Historical option data for NUVAMA
03 Jun 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (27d) 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.02
Theta: -1.07
Gamma: 0.00283
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 1558.10 | 67.4 | -13.6 (-16.79%) | 32.26 | 77 | 35 | 87 | |||||||||
| 2 Jun | 1573.40 | 81.25 | 10.45 (14.76%) | 33.5 | 27 | 0 | 51 | |||||||||
| 1 Jun | 1557.00 | 74.75 | -0.15 (-0.20%) | 34.72 | 35 | 5 | 52 | |||||||||
| 29 May | 1554.60 | 78.35 | 7 (9.81%) | 36.3 | 149 | -35 | 47 | |||||||||
| 27 May | 1537.20 | 72 | 17 (30.91%) | 37.52 | 256 | 76 | 81 | |||||||||
| 26 May | 1513.40 | 55 | -5 (-8.33%) | 34.17 | 3 | 2 | 4 | |||||||||
| 25 May | 1504.80 | 60 | 17 (39.53%) | 38.45 | 1 | 0 | 1 | |||||||||
| 22 May | 1480.90 | 42.9 | -0.1 (-0.23%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 1499.00 | 42.9 | -0.1 (-0.23%) | 33.23 | 1 | 0 | 1 | |||||||||
| 20 May | 1476.20 | 42.9 | -14.1 (-24.74%) | 33.23 | 1 | 1 | 1 | |||||||||
| 18 May | 1439.60 | 0 | -57.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -57.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -57.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -57.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -57.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -57.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1540 expiring on 30JUN2026
Delta for 1540 CE is 0.59
Historical price for 1540 CE is as follows
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 67.4, which was -13.6 lower than the previous day. The implied volatity was 32.26, the open interest changed by 35 which increased total open position to 87
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 81.25, which was 10.45 higher than the previous day. The implied volatity was 33.5, the open interest changed by 0 which decreased total open position to 51
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 74.75, which was -0.15 lower than the previous day. The implied volatity was 34.72, the open interest changed by 5 which increased total open position to 52
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 78.35, which was 7 higher than the previous day. The implied volatity was 36.3, the open interest changed by -35 which decreased total open position to 47
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 72, which was 17 higher than the previous day. The implied volatity was 37.52, the open interest changed by 76 which increased total open position to 81
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was 34.17, the open interest changed by 2 which increased total open position to 4
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 60, which was 17 higher than the previous day. The implied volatity was 38.45, 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 42.9, which was -0.1 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 42.9, which was -0.1 lower than the previous day. The implied volatity was 33.23, 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 42.9, which was -14.1 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 1
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -57.4 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 -57.4 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 -57.4 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 -57.4 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 -57.4 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 -57.4 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
| NUVAMA 30-Jun-2026 (27d) 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.02
Theta: -1.09
Gamma: 0.00227
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 1558.10 | 56 | 7 (14.29%) | 40.3 | 40 | 13 | 66 |
| 2 Jun | 1573.40 | 49 | -4 (-7.55%) | 38.27 | 27 | 5 | 53 |
| 1 Jun | 1557.00 | 53 | -4 (-7.02%) | 35.71 | 11 | 2 | 49 |
| 29 May | 1554.60 | 57 | -4 (-6.56%) | 36.63 | 67 | 41 | 46 |
| 27 May | 1537.20 | 61 | -19 (-23.75%) | 33.38 | 3 | 0 | 2 |
| 26 May | 1513.40 | 80 | 80 (-60.74%) | 35.75 | 2 | 0 | 2 |
| 25 May | 1504.80 | 80 | -123.75 (-60.74%) | 35.75 | 2 | 2 | 2 |
| 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 | -203.75 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -203.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -203.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -203.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -203.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -203.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1540 expiring on 30JUN2026
Delta for 1540 PE is -0.42
Historical price for 1540 PE is as follows
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 56, which was 7 higher than the previous day. The implied volatity was 40.3, the open interest changed by 13 which increased total open position to 66
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 49, which was -4 lower than the previous day. The implied volatity was 38.27, the open interest changed by 5 which increased total open position to 53
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 53, which was -4 lower than the previous day. The implied volatity was 35.71, the open interest changed by 2 which increased total open position to 49
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 57, which was -4 lower than the previous day. The implied volatity was 36.63, the open interest changed by 41 which increased total open position to 46
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 61, which was -19 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 2
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 80, which was 80 higher than the previous day. The implied volatity was 35.75, the open interest changed by 0 which decreased total open position to 2
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 80, which was -123.75 lower than the previous day. The implied volatity was 35.75, the open interest changed by 2 which increased total open position to 2
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 -203.75 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 -203.75 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 -203.75 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 -203.75 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 -203.75 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 -203.75 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
