Historical option data for NUVAMA
29 May 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (31d) 1520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.02
Theta: -1.05
Gamma: 0.00232
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1554.60 | 88.3 | 6.8 (8.34%) | 35.27 | 8 | 1 | 18 | |||||||||
| 27 May | 1537.20 | 81.35 | -10.45 (-11.38%) | 36.81 | 61 | 15 | 17 | |||||||||
| 26 May | 1513.40 | 91.8 | 40.8 (80.00%) | 43.62 | 1 | 0 | 1 | |||||||||
| 25 May | 1504.80 | 50.8 | -0.2 (-0.39%) | - | 1 | 0 | 1 | |||||||||
| 22 May | 1480.90 | 50.8 | -0.2 (-0.39%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 1499.00 | 50.8 | -0.2 (-0.39%) | 33.49 | 1 | 0 | 1 | |||||||||
| 20 May | 1476.20 | 50.8 | 26.8 (111.67%) | 33.49 | 1 | 0 | 0 | |||||||||
| 18 May | 1439.60 | 0 | -24.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -24.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -24.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -24.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -24.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -24.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1309.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1520 expiring on 30JUN2026
Delta for 1520 CE is 0.63
Historical price for 1520 CE is as follows
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 88.3, which was 6.8 higher than the previous day. The implied volatity was 35.27, the open interest changed by 1 which increased total open position to 18
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 81.35, which was -10.45 lower than the previous day. The implied volatity was 36.81, the open interest changed by 15 which increased total open position to 17
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 91.8, which was 40.8 higher than the previous day. The implied volatity was 43.62, the open interest changed by 0 which decreased total open position to 1
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 50.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May NUVAMA was trading at 1480.90. The strike last trading price was 50.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May NUVAMA was trading at 1499.00. The strike last trading price was 50.8, which was -0.2 lower than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 1
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 50.8, which was 26.8 higher than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 0
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 0, which was -24.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NUVAMA was trading at 1631.50. 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 29 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
On 10 Apr NUVAMA was trading at 1309.70. 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 30-Jun-2026 (31d) 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.02
Theta: -0.86
Gamma: 0.00223
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1554.60 | 48 | -4 (-7.69%) | 36.82 | 17 | 5 | 28 |
| 27 May | 1537.20 | 52 | -304 (-85.39%) | 32.7 | 29 | 22 | 22 |
| 26 May | 1513.40 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 1504.80 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 1480.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 1499.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 1476.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1439.60 | 0 | -356.15 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -356.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -356.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -356.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -356.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -356.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1346.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1309.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1520 expiring on 30JUN2026
Delta for 1520 PE is -0.38
Historical price for 1520 PE is as follows
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 48, which was -4 lower than the previous day. The implied volatity was 36.82, the open interest changed by 5 which increased total open position to 28
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 52, which was -304 lower than the previous day. The implied volatity was 32.7, the open interest changed by 22 which increased total open position to 22
On 26 May NUVAMA was trading at 1513.40. 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 25 May NUVAMA was trading at 1504.80. 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 22 May NUVAMA was trading at 1480.90. 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 21 May NUVAMA was trading at 1499.00. 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
On 20 May NUVAMA was trading at 1476.20. 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 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 0, which was -356.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NUVAMA was trading at 1631.50. 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 29 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
On 10 Apr NUVAMA was trading at 1309.70. 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
