NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
16 Jan 2026 04:14 PM IST
| NUVAMA 27-JAN-2026 1480 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.02
Theta: -1.7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 1474.50 | 32.95 | 14.95 | 32.47 | 1,475 | 49 | 171 | |||||||||
| 14 Jan | 1435.00 | 17.4 | 1.4 | 31.35 | 179 | -44 | 122 | |||||||||
| 13 Jan | 1420.10 | 16.45 | -0.55 | 32.89 | 139 | 56 | 172 | |||||||||
| 12 Jan | 1417.50 | 17.05 | -6.65 | 32.56 | 118 | -8 | 118 | |||||||||
| 9 Jan | 1424.60 | 23.15 | -8.3 | 32.8 | 86 | 19 | 128 | |||||||||
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| 8 Jan | 1449.00 | 30.1 | -15.45 | 31.27 | 94 | 13 | 111 | |||||||||
| 7 Jan | 1478.90 | 46.05 | 0 | 27.24 | 73 | -2 | 98 | |||||||||
| 6 Jan | 1478.50 | 44.2 | -10.25 | 28.93 | 54 | -7 | 98 | |||||||||
| 5 Jan | 1492.90 | 49.4 | 3.95 | 27.14 | 135 | -10 | 104 | |||||||||
| 2 Jan | 1468.20 | 45.65 | 4.3 | 29.79 | 184 | 1 | 116 | |||||||||
| 1 Jan | 1458.50 | 41.35 | -11.25 | 28.02 | 78 | 24 | 117 | |||||||||
| 31 Dec | 1480.50 | 52.85 | 10.05 | 29.33 | 306 | -36 | 92 | |||||||||
| 30 Dec | 1451.50 | 40.15 | -12.05 | 29.34 | 43 | 14 | 129 | |||||||||
| 29 Dec | 1461.00 | 52.75 | -18.8 | 32.98 | 200 | 73 | 115 | |||||||||
| 26 Dec | 1493.50 | 71 | -387.15 | 34.37 | 29 | 34.4 | 41 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1480 expiring on 27JAN2026
Delta for 1480 CE is 0.51
Historical price for 1480 CE is as follows
On 16 Jan NUVAMA was trading at 1474.50. The strike last trading price was 32.95, which was 14.95 higher than the previous day. The implied volatity was 32.47, the open interest changed by 49 which increased total open position to 171
On 14 Jan NUVAMA was trading at 1435.00. The strike last trading price was 17.4, which was 1.4 higher than the previous day. The implied volatity was 31.35, the open interest changed by -44 which decreased total open position to 122
On 13 Jan NUVAMA was trading at 1420.10. The strike last trading price was 16.45, which was -0.55 lower than the previous day. The implied volatity was 32.89, the open interest changed by 56 which increased total open position to 172
On 12 Jan NUVAMA was trading at 1417.50. The strike last trading price was 17.05, which was -6.65 lower than the previous day. The implied volatity was 32.56, the open interest changed by -8 which decreased total open position to 118
On 9 Jan NUVAMA was trading at 1424.60. The strike last trading price was 23.15, which was -8.3 lower than the previous day. The implied volatity was 32.8, the open interest changed by 19 which increased total open position to 128
On 8 Jan NUVAMA was trading at 1449.00. The strike last trading price was 30.1, which was -15.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 13 which increased total open position to 111
On 7 Jan NUVAMA was trading at 1478.90. The strike last trading price was 46.05, which was 0 lower than the previous day. The implied volatity was 27.24, the open interest changed by -2 which decreased total open position to 98
On 6 Jan NUVAMA was trading at 1478.50. The strike last trading price was 44.2, which was -10.25 lower than the previous day. The implied volatity was 28.93, the open interest changed by -7 which decreased total open position to 98
On 5 Jan NUVAMA was trading at 1492.90. The strike last trading price was 49.4, which was 3.95 higher than the previous day. The implied volatity was 27.14, the open interest changed by -10 which decreased total open position to 104
On 2 Jan NUVAMA was trading at 1468.20. The strike last trading price was 45.65, which was 4.3 higher than the previous day. The implied volatity was 29.79, the open interest changed by 1 which increased total open position to 116
On 1 Jan NUVAMA was trading at 1458.50. The strike last trading price was 41.35, which was -11.25 lower than the previous day. The implied volatity was 28.02, the open interest changed by 24 which increased total open position to 117
On 31 Dec NUVAMA was trading at 1480.50. The strike last trading price was 52.85, which was 10.05 higher than the previous day. The implied volatity was 29.33, the open interest changed by -36 which decreased total open position to 92
On 30 Dec NUVAMA was trading at 1451.50. The strike last trading price was 40.15, which was -12.05 lower than the previous day. The implied volatity was 29.34, the open interest changed by 14 which increased total open position to 129
On 29 Dec NUVAMA was trading at 1461.00. The strike last trading price was 52.75, which was -18.8 lower than the previous day. The implied volatity was 32.98, the open interest changed by 73 which increased total open position to 115
On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 71, which was -387.15 lower than the previous day. The implied volatity was 34.37, the open interest changed by 34 which increased total open position to 41
| NUVAMA 27JAN2026 1480 PE | |||||||
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Delta: -0.49
Vega: 1.02
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 1474.50 | 30.35 | -26.45 | 29.49 | 528 | 49 | 107 |
| 14 Jan | 1435.00 | 56.8 | -20.2 | 28.92 | 6 | -2 | 58 |
| 13 Jan | 1420.10 | 77 | 4.25 | 40.19 | 1 | 0 | 0 |
| 12 Jan | 1417.50 | 72.75 | -0.8 | 34.33 | 14 | 2 | 61 |
| 9 Jan | 1424.60 | 73.55 | 17.35 | 36.77 | 8 | -4 | 60 |
| 8 Jan | 1449.00 | 59.35 | 20.45 | 34.32 | 26 | -7 | 65 |
| 7 Jan | 1478.90 | 36.65 | -5.25 | 31.92 | 18 | -5 | 72 |
| 6 Jan | 1478.50 | 43.2 | 5.7 | 32.9 | 33 | 5 | 78 |
| 5 Jan | 1492.90 | 38.95 | -7.55 | 32.92 | 68 | -13 | 73 |
| 2 Jan | 1468.20 | 46.5 | -9.95 | 30.28 | 78 | 6 | 86 |
| 1 Jan | 1458.50 | 56.45 | 9.95 | 34.56 | 52 | -15 | 80 |
| 31 Dec | 1480.50 | 46.5 | -19.1 | 32.51 | 71 | 15 | 96 |
| 30 Dec | 1451.50 | 65.6 | 1.85 | 35.75 | 13 | -3 | 80 |
| 29 Dec | 1461.00 | 62.15 | 11.9 | 36.69 | 61 | -3 | 83 |
| 26 Dec | 1493.50 | 50.85 | -138.5 | 34.82 | 69 | 70 | 86 |
For Nuvama Wealth Manage Ltd - strike price 1480 expiring on 27JAN2026
Delta for 1480 PE is -0.49
Historical price for 1480 PE is as follows
On 16 Jan NUVAMA was trading at 1474.50. The strike last trading price was 30.35, which was -26.45 lower than the previous day. The implied volatity was 29.49, the open interest changed by 49 which increased total open position to 107
On 14 Jan NUVAMA was trading at 1435.00. The strike last trading price was 56.8, which was -20.2 lower than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 58
On 13 Jan NUVAMA was trading at 1420.10. The strike last trading price was 77, which was 4.25 higher than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NUVAMA was trading at 1417.50. The strike last trading price was 72.75, which was -0.8 lower than the previous day. The implied volatity was 34.33, the open interest changed by 2 which increased total open position to 61
On 9 Jan NUVAMA was trading at 1424.60. The strike last trading price was 73.55, which was 17.35 higher than the previous day. The implied volatity was 36.77, the open interest changed by -4 which decreased total open position to 60
On 8 Jan NUVAMA was trading at 1449.00. The strike last trading price was 59.35, which was 20.45 higher than the previous day. The implied volatity was 34.32, the open interest changed by -7 which decreased total open position to 65
On 7 Jan NUVAMA was trading at 1478.90. The strike last trading price was 36.65, which was -5.25 lower than the previous day. The implied volatity was 31.92, the open interest changed by -5 which decreased total open position to 72
On 6 Jan NUVAMA was trading at 1478.50. The strike last trading price was 43.2, which was 5.7 higher than the previous day. The implied volatity was 32.9, the open interest changed by 5 which increased total open position to 78
On 5 Jan NUVAMA was trading at 1492.90. The strike last trading price was 38.95, which was -7.55 lower than the previous day. The implied volatity was 32.92, the open interest changed by -13 which decreased total open position to 73
On 2 Jan NUVAMA was trading at 1468.20. The strike last trading price was 46.5, which was -9.95 lower than the previous day. The implied volatity was 30.28, the open interest changed by 6 which increased total open position to 86
On 1 Jan NUVAMA was trading at 1458.50. The strike last trading price was 56.45, which was 9.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by -15 which decreased total open position to 80
On 31 Dec NUVAMA was trading at 1480.50. The strike last trading price was 46.5, which was -19.1 lower than the previous day. The implied volatity was 32.51, the open interest changed by 15 which increased total open position to 96
On 30 Dec NUVAMA was trading at 1451.50. The strike last trading price was 65.6, which was 1.85 higher than the previous day. The implied volatity was 35.75, the open interest changed by -3 which decreased total open position to 80
On 29 Dec NUVAMA was trading at 1461.00. The strike last trading price was 62.15, which was 11.9 higher than the previous day. The implied volatity was 36.69, the open interest changed by -3 which decreased total open position to 83
On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 50.85, which was -138.5 lower than the previous day. The implied volatity was 34.82, the open interest changed by 70 which increased total open position to 86































































































































































































































