NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
09 Jan 2026 04:14 PM IST
| NUVAMA 27-JAN-2026 1460 CE | ||||||||||||||||
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Delta: 0.42
Vega: 1.24
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1424.60 | 29.6 | -8.6 | 32.33 | 215 | 3 | 221 | |||||||||
| 8 Jan | 1449.00 | 38 | -20.6 | 30.81 | 246 | 130 | 219 | |||||||||
| 7 Jan | 1478.90 | 60 | 1.95 | 28.88 | 18 | 1 | 89 | |||||||||
| 6 Jan | 1478.50 | 55 | -10.7 | 28.82 | 26 | 1 | 88 | |||||||||
| 5 Jan | 1492.90 | 65 | 9.25 | 29.86 | 217 | -35 | 87 | |||||||||
| 2 Jan | 1468.20 | 56.5 | 6.2 | 30.15 | 204 | 5 | 127 | |||||||||
| 1 Jan | 1458.50 | 50.75 | -13.1 | 27.63 | 135 | 43 | 123 | |||||||||
| 31 Dec | 1480.50 | 63.85 | 11.65 | 29.30 | 125 | -34 | 81 | |||||||||
| 30 Dec | 1451.50 | 52.5 | -7.85 | 31.28 | 113 | 35 | 118 | |||||||||
| 29 Dec | 1461.00 | 62.7 | -456.3 | 32.99 | 239 | 78 | 83 | |||||||||
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| 26 Dec | 1493.50 | 527.95 | 219.55 | - | 0 | 3.8 | 5 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1460 expiring on 27JAN2026
Delta for 1460 CE is 0.42
Historical price for 1460 CE is as follows
On 9 Jan NUVAMA was trading at 1424.60. The strike last trading price was 29.6, which was -8.6 lower than the previous day. The implied volatity was 32.33, the open interest changed by 3 which increased total open position to 221
On 8 Jan NUVAMA was trading at 1449.00. The strike last trading price was 38, which was -20.6 lower than the previous day. The implied volatity was 30.81, the open interest changed by 130 which increased total open position to 219
On 7 Jan NUVAMA was trading at 1478.90. The strike last trading price was 60, which was 1.95 higher than the previous day. The implied volatity was 28.88, the open interest changed by 1 which increased total open position to 89
On 6 Jan NUVAMA was trading at 1478.50. The strike last trading price was 55, which was -10.7 lower than the previous day. The implied volatity was 28.82, the open interest changed by 1 which increased total open position to 88
On 5 Jan NUVAMA was trading at 1492.90. The strike last trading price was 65, which was 9.25 higher than the previous day. The implied volatity was 29.86, the open interest changed by -35 which decreased total open position to 87
On 2 Jan NUVAMA was trading at 1468.20. The strike last trading price was 56.5, which was 6.2 higher than the previous day. The implied volatity was 30.15, the open interest changed by 5 which increased total open position to 127
On 1 Jan NUVAMA was trading at 1458.50. The strike last trading price was 50.75, which was -13.1 lower than the previous day. The implied volatity was 27.63, the open interest changed by 43 which increased total open position to 123
On 31 Dec NUVAMA was trading at 1480.50. The strike last trading price was 63.85, which was 11.65 higher than the previous day. The implied volatity was 29.30, the open interest changed by -34 which decreased total open position to 81
On 30 Dec NUVAMA was trading at 1451.50. The strike last trading price was 52.5, which was -7.85 lower than the previous day. The implied volatity was 31.28, the open interest changed by 35 which increased total open position to 118
On 29 Dec NUVAMA was trading at 1461.00. The strike last trading price was 62.7, which was -456.3 lower than the previous day. The implied volatity was 32.99, the open interest changed by 78 which increased total open position to 83
On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 527.95, which was 219.55 higher than the previous day. The implied volatity was -, the open interest changed by 3.8 which increased total open position to 5
| NUVAMA 27JAN2026 1460 PE | |||||||
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Delta: -0.58
Vega: 1.24
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1424.60 | 58.1 | 13.75 | 34.49 | 50 | 6 | 203 |
| 8 Jan | 1449.00 | 47.4 | 17.75 | 33.84 | 92 | 8 | 199 |
| 7 Jan | 1478.90 | 28.35 | -3.1 | 31.99 | 10 | 4 | 192 |
| 6 Jan | 1478.50 | 34.3 | 6 | 33.07 | 59 | -7 | 189 |
| 5 Jan | 1492.90 | 30 | -7.05 | 32.49 | 77 | 16 | 196 |
| 2 Jan | 1468.20 | 37.8 | -6.8 | 30.86 | 336 | 35 | 181 |
| 1 Jan | 1458.50 | 45.6 | 8 | 34.01 | 90 | 7 | 145 |
| 31 Dec | 1480.50 | 38.25 | -13.9 | 32.98 | 56 | -4 | 139 |
| 30 Dec | 1451.50 | 50.6 | -3.65 | 33.00 | 100 | 40 | 141 |
| 29 Dec | 1461.00 | 52.6 | 10.45 | 36.96 | 549 | 65 | 100 |
| 26 Dec | 1493.50 | 43.35 | -122.5 | 35.55 | 9 | 27.6 | 34 |
For Nuvama Wealth Manage Ltd - strike price 1460 expiring on 27JAN2026
Delta for 1460 PE is -0.58
Historical price for 1460 PE is as follows
On 9 Jan NUVAMA was trading at 1424.60. The strike last trading price was 58.1, which was 13.75 higher than the previous day. The implied volatity was 34.49, the open interest changed by 6 which increased total open position to 203
On 8 Jan NUVAMA was trading at 1449.00. The strike last trading price was 47.4, which was 17.75 higher than the previous day. The implied volatity was 33.84, the open interest changed by 8 which increased total open position to 199
On 7 Jan NUVAMA was trading at 1478.90. The strike last trading price was 28.35, which was -3.1 lower than the previous day. The implied volatity was 31.99, the open interest changed by 4 which increased total open position to 192
On 6 Jan NUVAMA was trading at 1478.50. The strike last trading price was 34.3, which was 6 higher than the previous day. The implied volatity was 33.07, the open interest changed by -7 which decreased total open position to 189
On 5 Jan NUVAMA was trading at 1492.90. The strike last trading price was 30, which was -7.05 lower than the previous day. The implied volatity was 32.49, the open interest changed by 16 which increased total open position to 196
On 2 Jan NUVAMA was trading at 1468.20. The strike last trading price was 37.8, which was -6.8 lower than the previous day. The implied volatity was 30.86, the open interest changed by 35 which increased total open position to 181
On 1 Jan NUVAMA was trading at 1458.50. The strike last trading price was 45.6, which was 8 higher than the previous day. The implied volatity was 34.01, the open interest changed by 7 which increased total open position to 145
On 31 Dec NUVAMA was trading at 1480.50. The strike last trading price was 38.25, which was -13.9 lower than the previous day. The implied volatity was 32.98, the open interest changed by -4 which decreased total open position to 139
On 30 Dec NUVAMA was trading at 1451.50. The strike last trading price was 50.6, which was -3.65 lower than the previous day. The implied volatity was 33.00, the open interest changed by 40 which increased total open position to 141
On 29 Dec NUVAMA was trading at 1461.00. The strike last trading price was 52.6, which was 10.45 higher than the previous day. The implied volatity was 36.96, the open interest changed by 65 which increased total open position to 100
On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 43.35, which was -122.5 lower than the previous day. The implied volatity was 35.55, the open interest changed by 27.6 which increased total open position to 34































































































































































































































