Historical option data for NUVAMA
20 May 2026 04:10 PM IST
| NUVAMA 26-May-2026 (5d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.01
Theta: -2.26
Gamma: 0.0054
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1476.20 | 37.3 | -4.8 (-11.40%) | 36.79 | 310 | -25 | 160 | |||||||||
| 19 May | 1467.20 | 42.6 | 13.45 (46.14%) | 46.12 | 776 | -33 | 185 | |||||||||
| 18 May | 1439.60 | 30 | -10.95 (-26.74%) | 42.79 | 599 | 132 | 218 | |||||||||
| 15 May | 1458.50 | 40.8 | -6.55 (-13.83%) | 39.33 | 66 | -3 | 86 | |||||||||
| 14 May | 1477.90 | 48 | -33.25 (-40.92%) | 33.19 | 117 | 6 | 90 | |||||||||
| 13 May | 1519.30 | 81.25 | -23.3 (-22.29%) | 0 | 3 | -1 | 84 | |||||||||
| 12 May | 1548.20 | 104.55 | -53.6 (-33.89%) | 0 | 41 | -5 | 86 | |||||||||
| 11 May | 1598.80 | 158.15 | 0 (0.00%) | 0 | 0 | 0 | 91 | |||||||||
| 8 May | 1631.50 | 158.15 | 105 (197.55%) | 53.43 | 200 | -49 | 94 | |||||||||
| 7 May | 1474.50 | 51.4 | 24.55 (91.43%) | 30.53 | 430 | 39 | 141 | |||||||||
| 6 May | 1413.60 | 28 | 15.45 (123.11%) | 32.12 | 87 | 2 | 102 | |||||||||
| 5 May | 1351.10 | 13 | -5.1 (-28.18%) | 35.45 | 75 | 6 | 99 | |||||||||
| 4 May | 1329.30 | 18.5 | 0.4 (2.21%) | - | 0 | 0 | 93 | |||||||||
| 30 Apr | 1326.50 | 18.5 | 0.4 (2.21%) | 37.18 | 0 | 0 | 93 | |||||||||
| 29 Apr | 1346.00 | 18.5 | -11.25 (-37.82%) | 37.18 | 101 | 66 | 94 | |||||||||
| 28 Apr | 1378.30 | 29.55 | 4.8 (19.39%) | 36.24 | 31 | 8 | 25 | |||||||||
| 27 Apr | 1359.60 | 25.15 | 9.9 (64.92%) | 37.67 | 22 | 16 | 16 | |||||||||
| 24 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1460 expiring on 26MAY2026
Delta for 1460 CE is 0.6
Historical price for 1460 CE is as follows
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 37.3, which was -4.8 lower than the previous day. The implied volatity was 36.79, the open interest changed by -25 which decreased total open position to 160
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 42.6, which was 13.45 higher than the previous day. The implied volatity was 46.12, the open interest changed by -33 which decreased total open position to 185
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 30, which was -10.95 lower than the previous day. The implied volatity was 42.79, the open interest changed by 132 which increased total open position to 218
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 40.8, which was -6.55 lower than the previous day. The implied volatity was 39.33, the open interest changed by -3 which decreased total open position to 86
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 48, which was -33.25 lower than the previous day. The implied volatity was 33.19, the open interest changed by 6 which increased total open position to 90
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 81.25, which was -23.3 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 84
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 104.55, which was -53.6 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 86
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 158.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 91
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 158.15, which was 105 higher than the previous day. The implied volatity was 53.43, the open interest changed by -49 which decreased total open position to 94
On 7 May NUVAMA was trading at 1474.50. The strike last trading price was 51.4, which was 24.55 higher than the previous day. The implied volatity was 30.53, the open interest changed by 39 which increased total open position to 141
On 6 May NUVAMA was trading at 1413.60. The strike last trading price was 28, which was 15.45 higher than the previous day. The implied volatity was 32.12, the open interest changed by 2 which increased total open position to 102
On 5 May NUVAMA was trading at 1351.10. The strike last trading price was 13, which was -5.1 lower than the previous day. The implied volatity was 35.45, the open interest changed by 6 which increased total open position to 99
On 4 May NUVAMA was trading at 1329.30. The strike last trading price was 18.5, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 30 Apr NUVAMA was trading at 1326.50. The strike last trading price was 18.5, which was 0.4 higher than the previous day. The implied volatity was 37.18, the open interest changed by 0 which decreased total open position to 93
On 29 Apr NUVAMA was trading at 1346.00. The strike last trading price was 18.5, which was -11.25 lower than the previous day. The implied volatity was 37.18, the open interest changed by 66 which increased total open position to 94
On 28 Apr NUVAMA was trading at 1378.30. The strike last trading price was 29.55, which was 4.8 higher than the previous day. The implied volatity was 36.24, the open interest changed by 8 which increased total open position to 25
On 27 Apr NUVAMA was trading at 1359.60. The strike last trading price was 25.15, which was 9.9 higher than the previous day. The implied volatity was 37.67, the open interest changed by 16 which increased total open position to 16
On 24 Apr NUVAMA was trading at 1346.00. 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
| NUVAMA 26-May-2026 (5d) 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.01
Theta: -2.24
Gamma: 0.00499
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1476.20 | 23.3 | -3.7 (-13.70%) | 39.97 | 123 | -5 | 149 |
| 19 May | 1467.20 | 29.1 | -13.25 (-31.29%) | 40.18 | 213 | 21 | 154 |
| 18 May | 1439.60 | 40.05 | 3.45 (9.43%) | 36.02 | 97 | -7 | 133 |
| 15 May | 1458.50 | 38.4 | 0.55 (1.45%) | 37.95 | 197 | 13 | 139 |
| 14 May | 1477.90 | 37.25 | 9.5 (34.23%) | 43.53 | 420 | 41 | 127 |
| 13 May | 1519.30 | 25.5 | 0.6 (2.41%) | 0 | 69 | -10 | 87 |
| 12 May | 1548.20 | 23.75 | -0.45 (-1.86%) | 0 | 177 | 0 | 97 |
| 11 May | 1598.80 | 24.8 | 6.35 (34.42%) | 0 | 173 | -12 | 97 |
| 8 May | 1631.50 | 17 | -281 (-94.30%) | 53.52 | 558 | 109 | 109 |
| 7 May | 1474.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1413.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1351.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1329.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1326.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1378.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1359.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1460 expiring on 26MAY2026
Delta for 1460 PE is -0.41
Historical price for 1460 PE is as follows
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 23.3, which was -3.7 lower than the previous day. The implied volatity was 39.97, the open interest changed by -5 which decreased total open position to 149
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 29.1, which was -13.25 lower than the previous day. The implied volatity was 40.18, the open interest changed by 21 which increased total open position to 154
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 40.05, which was 3.45 higher than the previous day. The implied volatity was 36.02, the open interest changed by -7 which decreased total open position to 133
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 38.4, which was 0.55 higher than the previous day. The implied volatity was 37.95, the open interest changed by 13 which increased total open position to 139
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 37.25, which was 9.5 higher than the previous day. The implied volatity was 43.53, the open interest changed by 41 which increased total open position to 127
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 25.5, which was 0.6 higher than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 87
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 23.75, which was -0.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 97
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 24.8, which was 6.35 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 97
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 17, which was -281 lower than the previous day. The implied volatity was 53.52, the open interest changed by 109 which increased total open position to 109
On 7 May NUVAMA was trading at 1474.50. 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
On 6 May NUVAMA was trading at 1413.60. 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
On 5 May NUVAMA was trading at 1351.10. 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
On 4 May NUVAMA was trading at 1329.30. 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
On 30 Apr NUVAMA was trading at 1326.50. 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
On 29 Apr NUVAMA was trading at 1346.00. 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
On 28 Apr NUVAMA was trading at 1378.30. 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
On 27 Apr NUVAMA was trading at 1359.60. 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
On 24 Apr NUVAMA was trading at 1346.00. 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
