NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
02 Apr 2026 04:14 PM IST
| NAM-INDIA 28-Apr-2026 (25d) 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.86
Theta: -0.72
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 2 Apr | 829.90 | 39.2 | 3.8 | 36.4 | 16 | 5 | 5 | |||||||||
| 1 Apr | 865.15 | 35.4 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
For Nippon L I A M Ltd - strike price 820 expiring on 28APR2026
Delta for 820 CE is 0.59
Historical price for 820 CE is as follows
On 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 39.2, which was 3.8 higher than the previous day. The implied volatity was 36.4, the open interest changed by 5 which increased total open position to 5
On 1 Apr NAM-INDIA was trading at 865.15. The strike last trading price was 35.4, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
| NAM-INDIA 28-Apr-2026 (25d) 820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.86
Theta: -0.55
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 829.90 | 28 | -21.2 | 39.45 | 2 | 1 | 1 |
| 1 Apr | 865.15 | 49.2 | 0 | 6.65 | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 820 expiring on 28APR2026
Delta for 820 PE is -0.42
Historical price for 820 PE is as follows
On 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 28, which was -21.2 lower than the previous day. The implied volatity was 39.45, the open interest changed by 1 which increased total open position to 1
On 1 Apr NAM-INDIA was trading at 865.15. The strike last trading price was 49.2, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
