NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
08 May 2026 04:10 PM IST
| NUVAMA 26-May-2026 (16d) 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.01
Theta: -1.4
Gamma: 0.00151
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 8 May | 1631.50 | 127.8 | 93.9 (276.99%) | 53.12 | 2,122 | -16 | 644 | |||||||||
| 7 May | 1474.50 | 32.5 | 16.7 (105.70%) | 30.81 | 1,287 | 95 | 660 | |||||||||
| 6 May | 1413.60 | 17 | 9.55 (128.19%) | 35.06 | 856 | 88 | 568 | |||||||||
| 5 May | 1351.10 | 7.6 | 0.2999999999999998 (4.11%) | 37.92 | 606 | 68 | 483 | |||||||||
| 4 May | 1329.30 | 7.75 | -1.25 (-13.89%) | 37.82 | 608 | 239 | 417 | |||||||||
| 30 Apr | 1326.50 | 9.25 | -2.5500000000000007 (-21.61%) | 37.57 | 325 | 158 | 336 | |||||||||
| 29 Apr | 1346.00 | 12.05 | -7 (-36.75%) | 38 | 235 | 56 | 173 | |||||||||
| 28 Apr | 1378.30 | 19.5 | 2.5 (14.71%) | 36.89 | 166 | 111 | 114 | |||||||||
| 27 Apr | 1359.60 | 17 | 5.5 (47.83%) | 38.11 | 3 | 2 | 2 | |||||||||
| 24 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1500 expiring on 26MAY2026
Delta for 1500 CE is 0.78
Historical price for 1500 CE is as follows
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 127.8, which was 93.9 higher than the previous day. The implied volatity was 53.12, the open interest changed by -16 which decreased total open position to 644
On 7 May NUVAMA was trading at 1474.50. The strike last trading price was 32.5, which was 16.7 higher than the previous day. The implied volatity was 30.81, the open interest changed by 95 which increased total open position to 660
On 6 May NUVAMA was trading at 1413.60. The strike last trading price was 17, which was 9.55 higher than the previous day. The implied volatity was 35.06, the open interest changed by 88 which increased total open position to 568
On 5 May NUVAMA was trading at 1351.10. The strike last trading price was 7.6, which was 0.2999999999999998 higher than the previous day. The implied volatity was 37.92, the open interest changed by 68 which increased total open position to 483
On 4 May NUVAMA was trading at 1329.30. The strike last trading price was 7.75, which was -1.25 lower than the previous day. The implied volatity was 37.82, the open interest changed by 239 which increased total open position to 417
On 30 Apr NUVAMA was trading at 1326.50. The strike last trading price was 9.25, which was -2.5500000000000007 lower than the previous day. The implied volatity was 37.57, the open interest changed by 158 which increased total open position to 336
On 29 Apr NUVAMA was trading at 1346.00. The strike last trading price was 12.05, which was -7 lower than the previous day. The implied volatity was 38, the open interest changed by 56 which increased total open position to 173
On 28 Apr NUVAMA was trading at 1378.30. The strike last trading price was 19.5, which was 2.5 higher than the previous day. The implied volatity was 36.89, the open interest changed by 111 which increased total open position to 114
On 27 Apr NUVAMA was trading at 1359.60. The strike last trading price was 17, which was 5.5 higher than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 2
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 (16d) 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.01
Theta: -1.39
Gamma: 0.00151
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 1631.50 | 25.25 | -47.099999999999994 (-65.10%) | 53.03 | 2,520 | 378 | 419 |
| 7 May | 1474.50 | 72 | -40.3 (-35.89%) | 45.08 | 51 | 32 | 37 |
| 6 May | 1413.60 | 112.3 | -48.39999999999999 (-30.12%) | 47.37 | 10 | -5 | 5 |
| 5 May | 1351.10 | 160.7 | -19.450000000000017 (-10.80%) | 48.22 | 26 | 8 | 10 |
| 4 May | 1329.30 | 180.15 | 180.15 | - | 0 | 0 | 2 |
| 30 Apr | 1326.50 | 180.15 | 180.15 (-46.03%) | 55.61 | 0 | 0 | 2 |
| 29 Apr | 1346.00 | 180.15 | -153.65 (-46.03%) | 55.61 | 2 | 1 | 1 |
| 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 1500 expiring on 26MAY2026
Delta for 1500 PE is -0.22
Historical price for 1500 PE is as follows
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 25.25, which was -47.099999999999994 lower than the previous day. The implied volatity was 53.03, the open interest changed by 378 which increased total open position to 419
On 7 May NUVAMA was trading at 1474.50. The strike last trading price was 72, which was -40.3 lower than the previous day. The implied volatity was 45.08, the open interest changed by 32 which increased total open position to 37
On 6 May NUVAMA was trading at 1413.60. The strike last trading price was 112.3, which was -48.39999999999999 lower than the previous day. The implied volatity was 47.37, the open interest changed by -5 which decreased total open position to 5
On 5 May NUVAMA was trading at 1351.10. The strike last trading price was 160.7, which was -19.450000000000017 lower than the previous day. The implied volatity was 48.22, the open interest changed by 8 which increased total open position to 10
On 4 May NUVAMA was trading at 1329.30. The strike last trading price was 180.15, which was 180.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NUVAMA was trading at 1326.50. The strike last trading price was 180.15, which was 180.15 higher than the previous day. The implied volatity was 55.61, the open interest changed by 0 which decreased total open position to 2
On 29 Apr NUVAMA was trading at 1346.00. The strike last trading price was 180.15, which was -153.65 lower than the previous day. The implied volatity was 55.61, the open interest changed by 1 which increased total open position to 1
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
