NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.25
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 11.8 | 1.20 | 30.65 | 369 | 37 | 219 | |||
| 24 Dec | 212.44 | 10.6 | -1.70 | 30.05 | 311 | 60 | 181 | |||
| 23 Dec | 214.06 | 12.3 | -3.45 | 31.97 | 329 | 55 | 120 | |||
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| 20 Dec | 213.15 | 15.75 | 2.75 | 46.97 | 6 | -5 | 66 | |||
| 19 Dec | 214.12 | 13 | 0.35 | 32.70 | 1 | 0 | 72 | |||
| 18 Dec | 213.63 | 12.65 | -13.85 | 31.51 | 118 | 71 | 72 | |||
| 17 Dec | 227.51 | 26.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 232.64 | 26.5 | -1.85 | 27.30 | 1 | 0 | 0 | |||
| 13 Dec | 233.73 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 240.79 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 241.53 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 238.66 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 235.16 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 234.07 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 235.68 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 227.72 | 28.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 226.72 | 28.35 | 28.35 | - | 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 | |||
| 5 Nov | 234.73 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 226.50 | 0 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 210 expiring on 30JAN2025
Delta for 210 CE is 0.65
Historical price for 210 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 11.8, which was 1.20 higher than the previous day. The implied volatity was 30.65, the open interest changed by 37 which increased total open position to 219
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 10.6, which was -1.70 lower than the previous day. The implied volatity was 30.05, the open interest changed by 60 which increased total open position to 181
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 12.3, which was -3.45 lower than the previous day. The implied volatity was 31.97, the open interest changed by 55 which increased total open position to 120
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 15.75, which was 2.75 higher than the previous day. The implied volatity was 46.97, the open interest changed by -5 which decreased total open position to 66
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 13, which was 0.35 higher than the previous day. The implied volatity was 32.70, the open interest changed by 0 which decreased total open position to 72
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 12.65, which was -13.85 lower than the previous day. The implied volatity was 31.51, the open interest changed by 71 which increased total open position to 72
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 26.5, which was -1.85 lower than the previous day. The implied volatity was 27.30, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 27 Nov NMDC was trading at 227.72. The strike last trading price was 28.35, 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 28.35, which was 28.35 higher 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 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.25
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 5.3 | -1.15 | 31.52 | 410 | 35 | 305 |
| 24 Dec | 212.44 | 6.45 | -0.55 | 32.23 | 521 | 32 | 269 |
| 23 Dec | 214.06 | 7 | 2.60 | 36.47 | 625 | 50 | 236 |
| 20 Dec | 213.15 | 4.4 | -0.65 | 23.63 | 11 | -8 | 187 |
| 19 Dec | 214.12 | 5.05 | -2.00 | 26.78 | 4 | -3 | 196 |
| 18 Dec | 213.63 | 7.05 | 4.60 | 34.42 | 988 | 37 | 198 |
| 17 Dec | 227.51 | 2.45 | 0.60 | 30.55 | 45 | 14 | 161 |
| 16 Dec | 232.64 | 1.85 | 0.15 | 31.40 | 74 | 33 | 147 |
| 13 Dec | 233.73 | 1.7 | 0.60 | 30.45 | 165 | 63 | 114 |
| 12 Dec | 240.79 | 1.1 | 0.10 | 30.86 | 38 | 7 | 51 |
| 11 Dec | 241.15 | 1 | 0.05 | 29.98 | 10 | 5 | 47 |
| 10 Dec | 243.97 | 0.95 | -0.30 | 31.23 | 32 | 6 | 42 |
| 9 Dec | 241.53 | 1.25 | -0.40 | 31.70 | 28 | 11 | 34 |
| 6 Dec | 238.66 | 1.65 | -0.35 | 32.04 | 13 | 4 | 22 |
| 5 Dec | 235.16 | 2 | -0.20 | 31.11 | 6 | 2 | 19 |
| 4 Dec | 234.07 | 2.2 | 0.20 | 31.32 | 14 | 11 | 16 |
| 3 Dec | 235.68 | 2 | -2.80 | 30.62 | 4 | 3 | 4 |
| 2 Dec | 231.75 | 4.8 | 0.45 | 39.80 | 1 | 0 | 1 |
| 29 Nov | 230.07 | 4.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 227.72 | 4.35 | -8.35 | 33.63 | 1 | 0 | 0 |
| 26 Nov | 226.72 | 12.7 | 0.00 | 6.49 | 0 | 0 | 0 |
| 11 Nov | 232.93 | 12.7 | 0.00 | 7.94 | 0 | 0 | 0 |
| 8 Nov | 235.97 | 12.7 | 0.00 | 8.41 | 0 | 0 | 0 |
| 7 Nov | 238.91 | 12.7 | 0.00 | 8.95 | 0 | 0 | 0 |
| 6 Nov | 241.06 | 12.7 | 0.00 | 9.24 | 0 | 0 | 0 |
| 5 Nov | 234.73 | 12.7 | 0.00 | 7.62 | 0 | 0 | 0 |
| 4 Nov | 226.50 | 12.7 | 6.07 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 210 expiring on 30JAN2025
Delta for 210 PE is -0.35
Historical price for 210 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 31.52, the open interest changed by 35 which increased total open position to 305
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 6.45, which was -0.55 lower than the previous day. The implied volatity was 32.23, the open interest changed by 32 which increased total open position to 269
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 7, which was 2.60 higher than the previous day. The implied volatity was 36.47, the open interest changed by 50 which increased total open position to 236
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 4.4, which was -0.65 lower than the previous day. The implied volatity was 23.63, the open interest changed by -8 which decreased total open position to 187
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 5.05, which was -2.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by -3 which decreased total open position to 196
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 7.05, which was 4.60 higher than the previous day. The implied volatity was 34.42, the open interest changed by 37 which increased total open position to 198
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 2.45, which was 0.60 higher than the previous day. The implied volatity was 30.55, the open interest changed by 14 which increased total open position to 161
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 31.40, the open interest changed by 33 which increased total open position to 147
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 1.7, which was 0.60 higher than the previous day. The implied volatity was 30.45, the open interest changed by 63 which increased total open position to 114
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 30.86, the open interest changed by 7 which increased total open position to 51
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 29.98, the open interest changed by 5 which increased total open position to 47
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 31.23, the open interest changed by 6 which increased total open position to 42
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 31.70, the open interest changed by 11 which increased total open position to 34
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 32.04, the open interest changed by 4 which increased total open position to 22
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 19
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 31.32, the open interest changed by 11 which increased total open position to 16
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 2, which was -2.80 lower than the previous day. The implied volatity was 30.62, the open interest changed by 3 which increased total open position to 4
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 4.8, which was 0.45 higher than the previous day. The implied volatity was 39.80, the open interest changed by 0 which decreased total open position to 1
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 4.35, which was -8.35 lower than the previous day. The implied volatity was 33.63, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 8.41, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 8.95, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 9.24, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 12.7, which was lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
