Historical option data for NUVAMA
23 Jun 2026 04:10 PM IST
| NUVAMA 30-Jun-2026 (7d) 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.01
Theta: -1.51
Gamma: 0.00308
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1716.60 | 82.45 | -17.6 (-17.59%) | 34.14 | 6 | -2 | 55 | |||||||||
| 22 Jun | 1740.80 | 100 | -4 (-3.85%) | 36.56 | 7 | 0 | 56 | |||||||||
| 19 Jun | 1739.60 | 104 | 20.3 (24.25%) | 34.32 | 1 | 0 | 56 | |||||||||
| 18 Jun | 1720.40 | 83.7 | -8.3 (-9.02%) | 25.22 | 20 | -2 | 57 | |||||||||
| 17 Jun | 1726.70 | 92 | 43.95 (91.47%) | 21.59 | 30 | -2 | 60 | |||||||||
| 16 Jun | 1660.70 | 46.5 | -12.05 (-20.58%) | 28.04 | 93 | 16 | 63 | |||||||||
| 15 Jun | 1660.90 | 57.4 | 31.05 (117.84%) | 31.45 | 273 | 11 | 47 | |||||||||
| 12 Jun | 1588.10 | 27.85 | 17.35 (165.24%) | 32.75 | 91 | 18 | 38 | |||||||||
| 11 Jun | 1510.20 | 10.4 | -4 (-27.78%) | 34.84 | 32 | 7 | 20 | |||||||||
| 10 Jun | 1522.20 | 14.1 | -5.9 (-29.50%) | 35.8 | 35 | 11 | 11 | |||||||||
| 9 Jun | 1556.80 | 20 | -8.75 (-30.43%) | 31.48 | 2 | 1 | 1 | |||||||||
| 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 | |||||||||
| 29 May | 1554.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1439.60 | 0 | -28.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1458.50 | 0 | -28.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1477.90 | 0 | -28.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1519.30 | 0 | -28.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1548.20 | 0 | -28.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1598.80 | 0 | -28.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 1640 expiring on 30JUN2026
Delta for 1640 CE is 0.83
Historical price for 1640 CE is as follows
On 23 Jun NUVAMA was trading at 1716.60. The strike last trading price was 82.45, which was -17.6 lower than the previous day. The implied volatity was 34.14, the open interest changed by -2 which decreased total open position to 55
On 22 Jun NUVAMA was trading at 1740.80. The strike last trading price was 100, which was -4 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 56
On 19 Jun NUVAMA was trading at 1739.60. The strike last trading price was 104, which was 20.3 higher than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 56
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 83.7, which was -8.3 lower than the previous day. The implied volatity was 25.22, the open interest changed by -2 which decreased total open position to 57
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 92, which was 43.95 higher than the previous day. The implied volatity was 21.59, the open interest changed by -2 which decreased total open position to 60
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 46.5, which was -12.05 lower than the previous day. The implied volatity was 28.04, the open interest changed by 16 which increased total open position to 63
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 57.4, which was 31.05 higher than the previous day. The implied volatity was 31.45, the open interest changed by 11 which increased total open position to 47
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 27.85, which was 17.35 higher than the previous day. The implied volatity was 32.75, the open interest changed by 18 which increased total open position to 38
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 10.4, which was -4 lower than the previous day. The implied volatity was 34.84, the open interest changed by 7 which increased total open position to 20
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 14.1, which was -5.9 lower than the previous day. The implied volatity was 35.8, the open interest changed by 11 which increased total open position to 11
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 20, which was -8.75 lower than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 1
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 29 May NUVAMA was trading at 1554.60. 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 18 May NUVAMA was trading at 1439.60. The strike last trading price was 0, which was -28.75 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 -28.75 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 -28.75 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 -28.75 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 -28.75 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 -28.75 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 (7d) 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.01
Theta: -1.02
Gamma: 0.00307
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1716.60 | 6 | 0 (0.00%) | 31.2 | 22 | 3 | 107 |
| 22 Jun | 1740.80 | 6 | -4 (-40.00%) | 35.57 | 52 | -11 | 105 |
| 19 Jun | 1739.60 | 9 | -3 (-25.00%) | 36.84 | 50 | -2 | 117 |
| 18 Jun | 1720.40 | 12 | -2 (-14.29%) | 33.17 | 127 | 47 | 119 |
| 17 Jun | 1726.70 | 13 | -28 (-68.29%) | 35.54 | 85 | 37 | 72 |
| 16 Jun | 1660.70 | 40 | -3 (-6.98%) | 37.8 | 58 | 8 | 35 |
| 15 Jun | 1660.90 | 42 | -90 (-68.18%) | 39.71 | 54 | 26 | 27 |
| 12 Jun | 1588.10 | 132 | 132 (24.53%) | 40.67 | 1 | 0 | 1 |
| 11 Jun | 1510.20 | 132 | 26 (24.53%) | 40.67 | 1 | 0 | 1 |
| 10 Jun | 1522.20 | 106 | -1 (-0.93%) | 39.47 | 1 | 0 | 2 |
| 9 Jun | 1556.80 | 107 | 0 (0.00%) | - | 3 | 0 | 2 |
| 8 Jun | 1539.80 | 107 | 0 (0.00%) | - | 3 | 0 | 2 |
| 5 Jun | 1574.40 | 107 | 0 (0.00%) | - | 3 | 0 | 2 |
| 4 Jun | 1566.60 | 107 | 0 (0.00%) | - | 3 | 0 | 2 |
| 3 Jun | 1558.10 | 107 | 0 (0.00%) | - | 3 | 0 | 2 |
| 2 Jun | 1573.40 | 107 | 0 (0.00%) | 35.67 | 3 | 0 | 2 |
| 1 Jun | 1557.00 | 107 | 1 (0.94%) | 35.67 | 3 | 0 | 1 |
| 29 May | 1554.60 | 106 | -258 (-70.88%) | 36.76 | 2 | 1 | 1 |
| 18 May | 1439.60 | 0 | -364.3 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1458.50 | 0 | -364.3 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1477.90 | 0 | -364.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1519.30 | 0 | -364.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1548.20 | 0 | -364.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1598.80 | 0 | -364.3 (-100.00%) | 0 | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 1640 expiring on 30JUN2026
Delta for 1640 PE is -0.15
Historical price for 1640 PE is as follows
On 23 Jun NUVAMA was trading at 1716.60. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 31.2, the open interest changed by 3 which increased total open position to 107
On 22 Jun NUVAMA was trading at 1740.80. The strike last trading price was 6, which was -4 lower than the previous day. The implied volatity was 35.57, the open interest changed by -11 which decreased total open position to 105
On 19 Jun NUVAMA was trading at 1739.60. The strike last trading price was 9, which was -3 lower than the previous day. The implied volatity was 36.84, the open interest changed by -2 which decreased total open position to 117
On 18 Jun NUVAMA was trading at 1720.40. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 33.17, the open interest changed by 47 which increased total open position to 119
On 17 Jun NUVAMA was trading at 1726.70. The strike last trading price was 13, which was -28 lower than the previous day. The implied volatity was 35.54, the open interest changed by 37 which increased total open position to 72
On 16 Jun NUVAMA was trading at 1660.70. The strike last trading price was 40, which was -3 lower than the previous day. The implied volatity was 37.8, the open interest changed by 8 which increased total open position to 35
On 15 Jun NUVAMA was trading at 1660.90. The strike last trading price was 42, which was -90 lower than the previous day. The implied volatity was 39.71, the open interest changed by 26 which increased total open position to 27
On 12 Jun NUVAMA was trading at 1588.10. The strike last trading price was 132, which was 132 higher than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 1
On 11 Jun NUVAMA was trading at 1510.20. The strike last trading price was 132, which was 26 higher than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 1
On 10 Jun NUVAMA was trading at 1522.20. The strike last trading price was 106, which was -1 lower than the previous day. The implied volatity was 39.47, the open interest changed by 0 which decreased total open position to 2
On 9 Jun NUVAMA was trading at 1556.80. The strike last trading price was 107, 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 8 Jun NUVAMA was trading at 1539.80. The strike last trading price was 107, 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 5 Jun NUVAMA was trading at 1574.40. The strike last trading price was 107, 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 4 Jun NUVAMA was trading at 1566.60. The strike last trading price was 107, 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 3 Jun NUVAMA was trading at 1558.10. The strike last trading price was 107, 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 2 Jun NUVAMA was trading at 1573.40. The strike last trading price was 107, which was 0 lower than the previous day. The implied volatity was 35.67, the open interest changed by 0 which decreased total open position to 2
On 1 Jun NUVAMA was trading at 1557.00. The strike last trading price was 107, which was 1 higher than the previous day. The implied volatity was 35.67, the open interest changed by 0 which decreased total open position to 1
On 29 May NUVAMA was trading at 1554.60. The strike last trading price was 106, which was -258 lower than the previous day. The implied volatity was 36.76, 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 -364.3 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 -364.3 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 -364.3 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 -364.3 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 -364.3 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 -364.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
