[--[65.84.65.76]--]

NUVAMA

Nuvama Wealth Manage Ltd
1493.5 -29.50 (-1.94%)
L: 1478 H: 1531

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Historical option data for NUVAMA

26 Dec 2025 04:13 PM IST
NUVAMA 30-DEC-2025 1480 CE
Delta: 0.61
Vega: 0.60
Theta: -2.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 Dec 1493.50 20 -227.85 23.72 290 208 271


For Nuvama Wealth Manage Ltd - strike price 1480 expiring on 30DEC2025

Delta for 1480 CE is 0.61

Historical price for 1480 CE is as follows

On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 20, which was -227.85 lower than the previous day. The implied volatity was 23.72, the open interest changed by 208 which increased total open position to 271


NUVAMA 30DEC2025 1480 PE
Delta: -0.40
Vega: 0.60
Theta: -1.77
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 Dec 1493.50 11.6 -29.8 25.75 2,655 188.8 277


For Nuvama Wealth Manage Ltd - strike price 1480 expiring on 30DEC2025

Delta for 1480 PE is -0.40

Historical price for 1480 PE is as follows

On 26 Dec NUVAMA was trading at 1493.50. The strike last trading price was 11.6, which was -29.8 lower than the previous day. The implied volatity was 25.75, the open interest changed by 189 which increased total open position to 277