NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
15 Apr 2026 04:11 PM IST
| NAM-INDIA 28-Apr-2026 (12d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.01
Theta: -1.39
Gamma: 0.00379
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 951.55 | 57.05 | 19.099999999999994 | 53.42 | 49 | 0 | 72 | |||||||||
| 13 Apr | 915.45 | 37.3 | -24.85 | 50.33 | 26 | 0 | 71 | |||||||||
|
|
||||||||||||||||
| 10 Apr | 955.25 | 62.85 | 32.400000000000006 | 44.37 | 246 | 8 | 71 | |||||||||
| 9 Apr | 908.65 | 31.7 | -0.4 | 39.56 | 317 | -14 | 70 | |||||||||
| 8 Apr | 903.20 | 32.2 | 18.2 | 44.09 | 400 | 83 | 85 | |||||||||
| 7 Apr | 831.00 | 14 | -6 | - | 0 | 0 | 2 | |||||||||
| 6 Apr | 839.65 | 14 | -6 | - | 0 | 0 | 2 | |||||||||
| 2 Apr | 829.90 | 14 | -6 | 47.74 | 1 | 0 | 2 | |||||||||
| 1 Apr | 865.15 | 10 | 0.95 | 27.01 | 2 | 0 | 0 | |||||||||
For Nippon L I A M Ltd - strike price 920 expiring on 28APR2026
Delta for 920 CE is 0.66
Historical price for 920 CE is as follows
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 57.05, which was 19.099999999999994 higher than the previous day. The implied volatity was 53.42, the open interest changed by 0 which decreased total open position to 72
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 37.3, which was -24.85 lower than the previous day. The implied volatity was 50.33, the open interest changed by 0 which decreased total open position to 71
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 62.85, which was 32.400000000000006 higher than the previous day. The implied volatity was 44.37, the open interest changed by 8 which increased total open position to 71
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 31.7, which was -0.4 lower than the previous day. The implied volatity was 39.56, the open interest changed by -14 which decreased total open position to 70
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 32.2, which was 18.2 higher than the previous day. The implied volatity was 44.09, the open interest changed by 83 which increased total open position to 85
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr NAM-INDIA was trading at 839.65. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 2
On 1 Apr NAM-INDIA was trading at 865.15. The strike last trading price was 10, which was 0.95 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 0
| NAM-INDIA 28-Apr-2026 (12d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.01
Theta: -1.29
Gamma: 0.00355
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 951.55 | 23 | -12.899999999999999 | 55.48 | 42 | -1 | 15 |
| 13 Apr | 915.45 | 35.9 | 11.799999999999997 | 47.28 | 15 | 3 | 16 |
| 10 Apr | 955.25 | 23.2 | -28.8 | 49.05 | 28 | 10 | 12 |
| 9 Apr | 908.65 | 52 | 0 | 61.09 | 4 | 1 | 2 |
| 8 Apr | 903.20 | 52 | -70.25 | 54.56 | 7 | 2 | 2 |
| 7 Apr | 831.00 | 122.25 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 839.65 | 122.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 829.90 | 122.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 865.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 920 expiring on 28APR2026
Delta for 920 PE is -0.33
Historical price for 920 PE is as follows
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 23, which was -12.899999999999999 lower than the previous day. The implied volatity was 55.48, the open interest changed by -1 which decreased total open position to 15
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 35.9, which was 11.799999999999997 higher than the previous day. The implied volatity was 47.28, the open interest changed by 3 which increased total open position to 16
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 23.2, which was -28.8 lower than the previous day. The implied volatity was 49.05, the open interest changed by 10 which increased total open position to 12
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 52, which was 0 lower than the previous day. The implied volatity was 61.09, the open interest changed by 1 which increased total open position to 2
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 52, which was -70.25 lower than the previous day. The implied volatity was 54.56, the open interest changed by 2 which increased total open position to 2
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 122.25, 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 122.25, 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 122.25, 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
