.45, which was -11.55 lower than the previous day. The implied volatity was 32.09, the open interest changed by 7 which increased total open position to 12
On 10 Jun NAM-INDIA was trading at 1061.50. The strike last trading price was 39.65, which was -8.35 lower than the previous day. The implied volatity was 32.69, the open interest changed by 1 which increased total open position to 5
On 9 Jun NAM-INDIA was trading at 1084.80. The strike last trading price was 48, which was 11 higher than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 4
On 8 Jun NAM-INDIA was trading at 1055.20. The strike last trading price was 37, which was -56.1 lower than the previous day. The implied volatity was 34.87, the open interest changed by 3 which increased total open position to 3
| NAM-INDIA 28-Jul-2026 (36d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.01
Theta: -0.47
Gamma: 0.00223
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1182.70 | 20 | -1 (-4.76%) | 36.74 | 4 | 1 | 35 |
| 19 Jun | 1186.90 | 20.8 | -4.2 (-16.80%) | 37.53 | 36 | 19 | 30 |
| 18 Jun | 1167.40 | 25 | -7.8 (-23.78%) | 33.29 | 4 | 1 | 8 |
| 17 Jun | 1153.70 | 32.8 | -4.95 (-13.11%) | 36.79 | 3 | 0 | 7 |
| 16 Jun | 1142.40 | 37.75 | 37.75 (-47.22%) | 38.45 | 5 | 0 | 7 |
| 15 Jun | 1140.10 | 38 | -34 (-47.22%) | 38.45 | 5 | 3 | 6 |
| 12 Jun | 1089.10 | 72 | 72 | - | 2 | 0 | 3 |
| 11 Jun | 1041.60 | 72 | 72 | - | 2 | 0 | 3 |
| 10 Jun | 1061.50 | 72 | 72 (-9.38%) | 43.45 | 2 | 0 | 3 |
| 9 Jun | 1084.80 | 72 | -7.45 (-9.38%) | 43.45 | 2 | 1 | 2 |
| 8 Jun | 1055.20 | 79.45 | -6.65 (-7.72%) | 35.51 | 3 | 1 | 1 |
For Nippon L I A M Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.23
Historical price for 1100 PE is as follows
On 22 Jun NAM-INDIA was trading at 1182.70. The strike last trading price was 20, which was -1 lower than the previous day. The implied volatity was 36.74, the open interest changed by 1 which increased total open position to 35
On 19 Jun NAM-INDIA was trading at 1186.90. The strike last trading price was 20.8, which was -4.2 lower than the previous day. The implied volatity was 37.53, the open interest changed by 19 which increased total open position to 30
On 18 Jun NAM-INDIA was trading at 1167.40. The strike last trading price was 25, which was -7.8 lower than the previous day. The implied volatity was 33.29, the open interest changed by 1 which increased total open position to 8
On 17 Jun NAM-INDIA was trading at 1153.70. The strike last trading price was 32.8, which was -4.95 lower than the previous day. The implied volatity was 36.79, the open interest changed by 0 which decreased total open position to 7
On 16 Jun NAM-INDIA was trading at 1142.40. The strike last trading price was 37.75, which was 37.75 higher than the previous day. The implied volatity was 38.45, the open interest changed by 0 which decreased total open position to 7
On 15 Jun NAM-INDIA was trading at 1140.10. The strike last trading price was 38, which was -34 lower than the previous day. The implied volatity was 38.45, the open interest changed by 3 which increased total open position to 6
On 12 Jun NAM-INDIA was trading at 1089.10. The strike last trading price was 72, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Jun NAM-INDIA was trading at 1041.60. The strike last trading price was 72, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun NAM-INDIA was trading at 1061.50. The strike last trading price was 72, which was 72 higher than the previous day. The implied volatity was 43.45, the open interest changed by 0 which decreased total open position to 3
On 9 Jun NAM-INDIA was trading at 1084.80. The strike last trading price was 72, which was -7.45 lower than the previous day. The implied volatity was 43.45, the open interest changed by 1 which increased total open position to 2
On 8 Jun NAM-INDIA was trading at 1055.20. The strike last trading price was 79.45, which was -6.65 lower than the previous day. The implied volatity was 35.51, the open interest changed by 1 which increased total open position to 1
