NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.18
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 18.7 | 1.40 | 30.23 | 31 | 11 | 28 | |||
| 24 Dec | 212.44 | 17.3 | -2.50 | 30.48 | 12 | 1 | 16 | |||
| 23 Dec | 214.06 | 19.8 | -3.20 | 35.62 | 10 | -1 | 14 | |||
| 20 Dec | 213.15 | 23 | 3.30 | 35.90 | 1 | 0 | 16 | |||
| 19 Dec | 214.12 | 19.7 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 18 Dec | 213.63 | 19.7 | -14.75 | 33.36 | 19 | 15 | 15 | |||
| 17 Dec | 227.51 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 232.64 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 233.73 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 240.79 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 241.53 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 238.66 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 235.16 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 234.07 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 235.68 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 34.45 | 34.45 | - | 0 | 0 | 0 | |||
| 27 Nov | 227.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 226.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 232.93 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 235.97 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.91 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 241.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 234.73 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 226.50 | 0 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 200 expiring on 30JAN2025
Delta for 200 CE is 0.82
Historical price for 200 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 18.7, which was 1.40 higher than the previous day. The implied volatity was 30.23, the open interest changed by 11 which increased total open position to 28
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 17.3, which was -2.50 lower than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 16
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 19.8, which was -3.20 lower than the previous day. The implied volatity was 35.62, the open interest changed by -1 which decreased total open position to 14
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 23, which was 3.30 higher than the previous day. The implied volatity was 35.90, the open interest changed by 0 which decreased total open position to 16
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 19.7, which was -14.75 lower than the previous day. The implied volatity was 33.36, the open interest changed by 15 which increased total open position to 15
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 34.45, which was 0.00 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 NMDC was trading at 240.79. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 34.45, which was 34.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NMDC was trading at 226.72. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NMDC was trading at 235.97. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NMDC was trading at 238.91. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NMDC was trading at 241.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NMDC was trading at 234.73. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NMDC was trading at 226.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.18
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 2.5 | -0.75 | 32.55 | 887 | 57 | 528 |
| 24 Dec | 212.44 | 3.25 | -0.50 | 33.27 | 706 | 41 | 469 |
| 23 Dec | 214.06 | 3.75 | 0.20 | 37.15 | 1,171 | 204 | 428 |
| 20 Dec | 213.15 | 3.55 | 0.65 | 33.10 | 29 | -14 | 229 |
| 19 Dec | 214.12 | 2.9 | -0.85 | 30.83 | 14 | -13 | 244 |
| 18 Dec | 213.63 | 3.75 | 2.60 | 34.89 | 1,043 | 102 | 257 |
| 17 Dec | 227.51 | 1.15 | 0.25 | 32.03 | 41 | 13 | 153 |
| 16 Dec | 232.64 | 0.9 | 0.00 | 33.19 | 41 | 10 | 139 |
| 13 Dec | 233.73 | 0.9 | 0.30 | 32.87 | 90 | 42 | 129 |
| 12 Dec | 240.79 | 0.6 | 0.00 | 33.67 | 15 | -3 | 88 |
| 11 Dec | 241.15 | 0.6 | 0.05 | 33.30 | 7 | 3 | 90 |
| 10 Dec | 243.97 | 0.55 | -0.10 | 34.11 | 35 | 22 | 87 |
| 9 Dec | 241.53 | 0.65 | -0.20 | 33.74 | 14 | 9 | 65 |
| 6 Dec | 238.66 | 0.85 | -0.20 | 33.61 | 11 | 0 | 56 |
| 5 Dec | 235.16 | 1.05 | -0.10 | 32.80 | 20 | 15 | 55 |
| 4 Dec | 234.07 | 1.15 | 0.00 | 32.83 | 16 | 6 | 40 |
| 3 Dec | 235.68 | 1.15 | -0.50 | 33.21 | 26 | 21 | 33 |
| 2 Dec | 231.75 | 1.65 | -0.30 | 34.16 | 9 | 1 | 4 |
| 29 Nov | 230.07 | 1.95 | -7.05 | 33.91 | 3 | 2 | 2 |
| 27 Nov | 227.72 | 9 | 0.00 | 10.52 | 0 | 0 | 0 |
| 26 Nov | 226.72 | 9 | 0.00 | 9.41 | 0 | 0 | 0 |
| 11 Nov | 232.93 | 9 | 0.00 | 9.70 | 0 | 0 | 0 |
| 8 Nov | 235.97 | 9 | 0.00 | 11.56 | 0 | 0 | 0 |
| 7 Nov | 238.91 | 9 | 0.00 | 12.13 | 0 | 0 | 0 |
| 6 Nov | 241.06 | 9 | 0.00 | 12.39 | 0 | 0 | 0 |
| 5 Nov | 234.73 | 9 | 0.00 | 10.07 | 0 | 0 | 0 |
| 4 Nov | 226.50 | 9 | 8.63 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 200 expiring on 30JAN2025
Delta for 200 PE is -0.20
Historical price for 200 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 2.5, which was -0.75 lower than the previous day. The implied volatity was 32.55, the open interest changed by 57 which increased total open position to 528
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was 33.27, the open interest changed by 41 which increased total open position to 469
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 37.15, the open interest changed by 204 which increased total open position to 428
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 3.55, which was 0.65 higher than the previous day. The implied volatity was 33.10, the open interest changed by -14 which decreased total open position to 229
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 30.83, the open interest changed by -13 which decreased total open position to 244
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 3.75, which was 2.60 higher than the previous day. The implied volatity was 34.89, the open interest changed by 102 which increased total open position to 257
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 32.03, the open interest changed by 13 which increased total open position to 153
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 10 which increased total open position to 139
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 32.87, the open interest changed by 42 which increased total open position to 129
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by -3 which decreased total open position to 88
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.30, the open interest changed by 3 which increased total open position to 90
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.11, the open interest changed by 22 which increased total open position to 87
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 33.74, the open interest changed by 9 which increased total open position to 65
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 56
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 32.80, the open interest changed by 15 which increased total open position to 55
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 32.83, the open interest changed by 6 which increased total open position to 40
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 33.21, the open interest changed by 21 which increased total open position to 33
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 34.16, the open interest changed by 1 which increased total open position to 4
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 1.95, which was -7.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by 2 which increased total open position to 2
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 10.52, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NMDC was trading at 226.72. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 9.41, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NMDC was trading at 235.97. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 11.56, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NMDC was trading at 238.91. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NMDC was trading at 241.06. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 12.39, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NMDC was trading at 234.73. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NMDC was trading at 226.50. The strike last trading price was 9, which was lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
