Historical option data for NUVAMA
17 Jun 2026 10:51 AM IST
| NUVAMA 30-Jun-2026 (13d) 1580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.01
Theta: -0.95
Gamma: 0.00199
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 1691.00 | 110 | 24.35 (28.43%) | 38.03 | 4 | 0 | 49 | |||||||||
| 16 Jun | 1660.70 | 84.25 | -27.35 (-24.51%) | 17.01 | 19 | -5 | 50 | |||||||||
| 15 Jun | 1660.90 | 111.6 | 60.4 (117.97%) | 34.22 | 142 | -24 | 55 | |||||||||
| 12 Jun | 1588.10 | 50.25 | 28.3 (128.93%) | 31.21 | 168 | -15 | 80 | |||||||||
| 11 Jun | 1510.20 | 22.95 | -7.25 (-24.01%) | 34.26 | 144 | -14 | 94 | |||||||||
| 10 Jun | 1522.20 | 29.4 | -16.65 (-36.16%) | 36.26 | 305 | 55 | 111 | |||||||||
| 9 Jun | 1556.80 | 45.65 | 12.25 (36.68%) | 34.92 | 32 | 6 | 57 | |||||||||
| 8 Jun | 1539.80 | 30.2 | -23.95 (-44.23%) | 34.02 | 49 | -1 | 52 | |||||||||
| 5 Jun | 1574.40 | 54 | -4.3 (-7.38%) | 32.74 | 214 | 6 | 55 | |||||||||
| 4 Jun | 1566.60 | 58.6 | 9.9 (20.33%) | 35.57 | 36 | 9 | 49 | |||||||||
| 3 Jun | 1558.10 | 48 | -10.7 (-18.23%) | 37.34 | 33 | -2 | 39 | |||||||||
| 2 Jun | 1573.40 | 61.6 | 4.8 (8.45%) | 34.27 | 56 | 8 | 40 | |||||||||
| 1 Jun | 1557.00 | 55.6 | 1.2 (2.21%) | 34.92 | 62 | 19 | 32 | |||||||||
| 29 May | 1554.60 | 58.3 | 10.85 (22.87%) | 33.78 | 55 | 14 | 14 | |||||||||
| 27 May | 1537.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1513.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 1504.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1439.60 | 0 | -47.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -47.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -47.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -47.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -47.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -47.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1580 expiring on 30JUN2026
Delta for 1580 CE is 0.84
Historical price for 1580 CE is as follows
On 17 Jun NUVAMA was trading at 1691.00. The strike last trading price was 110, which was 24.35 higher than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 49
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 84.25, which was -27.35 lower than the previous day. The implied volatity was 17.01, the open interest changed by -5 which decreased total open position to 50
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 111.6, which was 60.4 higher than the previous day. The implied volatity was 34.22, the open interest changed by -24 which decreased total open position to 55
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 50.25, which was 28.3 higher than the previous day. The implied volatity was 31.21, the open interest changed by -15 which decreased total open position to 80
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 22.95, which was -7.25 lower than the previous day. The implied volatity was 34.26, the open interest changed by -14 which decreased total open position to 94
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 29.4, which was -16.65 lower than the previous day. The implied volatity was 36.26, the open interest changed by 55 which increased total open position to 111
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 45.65, which was 12.25 higher than the previous day. The implied volatity was 34.92, the open interest changed by 6 which increased total open position to 57
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 30.2, which was -23.95 lower than the previous day. The implied volatity was 34.02, the open interest changed by -1 which decreased total open position to 52
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 54, which was -4.3 lower than the previous day. The implied volatity was 32.74, the open interest changed by 6 which increased total open position to 55
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 58.6, which was 9.9 higher than the previous day. The implied volatity was 35.57, the open interest changed by 9 which increased total open position to 49
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 48, which was -10.7 lower than the previous day. The implied volatity was 37.34, the open interest changed by -2 which decreased total open position to 39
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 61.6, which was 4.8 higher than the previous day. The implied volatity was 34.27, the open interest changed by 8 which increased total open position to 40
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 55.6, which was 1.2 higher than the previous day. The implied volatity was 34.92, the open interest changed by 19 which increased total open position to 32
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 58.3, which was 10.85 higher than the previous day. The implied volatity was 33.78, the open interest changed by 14 which increased total open position to 14
On 27 May NUVAMA was trading at 1537.20. 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 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 -47.45 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 -47.45 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 -47.45 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 -47.45 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 -47.45 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 -47.45 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
| NUVAMA 30-Jun-2026 (13d) 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.01
Theta: -0.93
Gamma: 0.002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 1691.00 | 11 | -8 (-42.11%) | 37.57 | 17 | 15 | 74 |
| 16 Jun | 1660.70 | 19 | -3 (-13.64%) | 39.39 | 33 | -7 | 58 |
| 15 Jun | 1660.90 | 20 | -27 (-57.45%) | 39.48 | 180 | 24 | 66 |
| 12 Jun | 1588.10 | 47 | -49 (-51.04%) | 37.73 | 2 | 0 | 42 |
| 11 Jun | 1510.20 | 95 | 7 (7.95%) | 38.58 | 20 | -1 | 42 |
| 10 Jun | 1522.20 | 90 | 28 (45.16%) | 38.19 | 27 | 4 | 42 |
| 9 Jun | 1556.80 | 62 | 0 (0.00%) | 35.98 | 16 | 1 | 37 |
| 8 Jun | 1539.80 | 62 | 62 | - | 44 | 0 | 36 |
| 5 Jun | 1574.40 | 62 | -3 (-4.62%) | 36.85 | 44 | 7 | 37 |
| 4 Jun | 1566.60 | 65 | -13 (-16.67%) | 37.77 | 27 | 16 | 29 |
| 3 Jun | 1558.10 | 79 | 16 (25.40%) | 40.78 | 12 | 2 | 13 |
| 2 Jun | 1573.40 | 64 | -10 (-13.51%) | 37.36 | 17 | 2 | 12 |
| 1 Jun | 1557.00 | 74 | 8 (12.12%) | 36.22 | 16 | 5 | 9 |
| 29 May | 1554.60 | 66 | -42 (-38.89%) | 35.29 | 4 | 2 | 4 |
| 27 May | 1537.20 | 108 | 0 (0.00%) | - | 2 | 0 | 2 |
| 26 May | 1513.40 | 108 | 0 (0.00%) | 37.64 | 2 | 0 | 2 |
| 25 May | 1504.80 | 108 | -125.45 (-53.74%) | 37.64 | 2 | 0 | 0 |
| 18 May | 1439.60 | 0 | -233.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -233.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -233.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -233.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -233.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -233.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1631.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1580 expiring on 30JUN2026
Delta for 1580 PE is -0.16
Historical price for 1580 PE is as follows
On 17 Jun NUVAMA was trading at 1691.00. The strike last trading price was 11, which was -8 lower than the previous day. The implied volatity was 37.57, the open interest changed by 15 which increased total open position to 74
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 19, which was -3 lower than the previous day. The implied volatity was 39.39, the open interest changed by -7 which decreased total open position to 58
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 20, which was -27 lower than the previous day. The implied volatity was 39.48, the open interest changed by 24 which increased total open position to 66
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 47, which was -49 lower than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 42
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 95, which was 7 higher than the previous day. The implied volatity was 38.58, the open interest changed by -1 which decreased total open position to 42
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 90, which was 28 higher than the previous day. The implied volatity was 38.19, the open interest changed by 4 which increased total open position to 42
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was 35.98, the open interest changed by 1 which increased total open position to 37
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 62, which was 62 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was 36.85, the open interest changed by 7 which increased total open position to 37
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 65, which was -13 lower than the previous day. The implied volatity was 37.77, the open interest changed by 16 which increased total open position to 29
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 79, which was 16 higher than the previous day. The implied volatity was 40.78, the open interest changed by 2 which increased total open position to 13
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 64, which was -10 lower than the previous day. The implied volatity was 37.36, the open interest changed by 2 which increased total open position to 12
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 74, which was 8 higher than the previous day. The implied volatity was 36.22, the open interest changed by 5 which increased total open position to 9
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 66, which was -42 lower than the previous day. The implied volatity was 35.29, the open interest changed by 2 which increased total open position to 4
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 108, 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 108, which was 0 lower than the previous day. The implied volatity was 37.64, 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 108, which was -125.45 lower than the previous day. The implied volatity was 37.64, 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 -233.45 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 -233.45 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 -233.45 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 -233.45 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 -233.45 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 -233.45 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
