Historical option data for NUVAMA
12 Jun 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (17d) 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.01
Theta: -1.22
Gamma: 0.00343
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 1588.10 | 61.5 | 33.3 (118.09%) | 30.88 | 1,620 | 35 | 204 | |||||||||
| 11 Jun | 1510.20 | 29.95 | -7.9 (-20.87%) | 32.32 | 164 | 21 | 169 | |||||||||
| 10 Jun | 1522.20 | 36.15 | -18.6 (-33.97%) | 36.13 | 289 | 51 | 146 | |||||||||
| 9 Jun | 1556.80 | 55.15 | 14.2 (34.68%) | 35.03 | 90 | 36 | 96 | |||||||||
| 8 Jun | 1539.80 | 37 | -27.5 (-42.64%) | 33.78 | 43 | 8 | 59 | |||||||||
| 5 Jun | 1574.40 | 64 | -4.85 (-7.04%) | 32.94 | 39 | -6 | 52 | |||||||||
| 4 Jun | 1566.60 | 69.45 | 10.4 (17.61%) | 36.91 | 86 | 5 | 61 | |||||||||
| 3 Jun | 1558.10 | 57.65 | -11.35 (-16.45%) | 38.1 | 94 | 2 | 54 | |||||||||
| 2 Jun | 1573.40 | 71.5 | 5.15 (7.76%) | 33.99 | 62 | 14 | 52 | |||||||||
| 1 Jun | 1557.00 | 67.4 | 3.6 (5.64%) | 35.36 | 84 | -1 | 37 | |||||||||
| 29 May | 1554.60 | 62.05 | -0.2 (-0.32%) | 35.62 | 116 | 24 | 38 | |||||||||
| 27 May | 1537.20 | 62.25 | 20.9 (50.54%) | 38.38 | 19 | 14 | 14 | |||||||||
| 26 May | 1513.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 1504.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1439.60 | 0 | -41.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -41.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -41.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -41.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -41.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -41.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1560 expiring on 30JUN2026
Delta for 1560 CE is 0.63
Historical price for 1560 CE is as follows
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 61.5, which was 33.3 higher than the previous day. The implied volatity was 30.88, the open interest changed by 35 which increased total open position to 204
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 29.95, which was -7.9 lower than the previous day. The implied volatity was 32.32, the open interest changed by 21 which increased total open position to 169
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 36.15, which was -18.6 lower than the previous day. The implied volatity was 36.13, the open interest changed by 51 which increased total open position to 146
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 55.15, which was 14.2 higher than the previous day. The implied volatity was 35.03, the open interest changed by 36 which increased total open position to 96
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 37, which was -27.5 lower than the previous day. The implied volatity was 33.78, the open interest changed by 8 which increased total open position to 59
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 64, which was -4.85 lower than the previous day. The implied volatity was 32.94, the open interest changed by -6 which decreased total open position to 52
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 69.45, which was 10.4 higher than the previous day. The implied volatity was 36.91, the open interest changed by 5 which increased total open position to 61
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 57.65, which was -11.35 lower than the previous day. The implied volatity was 38.1, the open interest changed by 2 which increased total open position to 54
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 71.5, which was 5.15 higher than the previous day. The implied volatity was 33.99, the open interest changed by 14 which increased total open position to 52
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 67.4, which was 3.6 higher than the previous day. The implied volatity was 35.36, the open interest changed by -1 which decreased total open position to 37
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 62.05, which was -0.2 lower than the previous day. The implied volatity was 35.62, the open interest changed by 24 which increased total open position to 38
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 62.25, which was 20.9 higher than the previous day. The implied volatity was 38.38, the open interest changed by 14 which increased total open position to 14
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 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -41.35 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 -41.35 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 -41.35 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 -41.35 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 -41.35 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 -41.35 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 (17d) 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.01
Theta: -1.19
Gamma: 0.003
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 1588.10 | 36 | -47 (-56.63%) | 35.8 | 387 | 215 | 269 |
| 11 Jun | 1510.20 | 83 | 6 (7.79%) | 39.89 | 34 | -1 | 52 |
| 10 Jun | 1522.20 | 77 | 24 (45.28%) | 38.43 | 62 | 5 | 53 |
| 9 Jun | 1556.80 | 53 | -22 (-29.33%) | 34.31 | 8 | 0 | 48 |
| 8 Jun | 1539.80 | 75 | 23 (44.23%) | 41.33 | 1 | 0 | 49 |
| 5 Jun | 1574.40 | 52 | -3 (-5.45%) | 37.56 | 19 | 7 | 49 |
| 4 Jun | 1566.60 | 55 | -11 (-16.67%) | 36.82 | 31 | 15 | 42 |
| 3 Jun | 1558.10 | 66 | 12 (22.22%) | 39.16 | 31 | 9 | 27 |
| 2 Jun | 1573.40 | 54 | -10 (-15.63%) | 37.01 | 43 | -5 | 18 |
| 1 Jun | 1557.00 | 62 | -4 (-6.06%) | 37.18 | 24 | 9 | 22 |
| 29 May | 1554.60 | 67 | -28 (-29.47%) | 36.92 | 11 | 10 | 12 |
| 27 May | 1537.20 | 95 | 0 (0.00%) | - | 2 | 0 | 2 |
| 26 May | 1513.40 | 95 | 0 (0.00%) | 37.43 | 2 | 0 | 2 |
| 25 May | 1504.80 | 95 | -203.05 (-68.13%) | 37.43 | 2 | 2 | 2 |
| 18 May | 1439.60 | 0 | -298.05 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -298.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -298.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -298.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -298.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -298.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1560 expiring on 30JUN2026
Delta for 1560 PE is -0.39
Historical price for 1560 PE is as follows
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 36, which was -47 lower than the previous day. The implied volatity was 35.8, the open interest changed by 215 which increased total open position to 269
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 83, which was 6 higher than the previous day. The implied volatity was 39.89, the open interest changed by -1 which decreased total open position to 52
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 77, which was 24 higher than the previous day. The implied volatity was 38.43, the open interest changed by 5 which increased total open position to 53
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 53, which was -22 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 48
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 75, which was 23 higher than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 49
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 52, which was -3 lower than the previous day. The implied volatity was 37.56, the open interest changed by 7 which increased total open position to 49
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 55, which was -11 lower than the previous day. The implied volatity was 36.82, the open interest changed by 15 which increased total open position to 42
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 66, which was 12 higher than the previous day. The implied volatity was 39.16, the open interest changed by 9 which increased total open position to 27
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 54, which was -10 lower than the previous day. The implied volatity was 37.01, the open interest changed by -5 which decreased total open position to 18
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 62, which was -4 lower than the previous day. The implied volatity was 37.18, the open interest changed by 9 which increased total open position to 22
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 67, which was -28 lower than the previous day. The implied volatity was 36.92, the open interest changed by 10 which increased total open position to 12
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 95, which was 0 lower than the previous day. The implied volatity was -, 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 95, which was 0 lower than the previous day. The implied volatity was 37.43, 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 95, which was -203.05 lower than the previous day. The implied volatity was 37.43, the open interest changed by 2 which increased total open position to 2
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -298.05 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 -298.05 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 -298.05 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 -298.05 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 -298.05 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 -298.05 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
