Historical option data for NUVAMA
18 Jun 2026 09:29 AM IST
| NUVAMA 30-Jun-2026 (12d) 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.9
Vega: 0.01
Theta: -0.69
Gamma: 0.00132
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 1754.60 | 153 | 24.7 (19.25%) | 39.93 | 7 | -5 | 168 | |||||||||
| 17 Jun | 1726.70 | 128.15 | 56.6 (79.11%) | 36.89 | 86 | -35 | 173 | |||||||||
| 16 Jun | 1660.70 | 68.5 | -14.4 (-17.37%) | 21.95 | 89 | -14 | 208 | |||||||||
| 15 Jun | 1660.90 | 85.1 | 43.6 (105.06%) | 34.92 | 715 | -157 | 222 | |||||||||
| 12 Jun | 1588.10 | 41.05 | 23.75 (137.28%) | 31.68 | 981 | -137 | 382 | |||||||||
| 11 Jun | 1510.20 | 17.6 | -6.05 (-25.58%) | 33.38 | 683 | 15 | 520 | |||||||||
| 10 Jun | 1522.20 | 22.55 | -15.05 (-40.03%) | 35.47 | 2,201 | 101 | 511 | |||||||||
| 9 Jun | 1556.80 | 36.7 | 9.3 (33.94%) | 34.69 | 399 | -47 | 411 | |||||||||
| 8 Jun | 1539.80 | 24.5 | -21.55 (-46.80%) | 35.96 | 339 | 40 | 459 | |||||||||
| 5 Jun | 1574.40 | 45.85 | -3.85 (-7.75%) | 33.08 | 1,636 | -226 | 420 | |||||||||
| 4 Jun | 1566.60 | 50.35 | 8.65 (20.74%) | 36.82 | 1,594 | 291 | 648 | |||||||||
| 3 Jun | 1558.10 | 40.55 | -9.9 (-19.62%) | 37.33 | 680 | 56 | 359 | |||||||||
| 2 Jun | 1573.40 | 52.35 | 6.75 (14.80%) | 33.3 | 469 | -4 | 303 | |||||||||
| 1 Jun | 1557.00 | 47.45 | 0.2 (0.42%) | 35.42 | 1,253 | -9 | 310 | |||||||||
| 29 May | 1554.60 | 50.55 | 6.2 (13.98%) | 33.99 | 1,144 | -14 | 321 | |||||||||
| 27 May | 1537.20 | 44.8 | 10.05 (28.92%) | 35.56 | 553 | 61 | 338 | |||||||||
| 26 May | 1513.40 | 34.1 | -1.9 (-5.28%) | 36.84 | 216 | 68 | 277 | |||||||||
| 25 May | 1504.80 | 35.2 | 7.2 (25.71%) | 35.41 | 231 | 84 | 206 | |||||||||
| 22 May | 1480.90 | 28.5 | -5.5 (-16.18%) | 35.13 | 64 | 1 | 117 | |||||||||
| 21 May | 1499.00 | 34.3 | 4.3 (14.33%) | 36.4 | 154 | 29 | 108 | |||||||||
| 20 May | 1476.20 | 27.3 | -1.7 (-5.86%) | 34.24 | 48 | 22 | 78 | |||||||||
| 19 May | 1467.20 | 28.05 | 7.75 (38.18%) | 35.63 | 39 | 10 | 56 | |||||||||
| 18 May | 1439.60 | 21.7 | -7.3 (-25.17%) | 34.45 | 30 | 22 | 46 | |||||||||
| 15 May | 1458.50 | 29 | -1 (-3.33%) | 34.22 | 8 | 3 | 23 | |||||||||
| 14 May | 1477.90 | 30 | -20 (-40.00%) | 32.32 | 20 | 5 | 19 | |||||||||
| 13 May | 1519.30 | 50 | -11.5 (-18.70%) | 0 | 4 | 0 | 14 | |||||||||
| 12 May | 1548.20 | 61.5 | -16.75 (-21.41%) | 0 | 5 | 0 | 14 | |||||||||
| 11 May | 1598.80 | 79 | -7.95 (-9.14%) | 0 | 13 | 8 | 11 | |||||||||
| 8 May | 1631.50 | 88 | 71.6 (436.59%) | 25.95 | 5 | 2 | 2 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1600 expiring on 30JUN2026
Delta for 1600 CE is 0.9
Historical price for 1600 CE is as follows
On 18 Jun NUVAMA was trading at 1754.60. The strike last trading price was 153, which was 24.7 higher than the previous day. The implied volatity was 39.93, the open interest changed by -5 which decreased total open position to 168
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 128.15, which was 56.6 higher than the previous day. The implied volatity was 36.89, the open interest changed by -35 which decreased total open position to 173
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 68.5, which was -14.4 lower than the previous day. The implied volatity was 21.95, the open interest changed by -14 which decreased total open position to 208
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 85.1, which was 43.6 higher than the previous day. The implied volatity was 34.92, the open interest changed by -157 which decreased total open position to 222
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 41.05, which was 23.75 higher than the previous day. The implied volatity was 31.68, the open interest changed by -137 which decreased total open position to 382
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 17.6, which was -6.05 lower than the previous day. The implied volatity was 33.38, the open interest changed by 15 which increased total open position to 520
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 22.55, which was -15.05 lower than the previous day. The implied volatity was 35.47, the open interest changed by 101 which increased total open position to 511
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 36.7, which was 9.3 higher than the previous day. The implied volatity was 34.69, the open interest changed by -47 which decreased total open position to 411
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 24.5, which was -21.55 lower than the previous day. The implied volatity was 35.96, the open interest changed by 40 which increased total open position to 459
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 45.85, which was -3.85 lower than the previous day. The implied volatity was 33.08, the open interest changed by -226 which decreased total open position to 420
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 50.35, which was 8.65 higher than the previous day. The implied volatity was 36.82, the open interest changed by 291 which increased total open position to 648
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 40.55, which was -9.9 lower than the previous day. The implied volatity was 37.33, the open interest changed by 56 which increased total open position to 359
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 52.35, which was 6.75 higher than the previous day. The implied volatity was 33.3, the open interest changed by -4 which decreased total open position to 303
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 47.45, which was 0.2 higher than the previous day. The implied volatity was 35.42, the open interest changed by -9 which decreased total open position to 310
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 50.55, which was 6.2 higher than the previous day. The implied volatity was 33.99, the open interest changed by -14 which decreased total open position to 321
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 44.8, which was 10.05 higher than the previous day. The implied volatity was 35.56, the open interest changed by 61 which increased total open position to 338
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 34.1, which was -1.9 lower than the previous day. The implied volatity was 36.84, the open interest changed by 68 which increased total open position to 277
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 35.2, which was 7.2 higher than the previous day. The implied volatity was 35.41, the open interest changed by 84 which increased total open position to 206
On 22 May NUVAMA was trading at 1480.90. The strike last trading price was 28.5, which was -5.5 lower than the previous day. The implied volatity was 35.13, the open interest changed by 1 which increased total open position to 117
On 21 May NUVAMA was trading at 1499.00. The strike last trading price was 34.3, which was 4.3 higher than the previous day. The implied volatity was 36.4, the open interest changed by 29 which increased total open position to 108
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 27.3, which was -1.7 lower than the previous day. The implied volatity was 34.24, the open interest changed by 22 which increased total open position to 78
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 28.05, which was 7.75 higher than the previous day. The implied volatity was 35.63, the open interest changed by 10 which increased total open position to 56
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 21.7, which was -7.3 lower than the previous day. The implied volatity was 34.45, the open interest changed by 22 which increased total open position to 46
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 29, which was -1 lower than the previous day. The implied volatity was 34.22, the open interest changed by 3 which increased total open position to 23
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 30, which was -20 lower than the previous day. The implied volatity was 32.32, the open interest changed by 5 which increased total open position to 19
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 50, which was -11.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 14
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 61.5, which was -16.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 14
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 79, which was -7.95 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 11
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 88, which was 71.6 higher than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 2
| NUVAMA 30-Jun-2026 (12d) 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.1
Vega: 0.01
Theta: -0.7
Gamma: 0.00132
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 1754.60 | 6 | -2 (-25.00%) | 40.2 | 86 | 15 | 286 |
| 17 Jun | 1726.70 | 8 | -16 (-66.67%) | 37.12 | 506 | 125 | 272 |
| 16 Jun | 1660.70 | 25 | -2 (-7.41%) | 38.17 | 208 | -6 | 147 |
| 15 Jun | 1660.90 | 26 | -29 (-52.73%) | 38.57 | 558 | 75 | 153 |
| 12 Jun | 1588.10 | 57 | -49 (-46.23%) | 37.3 | 71 | 11 | 75 |
| 11 Jun | 1510.20 | 106 | 106 (45.21%) | 40.19 | 58 | 0 | 64 |
| 10 Jun | 1522.20 | 106 | 33 (45.21%) | 40.19 | 58 | -2 | 63 |
| 9 Jun | 1556.80 | 75 | 3 (4.17%) | 36.11 | 108 | -42 | 70 |
| 8 Jun | 1539.80 | 72 | 72 | - | 121 | 0 | 112 |
| 5 Jun | 1574.40 | 72 | -5 (-6.49%) | 36.98 | 121 | 40 | 113 |
| 4 Jun | 1566.60 | 76 | -10 (-11.63%) | 37.64 | 25 | 7 | 72 |
| 3 Jun | 1558.10 | 85 | 12 (16.44%) | 40.01 | 42 | 3 | 66 |
| 2 Jun | 1573.40 | 74 | -11 (-12.94%) | 38.06 | 14 | 0 | 63 |
| 1 Jun | 1557.00 | 83 | -5 (-5.68%) | 37.57 | 54 | -4 | 64 |
| 29 May | 1554.60 | 87 | -8 (-8.42%) | 35.98 | 132 | 17 | 68 |
| 27 May | 1537.20 | 95 | -15 (-13.64%) | 33.86 | 11 | 4 | 51 |
| 26 May | 1513.40 | 115.95 | -4.05 (-3.37%) | 30.93 | 38 | 27 | 46 |
| 25 May | 1504.80 | 120 | -16.35 (-11.99%) | 34.31 | 8 | 7 | 19 |
| 22 May | 1480.90 | 136.35 | -23.6 (-14.75%) | 34.41 | 2 | -1 | 11 |
| 21 May | 1499.00 | 159.95 | 159.95 (0.00%) | 35.52 | 2 | 0 | 12 |
| 20 May | 1476.20 | 159.95 | 0 (0.00%) | 35.52 | 2 | 0 | 12 |
| 19 May | 1467.20 | 159.95 | 38.95 (32.19%) | 40.55 | 2 | 0 | 12 |
| 18 May | 1439.60 | 120.8 | 120.8 (0.00%) | - | 1 | 0 | 12 |
| 15 May | 1458.50 | 120.8 | 0 (0.00%) | - | 0 | 0 | 12 |
| 14 May | 1477.90 | 120.8 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 13 May | 1519.30 | 120.8 | 0 (0.00%) | 0 | 1 | -1 | 12 |
| 12 May | 1548.20 | 123.05 | 2.25 (1.86%) | 0 | 0 | 0 | 13 |
| 11 May | 1598.80 | 123.05 | 23.9 (24.10%) | 0 | 11 | 5 | 10 |
| 8 May | 1631.50 | 99.1 | -327.55 (-76.77%) | 48.89 | 7 | 5 | 5 |
For Nuvama Wealth Manage Ltd - strike price 1600 expiring on 30JUN2026
Delta for 1600 PE is -0.1
Historical price for 1600 PE is as follows
On 18 Jun NUVAMA was trading at 1754.60. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 40.2, the open interest changed by 15 which increased total open position to 286
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 8, which was -16 lower than the previous day. The implied volatity was 37.12, the open interest changed by 125 which increased total open position to 272
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was 38.17, the open interest changed by -6 which decreased total open position to 147
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 26, which was -29 lower than the previous day. The implied volatity was 38.57, the open interest changed by 75 which increased total open position to 153
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 57, which was -49 lower than the previous day. The implied volatity was 37.3, the open interest changed by 11 which increased total open position to 75
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 106, which was 106 higher than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 64
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 106, which was 33 higher than the previous day. The implied volatity was 40.19, the open interest changed by -2 which decreased total open position to 63
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 75, which was 3 higher than the previous day. The implied volatity was 36.11, the open interest changed by -42 which decreased total open position to 70
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 72, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 112
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 72, which was -5 lower than the previous day. The implied volatity was 36.98, the open interest changed by 40 which increased total open position to 113
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 76, which was -10 lower than the previous day. The implied volatity was 37.64, the open interest changed by 7 which increased total open position to 72
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 85, which was 12 higher than the previous day. The implied volatity was 40.01, the open interest changed by 3 which increased total open position to 66
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 74, which was -11 lower than the previous day. The implied volatity was 38.06, the open interest changed by 0 which decreased total open position to 63
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 83, which was -5 lower than the previous day. The implied volatity was 37.57, the open interest changed by -4 which decreased total open position to 64
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 87, which was -8 lower than the previous day. The implied volatity was 35.98, the open interest changed by 17 which increased total open position to 68
On 27 May NUVAMA was trading at 1537.20. The strike last trading price was 95, which was -15 lower than the previous day. The implied volatity was 33.86, the open interest changed by 4 which increased total open position to 51
On 26 May NUVAMA was trading at 1513.40. The strike last trading price was 115.95, which was -4.05 lower than the previous day. The implied volatity was 30.93, the open interest changed by 27 which increased total open position to 46
On 25 May NUVAMA was trading at 1504.80. The strike last trading price was 120, which was -16.35 lower than the previous day. The implied volatity was 34.31, the open interest changed by 7 which increased total open position to 19
On 22 May NUVAMA was trading at 1480.90. The strike last trading price was 136.35, which was -23.6 lower than the previous day. The implied volatity was 34.41, the open interest changed by -1 which decreased total open position to 11
On 21 May NUVAMA was trading at 1499.00. The strike last trading price was 159.95, which was 159.95 higher than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 12
On 20 May NUVAMA was trading at 1476.20. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 12
On 19 May NUVAMA was trading at 1467.20. The strike last trading price was 159.95, which was 38.95 higher than the previous day. The implied volatity was 40.55, the open interest changed by 0 which decreased total open position to 12
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 120.8, which was 120.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 May NUVAMA was trading at 1458.50. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 14 May NUVAMA was trading at 1477.90. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 13 May NUVAMA was trading at 1519.30. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 12
On 12 May NUVAMA was trading at 1548.20. The strike last trading price was 123.05, which was 2.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13
On 11 May NUVAMA was trading at 1598.80. The strike last trading price was 123.05, which was 23.9 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 10
On 8 May NUVAMA was trading at 1631.50. The strike last trading price was 99.1, which was -327.55 lower than the previous day. The implied volatity was 48.89, the open interest changed by 5 which increased total open position to 5
