NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
09 Apr 2026 04:17 PM IST
| NAM-INDIA 28-Apr-2026 (18d) 900 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.8
Theta: -0.9
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Apr | 908.65 | 39.05 | -2.1 | 35.85 | 351 | -13 | 90 | |||||||||
| 8 Apr | 903.20 | 40.15 | 28.95 | 42.29 | 1,358 | 44 | 105 | |||||||||
| 7 Apr | 831.00 | 11.85 | -2.15 | 41.86 | 690 | 31 | 60 | |||||||||
| 6 Apr | 839.65 | 14 | -0.2 | 41.13 | 24 | 16 | 29 | |||||||||
| 2 Apr | 829.90 | 14.3 | -11.6 | 42.1 | 23 | 11 | 15 | |||||||||
| 1 Apr | 865.15 | 25.1 | 12.9 | 40.31 | 6 | 3 | 3 | |||||||||
For Nippon L I A M Ltd - strike price 900 expiring on 28APR2026
Delta for 900 CE is 0.61
Historical price for 900 CE is as follows
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 39.05, which was -2.1 lower than the previous day. The implied volatity was 35.85, the open interest changed by -13 which decreased total open position to 90
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 40.15, which was 28.95 higher than the previous day. The implied volatity was 42.29, the open interest changed by 44 which increased total open position to 105
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 11.85, which was -2.15 lower than the previous day. The implied volatity was 41.86, the open interest changed by 31 which increased total open position to 60
On 6 Apr NAM-INDIA was trading at 839.65. The strike last trading price was 14, which was -0.2 lower than the previous day. The implied volatity was 41.13, the open interest changed by 16 which increased total open position to 29
On 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 14.3, which was -11.6 lower than the previous day. The implied volatity was 42.1, the open interest changed by 11 which increased total open position to 15
On 1 Apr NAM-INDIA was trading at 865.15. The strike last trading price was 25.1, which was 12.9 higher than the previous day. The implied volatity was 40.31, the open interest changed by 3 which increased total open position to 3
| NAM-INDIA 28-Apr-2026 (18d) 900 PE | |||||||
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Delta: -0.41
Vega: 0.81
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 908.65 | 31 | -7.05 | 47.56 | 145 | 37 | 75 |
| 8 Apr | 903.20 | 35.25 | -70.3 | 47.1 | 85 | 38 | 38 |
| 7 Apr | 831.00 | 105.55 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 839.65 | 105.55 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 829.90 | 105.55 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 865.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 900 expiring on 28APR2026
Delta for 900 PE is -0.41
Historical price for 900 PE is as follows
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 31, which was -7.05 lower than the previous day. The implied volatity was 47.56, the open interest changed by 37 which increased total open position to 75
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 35.25, which was -70.3 lower than the previous day. The implied volatity was 47.1, the open interest changed by 38 which increased total open position to 38
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 105.55, 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 Apr NAM-INDIA was trading at 839.65. The strike last trading price was 105.55, 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 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 105.55, 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 1 Apr NAM-INDIA was trading at 865.15. 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
