Historical option data for NAM-INDIA
29 Jun 2026 10:50 AM IST
| NAM-INDIA 28-Jul-2026 (27d) 1160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.01
Theta: -0.64
Gamma: 0.00475
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1152.80 | 32.5 | 2.95 (9.98%) | 25.61 | 183 | 74 | 88 | |||||||||
| 25 Jun | 1139.00 | 29.35 | -6.65 (-18.47%) | 25.8 | 14 | 4 | 13 | |||||||||
| 24 Jun | 1157.40 | 35.75 | -6.25 (-14.88%) | 23.8 | 9 | 5 | 8 | |||||||||
| 23 Jun | 1168.60 | 42 | -8.85 (-17.40%) | 22.53 | 3 | 1 | 2 | |||||||||
| 22 Jun | 1188.40 | 50.85 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 Jun | 1186.90 | 50.85 | -0.15 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 18 Jun | 1167.40 | 50.85 | -0.15 (-0.29%) | 32.33 | 1 | 0 | 1 | |||||||||
| 17 Jun | 1153.70 | 50.85 | -8.15 (-13.81%) | 32.33 | 1 | 0 | 0 | |||||||||
For Nippon L I A M Ltd - strike price 1160 expiring on 28JUL2026
Delta for 1160 CE is 0.5
Historical price for 1160 CE is as follows
On 29 Jun NAM-INDIA was trading at 1152.80. The strike last trading price was 32.5, which was 2.95 higher than the previous day. The implied volatity was 25.61, the open interest changed by 74 which increased total open position to 88
On 25 Jun NAM-INDIA was trading at 1139.00. The strike last trading price was 29.35, which was -6.65 lower than the previous day. The implied volatity was 25.8, the open interest changed by 4 which increased total open position to 13
On 24 Jun NAM-INDIA was trading at 1157.40. The strike last trading price was 35.75, which was -6.25 lower than the previous day. The implied volatity was 23.8, the open interest changed by 5 which increased total open position to 8
On 23 Jun NAM-INDIA was trading at 1168.60. The strike last trading price was 42, which was -8.85 lower than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 2
On 22 Jun NAM-INDIA was trading at 1188.40. The strike last trading price was 50.85, 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 Jun NAM-INDIA was trading at 1186.90. The strike last trading price was 50.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun NAM-INDIA was trading at 1167.40. The strike last trading price was 50.85, which was -0.15 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 1
On 17 Jun NAM-INDIA was trading at 1153.70. The strike last trading price was 50.85, which was -8.15 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 0
| NAM-INDIA 28-Jul-2026 (27d) 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.01
Theta: -0.83
Gamma: 0.00286
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1152.80 | 57 | 22 (62.86%) | 42.47 | 155 | 45 | 47 |
| 25 Jun | 1139.00 | 34.7 | 34.7 | - | 2 | 0 | 2 |
| 24 Jun | 1157.40 | 34.7 | 34.7 (-80.62%) | 26.74 | 2 | 0 | 2 |
| 23 Jun | 1168.60 | 34.7 | -144.35 (-80.62%) | 26.74 | 2 | 2 | 2 |
| 22 Jun | 1188.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1186.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1167.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1153.70 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 1160 expiring on 28JUL2026
Delta for 1160 PE is -0.48
Historical price for 1160 PE is as follows
On 29 Jun NAM-INDIA was trading at 1152.80. The strike last trading price was 57, which was 22 higher than the previous day. The implied volatity was 42.47, the open interest changed by 45 which increased total open position to 47
On 25 Jun NAM-INDIA was trading at 1139.00. The strike last trading price was 34.7, which was 34.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Jun NAM-INDIA was trading at 1157.40. The strike last trading price was 34.7, which was 34.7 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 2
On 23 Jun NAM-INDIA was trading at 1168.60. The strike last trading price was 34.7, which was -144.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by 2 which increased total open position to 2
On 22 Jun NAM-INDIA was trading at 1188.40. 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 19 Jun NAM-INDIA was trading at 1186.90. 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
On 18 Jun NAM-INDIA was trading at 1167.40. 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 17 Jun NAM-INDIA was trading at 1153.70. 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
