Historical option data for NAM-INDIA
26 May 2026 04:10 PM IST
| NAM-INDIA 30-Jun-2026 (34d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.01
Theta: -0.69
Gamma: 0.00362
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 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 (34d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.56
Gamma: 0.00339
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 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
