[--[65.84.65.76]--]

NUVAMA

Nuvama Wealth Manage Ltd
1424.6 -24.40 (-1.68%)
L: 1415 H: 1464.6

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Historical option data for NUVAMA

09 Jan 2026 04:14 PM IST
NUVAMA 27-JAN-2026 1460 CE
Delta: 0.42
Vega: 1.24
Theta: -1.26
Gamma: 0.00
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
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
Delta: -0.58
Vega: 1.24
Theta: -0.95
Gamma: 0.00
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