NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.26
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 8.85 | 0.95 | 30.06 | 646 | 40 | 252 | |||
| 24 Dec | 212.44 | 7.9 | -1.60 | 29.68 | 467 | 66 | 210 | |||
| 23 Dec | 214.06 | 9.5 | -0.75 | 31.72 | 380 | 81 | 145 | |||
| 20 Dec | 213.15 | 10.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 214.12 | 10.25 | 0.00 | 33.04 | 1 | 0 | 65 | |||
| 18 Dec | 213.63 | 10.25 | -15.00 | 32.55 | 198 | 65 | 65 | |||
| 17 Dec | 227.51 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 232.64 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 233.73 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 240.79 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 241.53 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 238.66 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 235.16 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 234.07 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 235.68 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 25.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 25.25 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 215 expiring on 30JAN2025
Delta for 215 CE is 0.55
Historical price for 215 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 8.85, which was 0.95 higher than the previous day. The implied volatity was 30.06, the open interest changed by 40 which increased total open position to 252
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 7.9, which was -1.60 lower than the previous day. The implied volatity was 29.68, the open interest changed by 66 which increased total open position to 210
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 9.5, which was -0.75 lower than the previous day. The implied volatity was 31.72, the open interest changed by 81 which increased total open position to 145
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 10.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 10.25, which was 0.00 lower than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 65
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 10.25, which was -15.00 lower than the previous day. The implied volatity was 32.55, the open interest changed by 65 which increased total open position to 65
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.26
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 7.25 | -1.50 | 30.68 | 371 | 71 | 278 |
| 24 Dec | 212.44 | 8.75 | -0.40 | 31.97 | 210 | 70 | 208 |
| 23 Dec | 214.06 | 9.15 | 5.10 | 36.02 | 234 | 42 | 138 |
| 20 Dec | 213.15 | 4.05 | -4.45 | 14.04 | 2 | -1 | 97 |
| 19 Dec | 214.12 | 8.5 | -0.70 | 32.60 | 2 | -1 | 99 |
| 18 Dec | 213.63 | 9.2 | 5.70 | 33.99 | 263 | 66 | 90 |
| 17 Dec | 227.51 | 3.5 | 0.65 | 29.97 | 43 | 16 | 34 |
| 16 Dec | 232.64 | 2.85 | 0.40 | 31.70 | 15 | 2 | 18 |
| 13 Dec | 233.73 | 2.45 | -7.40 | 29.87 | 28 | 18 | 18 |
| 12 Dec | 240.79 | 9.85 | 0.00 | 10.37 | 0 | 0 | 0 |
| 11 Dec | 241.15 | 9.85 | 0.00 | 10.31 | 0 | 0 | 0 |
| 10 Dec | 243.97 | 9.85 | 0.00 | 11.09 | 0 | 0 | 0 |
| 9 Dec | 241.53 | 9.85 | 0.00 | 10.39 | 0 | 0 | 0 |
| 6 Dec | 238.66 | 9.85 | 0.00 | 8.85 | 0 | 0 | 0 |
| 5 Dec | 235.16 | 9.85 | 0.00 | 7.71 | 0 | 0 | 0 |
| 4 Dec | 234.07 | 9.85 | 0.00 | 7.39 | 0 | 0 | 0 |
| 3 Dec | 235.68 | 9.85 | 0.00 | 7.80 | 0 | 0 | 0 |
| 2 Dec | 231.75 | 9.85 | 0.00 | 6.62 | 0 | 0 | 0 |
| 29 Nov | 230.07 | 9.85 | 6.04 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 215 expiring on 30JAN2025
Delta for 215 PE is -0.45
Historical price for 215 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 7.25, which was -1.50 lower than the previous day. The implied volatity was 30.68, the open interest changed by 71 which increased total open position to 278
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 8.75, which was -0.40 lower than the previous day. The implied volatity was 31.97, the open interest changed by 70 which increased total open position to 208
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 9.15, which was 5.10 higher than the previous day. The implied volatity was 36.02, the open interest changed by 42 which increased total open position to 138
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 4.05, which was -4.45 lower than the previous day. The implied volatity was 14.04, the open interest changed by -1 which decreased total open position to 97
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 8.5, which was -0.70 lower than the previous day. The implied volatity was 32.60, the open interest changed by -1 which decreased total open position to 99
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 9.2, which was 5.70 higher than the previous day. The implied volatity was 33.99, the open interest changed by 66 which increased total open position to 90
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 29.97, the open interest changed by 16 which increased total open position to 34
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 2.85, which was 0.40 higher than the previous day. The implied volatity was 31.70, the open interest changed by 2 which increased total open position to 18
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 2.45, which was -7.40 lower than the previous day. The implied volatity was 29.87, the open interest changed by 18 which increased total open position to 18
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.37, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.31, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.09, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.39, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 8.85, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 9.85, which was lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
