NAM-INDIA
Nippon L I A M Ltd
Historical option data for NAM-INDIA
21 Apr 2026 04:10 PM IST
| NAM-INDIA 28-Apr-2026 (7d) 960 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0
Theta: -1.22
Gamma: 0.00217
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 1055.35 | 95.25 | 33.8 | 63.29 | 35 | -10 | 87 | |||||||||
| 20 Apr | 1003.00 | 57.65 | 0.19999999999999574 | 54.48 | 28 | -4 | 97 | |||||||||
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| 17 Apr | 1015.05 | 60 | 23.35 | 56.85 | 187 | -69 | 103 | |||||||||
| 16 Apr | 964.85 | 38.25 | 3.049999999999997 | 46.96 | 544 | -117 | 174 | |||||||||
| 15 Apr | 951.55 | 33 | 10.149999999999999 | 51.41 | 3,867 | 212 | 296 | |||||||||
| 13 Apr | 915.45 | 22.95 | -16.650000000000002 | 52.84 | 227 | -4 | 88 | |||||||||
| 10 Apr | 955.25 | 43 | 26 | 48.63 | 537 | 51 | 93 | |||||||||
| 9 Apr | 908.65 | 16.75 | -1.85 | 39.71 | 44 | 18 | 43 | |||||||||
| 8 Apr | 903.20 | 19.35 | 15.35 | 45.74 | 71 | 17 | 27 | |||||||||
| 7 Apr | 831.00 | 4 | 1 | 43.26 | 9 | 4 | 10 | |||||||||
| 6 Apr | 839.65 | 3 | -7 | 37.32 | 2 | 0 | 4 | |||||||||
| 2 Apr | 829.90 | 10 | 0 | 52.04 | 1 | 0 | 3 | |||||||||
| 1 Apr | 865.15 | 10 | 5.25 | 39.32 | 3 | 2 | 2 | |||||||||
For Nippon L I A M Ltd - strike price 960 expiring on 28APR2026
Delta for 960 CE is 0.87
Historical price for 960 CE is as follows
On 21 Apr NAM-INDIA was trading at 1055.35. The strike last trading price was 95.25, which was 33.8 higher than the previous day. The implied volatity was 63.29, the open interest changed by -10 which decreased total open position to 87
On 20 Apr NAM-INDIA was trading at 1003.00. The strike last trading price was 57.65, which was 0.19999999999999574 higher than the previous day. The implied volatity was 54.48, the open interest changed by -4 which decreased total open position to 97
On 17 Apr NAM-INDIA was trading at 1015.05. The strike last trading price was 60, which was 23.35 higher than the previous day. The implied volatity was 56.85, the open interest changed by -69 which decreased total open position to 103
On 16 Apr NAM-INDIA was trading at 964.85. The strike last trading price was 38.25, which was 3.049999999999997 higher than the previous day. The implied volatity was 46.96, the open interest changed by -117 which decreased total open position to 174
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 33, which was 10.149999999999999 higher than the previous day. The implied volatity was 51.41, the open interest changed by 212 which increased total open position to 296
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 22.95, which was -16.650000000000002 lower than the previous day. The implied volatity was 52.84, the open interest changed by -4 which decreased total open position to 88
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 43, which was 26 higher than the previous day. The implied volatity was 48.63, the open interest changed by 51 which increased total open position to 93
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 16.75, which was -1.85 lower than the previous day. The implied volatity was 39.71, the open interest changed by 18 which increased total open position to 43
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 19.35, which was 15.35 higher than the previous day. The implied volatity was 45.74, the open interest changed by 17 which increased total open position to 27
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 43.26, the open interest changed by 4 which increased total open position to 10
On 6 Apr NAM-INDIA was trading at 839.65. The strike last trading price was 3, which was -7 lower than the previous day. The implied volatity was 37.32, the open interest changed by 0 which decreased total open position to 4
On 2 Apr NAM-INDIA was trading at 829.90. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 52.04, the open interest changed by 0 which decreased total open position to 3
On 1 Apr NAM-INDIA was trading at 865.15. The strike last trading price was 10, which was 5.25 higher than the previous day. The implied volatity was 39.32, the open interest changed by 2 which increased total open position to 2
| NAM-INDIA 28-Apr-2026 (7d) 960 PE | |||||||
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Delta: -0.13
Vega: 0
Theta: -1.28
Gamma: 0.00218
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 1055.35 | 6.55 | -7.6000000000000005 | 64.57 | 141 | 42 | 107 |
| 20 Apr | 1003.00 | 14 | -2.3500000000000014 | 51.85 | 30 | 3 | 64 |
| 17 Apr | 1015.05 | 13.7 | -16.35 | 52.76 | 115 | -16 | 60 |
| 16 Apr | 964.85 | 27.75 | -13.850000000000001 | 45.12 | 65 | 11 | 75 |
| 15 Apr | 951.55 | 43.05 | -20.950000000000003 | 55.61 | 158 | -19 | 63 |
| 13 Apr | 915.45 | 64 | 24.049999999999997 | 52.71 | 6 | -2 | 83 |
| 10 Apr | 955.25 | 39 | -38.349999999999994 | 47.08 | 92 | 76 | 77 |
| 9 Apr | 908.65 | 77.35 | -55.55 | - | 0 | 0 | 1 |
| 8 Apr | 903.20 | 77.35 | -55.55 | 55.06 | 1 | 0 | 2 |
| 7 Apr | 831.00 | 132.9 | -24.85 | 57.7 | 2 | 0 | 0 |
| 6 Apr | 839.65 | 157.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 829.90 | 157.75 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 865.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nippon L I A M Ltd - strike price 960 expiring on 28APR2026
Delta for 960 PE is -0.13
Historical price for 960 PE is as follows
On 21 Apr NAM-INDIA was trading at 1055.35. The strike last trading price was 6.55, which was -7.6000000000000005 lower than the previous day. The implied volatity was 64.57, the open interest changed by 42 which increased total open position to 107
On 20 Apr NAM-INDIA was trading at 1003.00. The strike last trading price was 14, which was -2.3500000000000014 lower than the previous day. The implied volatity was 51.85, the open interest changed by 3 which increased total open position to 64
On 17 Apr NAM-INDIA was trading at 1015.05. The strike last trading price was 13.7, which was -16.35 lower than the previous day. The implied volatity was 52.76, the open interest changed by -16 which decreased total open position to 60
On 16 Apr NAM-INDIA was trading at 964.85. The strike last trading price was 27.75, which was -13.850000000000001 lower than the previous day. The implied volatity was 45.12, the open interest changed by 11 which increased total open position to 75
On 15 Apr NAM-INDIA was trading at 951.55. The strike last trading price was 43.05, which was -20.950000000000003 lower than the previous day. The implied volatity was 55.61, the open interest changed by -19 which decreased total open position to 63
On 13 Apr NAM-INDIA was trading at 915.45. The strike last trading price was 64, which was 24.049999999999997 higher than the previous day. The implied volatity was 52.71, the open interest changed by -2 which decreased total open position to 83
On 10 Apr NAM-INDIA was trading at 955.25. The strike last trading price was 39, which was -38.349999999999994 lower than the previous day. The implied volatity was 47.08, the open interest changed by 76 which increased total open position to 77
On 9 Apr NAM-INDIA was trading at 908.65. The strike last trading price was 77.35, which was -55.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr NAM-INDIA was trading at 903.20. The strike last trading price was 77.35, which was -55.55 lower than the previous day. The implied volatity was 55.06, the open interest changed by 0 which decreased total open position to 2
On 7 Apr NAM-INDIA was trading at 831.00. The strike last trading price was 132.9, which was -24.85 lower than the previous day. The implied volatity was 57.7, 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 157.75, 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 157.75, 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
