NUVAMA
Nuvama Wealth Manage Ltd
Historical option data for NUVAMA
18 Dec 2025 04:14 PM IST
| NUVAMA 30-DEC-2025 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 3.49
Theta: -4.54
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 7301.50 | 36.6 | 14.75 | 28.79 | 2,749 | 203 | 472 | |||||||||
| 17 Dec | 7171.00 | 20.2 | -1.85 | 28.43 | 215 | 2 | 271 | |||||||||
| 16 Dec | 7190.00 | 21.65 | -21.9 | 27.71 | 102 | 4 | 284 | |||||||||
| 15 Dec | 7274.00 | 45.1 | -19.3 | 29.17 | 41 | 19 | 280 | |||||||||
| 12 Dec | 7352.00 | 66.6 | 12.7 | 28.33 | 81 | -7 | 263 | |||||||||
| 11 Dec | 7230.50 | 55.55 | 25.05 | 28.68 | 463 | 115 | 285 | |||||||||
| 10 Dec | 7013.00 | 30.5 | -7.5 | 31.54 | 57 | -35 | 170 | |||||||||
| 9 Dec | 7074.00 | 37.5 | -11.2 | 30.05 | 223 | -21 | 207 | |||||||||
| 8 Dec | 7127.00 | 47.85 | -4.15 | 29.86 | 180 | -16 | 228 | |||||||||
| 5 Dec | 7172.50 | 52 | 8.65 | 26.77 | 55 | -10 | 246 | |||||||||
| 4 Dec | 7078.50 | 44.85 | -2.3 | 28.35 | 95 | -7 | 254 | |||||||||
| 3 Dec | 7077.50 | 51 | -38.75 | 28.03 | 184 | 46 | 261 | |||||||||
| 2 Dec | 7269.00 | 88.3 | -53.7 | 28.01 | 239 | -49 | 215 | |||||||||
| 1 Dec | 7453.00 | 137.75 | -24.85 | 25.54 | 615 | -7 | 266 | |||||||||
| 28 Nov | 7462.50 | 158.1 | 39.4 | 25.39 | 703 | 43 | 272 | |||||||||
| 27 Nov | 7384.50 | 119.9 | 14.4 | 25.53 | 213 | 30 | 228 | |||||||||
| 26 Nov | 7313.00 | 99.85 | 54.95 | 25.30 | 1,098 | 171 | 198 | |||||||||
| 25 Nov | 6972.50 | 46 | -512.95 | 26.85 | 62 | 26 | 26 | |||||||||
| 21 Nov | 7249.50 | 558.95 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 18 Nov | 7319.50 | 558.95 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 10 Nov | 7468.50 | 558.95 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Oct | 7227.00 | 558.95 | 0 | 2.75 | 0 | 0 | 0 | |||||||||
For Nuvama Wealth Manage Ltd - strike price 7700 expiring on 30DEC2025
Delta for 7700 CE is 0.18
Historical price for 7700 CE is as follows
On 18 Dec NUVAMA was trading at 7301.50. The strike last trading price was 36.6, which was 14.75 higher than the previous day. The implied volatity was 28.79, the open interest changed by 203 which increased total open position to 472
On 17 Dec NUVAMA was trading at 7171.00. The strike last trading price was 20.2, which was -1.85 lower than the previous day. The implied volatity was 28.43, the open interest changed by 2 which increased total open position to 271
On 16 Dec NUVAMA was trading at 7190.00. The strike last trading price was 21.65, which was -21.9 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 284
On 15 Dec NUVAMA was trading at 7274.00. The strike last trading price was 45.1, which was -19.3 lower than the previous day. The implied volatity was 29.17, the open interest changed by 19 which increased total open position to 280
On 12 Dec NUVAMA was trading at 7352.00. The strike last trading price was 66.6, which was 12.7 higher than the previous day. The implied volatity was 28.33, the open interest changed by -7 which decreased total open position to 263
On 11 Dec NUVAMA was trading at 7230.50. The strike last trading price was 55.55, which was 25.05 higher than the previous day. The implied volatity was 28.68, the open interest changed by 115 which increased total open position to 285
On 10 Dec NUVAMA was trading at 7013.00. The strike last trading price was 30.5, which was -7.5 lower than the previous day. The implied volatity was 31.54, the open interest changed by -35 which decreased total open position to 170
On 9 Dec NUVAMA was trading at 7074.00. The strike last trading price was 37.5, which was -11.2 lower than the previous day. The implied volatity was 30.05, the open interest changed by -21 which decreased total open position to 207
On 8 Dec NUVAMA was trading at 7127.00. The strike last trading price was 47.85, which was -4.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by -16 which decreased total open position to 228
On 5 Dec NUVAMA was trading at 7172.50. The strike last trading price was 52, which was 8.65 higher than the previous day. The implied volatity was 26.77, the open interest changed by -10 which decreased total open position to 246
On 4 Dec NUVAMA was trading at 7078.50. The strike last trading price was 44.85, which was -2.3 lower than the previous day. The implied volatity was 28.35, the open interest changed by -7 which decreased total open position to 254
On 3 Dec NUVAMA was trading at 7077.50. The strike last trading price was 51, which was -38.75 lower than the previous day. The implied volatity was 28.03, the open interest changed by 46 which increased total open position to 261
On 2 Dec NUVAMA was trading at 7269.00. The strike last trading price was 88.3, which was -53.7 lower than the previous day. The implied volatity was 28.01, the open interest changed by -49 which decreased total open position to 215
On 1 Dec NUVAMA was trading at 7453.00. The strike last trading price was 137.75, which was -24.85 lower than the previous day. The implied volatity was 25.54, the open interest changed by -7 which decreased total open position to 266
On 28 Nov NUVAMA was trading at 7462.50. The strike last trading price was 158.1, which was 39.4 higher than the previous day. The implied volatity was 25.39, the open interest changed by 43 which increased total open position to 272
On 27 Nov NUVAMA was trading at 7384.50. The strike last trading price was 119.9, which was 14.4 higher than the previous day. The implied volatity was 25.53, the open interest changed by 30 which increased total open position to 228
On 26 Nov NUVAMA was trading at 7313.00. The strike last trading price was 99.85, which was 54.95 higher than the previous day. The implied volatity was 25.30, the open interest changed by 171 which increased total open position to 198
On 25 Nov NUVAMA was trading at 6972.50. The strike last trading price was 46, which was -512.95 lower than the previous day. The implied volatity was 26.85, the open interest changed by 26 which increased total open position to 26
On 21 Nov NUVAMA was trading at 7249.50. The strike last trading price was 558.95, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NUVAMA was trading at 7319.50. The strike last trading price was 558.95, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 10 Nov NUVAMA was trading at 7468.50. The strike last trading price was 558.95, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 30 Oct NUVAMA was trading at 7227.00. The strike last trading price was 558.95, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
| NUVAMA 30DEC2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 1.17
Theta: 1.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 7301.50 | 370.1 | -76.1 | 15.42 | 3 | 0 | 11 |
| 17 Dec | 7171.00 | 446.2 | -171.35 | - | 0 | 0 | 11 |
| 16 Dec | 7190.00 | 446.2 | -171.35 | - | 0 | 0 | 11 |
| 15 Dec | 7274.00 | 446.2 | -171.35 | - | 0 | 0 | 0 |
| 12 Dec | 7352.00 | 446.2 | -171.35 | - | 0 | 0 | 11 |
| 11 Dec | 7230.50 | 446.2 | -171.35 | 26.46 | 7 | 3 | 14 |
| 10 Dec | 7013.00 | 617.55 | -1.6 | - | 0 | 0 | 11 |
| 9 Dec | 7074.00 | 617.55 | -1.6 | 31.11 | 1 | 0 | 11 |
| 8 Dec | 7127.00 | 619.15 | 278.7 | - | 0 | 0 | 11 |
| 5 Dec | 7172.50 | 619.15 | 278.7 | - | 0 | 0 | 0 |
| 4 Dec | 7078.50 | 619.15 | 278.7 | - | 0 | 0 | 0 |
| 3 Dec | 7077.50 | 619.15 | 278.7 | 33.84 | 1 | 0 | 11 |
| 2 Dec | 7269.00 | 340.45 | 0 | - | 0 | -1 | 0 |
| 1 Dec | 7453.00 | 340.45 | 0 | 26.72 | 1 | 0 | 12 |
| 28 Nov | 7462.50 | 340.45 | -54.65 | 26.86 | 5 | 1 | 12 |
| 27 Nov | 7384.50 | 395.1 | -69.45 | 26.40 | 5 | 3 | 12 |
| 26 Nov | 7313.00 | 464.55 | -270.5 | 29.01 | 1 | 0 | 9 |
| 25 Nov | 6972.50 | 735.05 | 242.8 | 34.44 | 1 | 0 | 9 |
| 21 Nov | 7249.50 | 492.25 | 6.25 | - | 0 | 0 | 0 |
| 18 Nov | 7319.50 | 492.25 | 6.25 | 33.03 | 1 | 0 | 9 |
| 10 Nov | 7468.50 | 486 | -249.65 | 37.43 | 9 | 8 | 8 |
| 30 Oct | 7227.00 | 735.65 | 0 | - | 0 | 0 | 0 |
For Nuvama Wealth Manage Ltd - strike price 7700 expiring on 30DEC2025
Delta for 7700 PE is -0.96
Historical price for 7700 PE is as follows
On 18 Dec NUVAMA was trading at 7301.50. The strike last trading price was 370.1, which was -76.1 lower than the previous day. The implied volatity was 15.42, the open interest changed by 0 which decreased total open position to 11
On 17 Dec NUVAMA was trading at 7171.00. The strike last trading price was 446.2, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Dec NUVAMA was trading at 7190.00. The strike last trading price was 446.2, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Dec NUVAMA was trading at 7274.00. The strike last trading price was 446.2, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NUVAMA was trading at 7352.00. The strike last trading price was 446.2, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec NUVAMA was trading at 7230.50. The strike last trading price was 446.2, which was -171.35 lower than the previous day. The implied volatity was 26.46, the open interest changed by 3 which increased total open position to 14
On 10 Dec NUVAMA was trading at 7013.00. The strike last trading price was 617.55, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec NUVAMA was trading at 7074.00. The strike last trading price was 617.55, which was -1.6 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 11
On 8 Dec NUVAMA was trading at 7127.00. The strike last trading price was 619.15, which was 278.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec NUVAMA was trading at 7172.50. The strike last trading price was 619.15, which was 278.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NUVAMA was trading at 7078.50. The strike last trading price was 619.15, which was 278.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NUVAMA was trading at 7077.50. The strike last trading price was 619.15, which was 278.7 higher than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 11
On 2 Dec NUVAMA was trading at 7269.00. The strike last trading price was 340.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 1 Dec NUVAMA was trading at 7453.00. The strike last trading price was 340.45, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 12
On 28 Nov NUVAMA was trading at 7462.50. The strike last trading price was 340.45, which was -54.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by 1 which increased total open position to 12
On 27 Nov NUVAMA was trading at 7384.50. The strike last trading price was 395.1, which was -69.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by 3 which increased total open position to 12
On 26 Nov NUVAMA was trading at 7313.00. The strike last trading price was 464.55, which was -270.5 lower than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 9
On 25 Nov NUVAMA was trading at 6972.50. The strike last trading price was 735.05, which was 242.8 higher than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 9
On 21 Nov NUVAMA was trading at 7249.50. The strike last trading price was 492.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NUVAMA was trading at 7319.50. The strike last trading price was 492.25, which was 6.25 higher than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 9
On 10 Nov NUVAMA was trading at 7468.50. The strike last trading price was 486, which was -249.65 lower than the previous day. The implied volatity was 37.43, the open interest changed by 8 which increased total open position to 8
On 30 Oct NUVAMA was trading at 7227.00. The strike last trading price was 735.65, 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































































































































































































































