Historical option data for NUVAMA
18 Jun 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (11d) 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.01
Theta: -0.91
Gamma: 0.002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 1720.40 | 111 | 0 (0.00%) | 36.57 | 28 | 0 | 69 | |||||||||
| 17 Jun | 1726.70 | 111.65 | 51.55 (85.77%) | 36.57 | 28 | -7 | 70 | |||||||||
| 16 Jun | 1660.70 | 58.7 | -12.6 (-17.67%) | 24.38 | 25 | 9 | 78 | |||||||||
| 15 Jun | 1660.90 | 71.3 | 37.3 (109.71%) | 32.3 | 160 | -2 | 70 | |||||||||
| 12 Jun | 1588.10 | 32.35 | 18.8 (138.75%) | 31.48 | 127 | 32 | 72 | |||||||||
| 11 Jun | 1510.20 | 13.55 | -4.95 (-26.76%) | 32.46 | 99 | -1 | 42 | |||||||||
| 10 Jun | 1522.20 | 18.6 | -20.9 (-52.91%) | 36.25 | 113 | -3 | 43 | |||||||||
| 9 Jun | 1556.80 | 39.5 | 0 (0.00%) | - | 31 | 0 | 46 | |||||||||
| 8 Jun | 1539.80 | 39.5 | 0 (0.00%) | - | 31 | 0 | 46 | |||||||||
| 5 Jun | 1574.40 | 39.5 | -2.5 (-5.95%) | 33.43 | 31 | 4 | 46 | |||||||||
| 4 Jun | 1566.60 | 44.1 | 6.35 (16.82%) | 37.76 | 12 | -1 | 41 | |||||||||
| 3 Jun | 1558.10 | 37.75 | -5.1 (-11.90%) | 34.8 | 64 | 10 | 41 | |||||||||
| 2 Jun | 1573.40 | 43 | 2.15 (5.26%) | 33.78 | 19 | 12 | 31 | |||||||||
| 1 Jun | 1557.00 | 40.85 | 1.85 (4.74%) | 33.27 | 42 | 20 | 20 | |||||||||
| 18 May | 1439.60 | 0 | -39 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -39 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -39 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -39 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -39 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -39 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1620 expiring on 30JUN2026
Delta for 1620 CE is 0.84
Historical price for 1620 CE is as follows
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 111, which was 0 lower than the previous day. The implied volatity was 36.57, the open interest changed by 0 which decreased total open position to 69
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 111.65, which was 51.55 higher than the previous day. The implied volatity was 36.57, the open interest changed by -7 which decreased total open position to 70
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 58.7, which was -12.6 lower than the previous day. The implied volatity was 24.38, the open interest changed by 9 which increased total open position to 78
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 71.3, which was 37.3 higher than the previous day. The implied volatity was 32.3, the open interest changed by -2 which decreased total open position to 70
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 32.35, which was 18.8 higher than the previous day. The implied volatity was 31.48, the open interest changed by 32 which increased total open position to 72
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 13.55, which was -4.95 lower than the previous day. The implied volatity was 32.46, 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 18.6, which was -20.9 lower than the previous day. The implied volatity was 36.25, the open interest changed by -3 which decreased total open position to 43
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 39.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 39.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 39.5, which was -2.5 lower than the previous day. The implied volatity was 33.43, the open interest changed by 4 which increased total open position to 46
On 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 44.1, which was 6.35 higher than the previous day. The implied volatity was 37.76, the open interest changed by -1 which decreased total open position to 41
On 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 37.75, which was -5.1 lower than the previous day. The implied volatity was 34.8, the open interest changed by 10 which increased total open position to 41
On 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 43, which was 2.15 higher than the previous day. The implied volatity was 33.78, the open interest changed by 12 which increased total open position to 31
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 40.85, which was 1.85 higher than the previous day. The implied volatity was 33.27, the open interest changed by 20 which increased total open position to 20
On 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -39 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 -39 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 -39 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 -39 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 -39 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 -39 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NUVAMA 30-Jun-2026 (11d) 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.01
Theta: -0.8
Gamma: 0.00223
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 1720.40 | 8 | -2 (-20.00%) | 32.99 | 109 | -10 | 92 |
| 17 Jun | 1726.70 | 10 | -21 (-67.74%) | 36.11 | 144 | 62 | 102 |
| 16 Jun | 1660.70 | 31 | -3 (-8.82%) | 38.74 | 48 | 7 | 41 |
| 15 Jun | 1660.90 | 33 | -35 (-51.47%) | 39.21 | 128 | 26 | 34 |
| 12 Jun | 1588.10 | 64 | -48 (-42.86%) | 36.06 | 30 | 9 | 10 |
| 11 Jun | 1510.20 | 112 | -153 (-57.74%) | 33.63 | 1 | 1 | 1 |
| 10 Jun | 1522.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1556.80 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1539.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1574.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1566.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1558.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1573.40 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 1557.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1439.60 | 0 | -264.6 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -264.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -264.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -264.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -264.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -264.6 (-100.00%) | 0 | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1620 expiring on 30JUN2026
Delta for 1620 PE is -0.15
Historical price for 1620 PE is as follows
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 32.99, the open interest changed by -10 which decreased total open position to 92
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 10, which was -21 lower than the previous day. The implied volatity was 36.11, the open interest changed by 62 which increased total open position to 102
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 31, which was -3 lower than the previous day. The implied volatity was 38.74, the open interest changed by 7 which increased total open position to 41
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 33, which was -35 lower than the previous day. The implied volatity was 39.21, the open interest changed by 26 which increased total open position to 34
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 64, which was -48 lower than the previous day. The implied volatity was 36.06, the open interest changed by 9 which increased total open position to 10
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 112, which was -153 lower than the previous day. The implied volatity was 33.63, the open interest changed by 1 which increased total open position to 1
On 10 Jun NUVAMA was trading at 1522.20. 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 9 Jun NUVAMA was trading at 1556.80. 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 8 Jun NUVAMA was trading at 1539.80. 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 5 Jun NUVAMA was trading at 1574.40. 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 4 Jun NUVAMA was trading at 1566.60. 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 3 Jun NUVAMA was trading at 1558.10. 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 2 Jun NUVAMA was trading at 1573.40. 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 1 Jun NUVAMA was trading at 1557.00. 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 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -264.6 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 -264.6 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 -264.6 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 -264.6 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 -264.6 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 -264.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
