NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
17 Apr 2026 04:11 PM IST
| NAM-INDIA 28-Apr-2026 (10d) 940 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0
Theta: -1.05
Gamma: 0.00253
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 1015.05 | 74 | 27 | 56.3 | 58 | -30 | 110 | |||||||||
| 16 Apr | 964.85 | 47 | 3.1000000000000014 | 45.6 | 19 | -9 | 141 | |||||||||
| 15 Apr | 951.55 | 42.25 | 12.600000000000001 | 51.92 | 394 | 30 | 150 | |||||||||
| 13 Apr | 915.45 | 30.5 | -18.700000000000003 | 53.44 | 273 | 38 | 121 | |||||||||
| 10 Apr | 955.25 | 53.65 | 31.25 | 48.81 | 623 | 40 | 84 | |||||||||
| 9 Apr | 908.65 | 22.4 | -2.3 | 38.47 | 59 | -5 | 44 | |||||||||
| 8 Apr | 903.20 | 24.85 | 16.85 | 44.66 | 119 | 42 | 50 | |||||||||
| 7 Apr | 831.00 | 8 | 1.4 | - | 0 | 0 | 8 | |||||||||
| 6 Apr | 839.65 | 8 | 1.4 | 43.73 | 8 | 0 | 0 | |||||||||
| 2 Apr | 829.90 | 6.6 | 0 | 11.91 | 0 | 0 | 0 | |||||||||
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| 1 Apr | 865.15 | 6.6 | 0 | 7.17 | 0 | 0 | 0 | |||||||||
For Nippon L I A M Ltd - strike price 940 expiring on 28APR2026
Delta for 940 CE is 0.83
Historical price for 940 CE is as follows
On 17 Apr NAM-INDIA was trading at 1015.05. The strike last trading price was 74, which was 27 higher than the previous day. The implied volatity was 56.3, the open interest changed by -30 which decreased total open position to 110
On 16 Apr NAM-INDIA was trading at 964.85. The strike last trading price was 47, which was 3.1000000000000014 higher than the previous day. The implied volatity was 45.6, the open interest changed by -9 which decreased total open position to 141
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 42.25, which was 12.600000000000001 higher than the previous day. The implied volatity was 51.92, the open interest changed by 30 which increased total open position to 150
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 30.5, which was -18.700000000000003 lower than the previous day. The implied volatity was 53.44, the open interest changed by 38 which increased total open position to 121
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 53.65, which was 31.25 higher than the previous day. The implied volatity was 48.81, the open interest changed by 40 which increased total open position to 84
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 22.4, which was -2.3 lower than the previous day. The implied volatity was 38.47, the open interest changed by -5 which decreased total open position to 44
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 24.85, which was 16.85 higher than the previous day. The implied volatity was 44.66, the open interest changed by 42 which increased total open position to 50
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 8, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Apr NAM-INDIA was trading at 839.65. The strike last trading price was 8, which was 1.4 higher than the previous day. The implied volatity was 43.73, 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 6.6, which was 0 lower than the previous day. The implied volatity was 11.91, 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 6.6, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
| NAM-INDIA 28-Apr-2026 (10d) 940 PE | |||||||
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Delta: -0.18
Vega: 0
Theta: -1.04
Gamma: 0.00264
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 1015.05 | 10 | -13.899999999999999 | 54.9 | 123 | 18 | 75 |
| 16 Apr | 964.85 | 23.8 | -8.650000000000002 | 51.56 | 31 | -4 | 56 |
| 15 Apr | 951.55 | 33.25 | -17.35 | 52.51 | 123 | 25 | 60 |
| 13 Apr | 915.45 | 50.1 | 17.35 | 49.88 | 73 | 18 | 35 |
| 10 Apr | 955.25 | 32.05 | -107.64999999999999 | 50.01 | 44 | 18 | 18 |
| 9 Apr | 908.65 | 139.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 903.20 | 139.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 831.00 | 139.7 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 839.65 | 139.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 829.90 | 139.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 865.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 940 expiring on 28APR2026
Delta for 940 PE is -0.18
Historical price for 940 PE is as follows
On 17 Apr NAM-INDIA was trading at 1015.05. The strike last trading price was 10, which was -13.899999999999999 lower than the previous day. The implied volatity was 54.9, the open interest changed by 18 which increased total open position to 75
On 16 Apr NAM-INDIA was trading at 964.85. The strike last trading price was 23.8, which was -8.650000000000002 lower than the previous day. The implied volatity was 51.56, the open interest changed by -4 which decreased total open position to 56
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 33.25, which was -17.35 lower than the previous day. The implied volatity was 52.51, the open interest changed by 25 which increased total open position to 60
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 50.1, which was 17.35 higher than the previous day. The implied volatity was 49.88, the open interest changed by 18 which increased total open position to 35
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 32.05, which was -107.64999999999999 lower than the previous day. The implied volatity was 50.01, the open interest changed by 18 which increased total open position to 18
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 139.7, 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 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 139.7, 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 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 139.7, 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 139.7, 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 139.7, 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
