NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
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 | 6.5 | 0.80 | 29.93 | 977 | 95 | 815 | |||
| 24 Dec | 212.44 | 5.7 | -1.65 | 29.38 | 787 | 134 | 726 | |||
| 23 Dec | 214.06 | 7.35 | -0.65 | 32.23 | 1,495 | 336 | 591 | |||
| 20 Dec | 213.15 | 8 | 1.20 | 35.56 | 33 | -32 | 256 | |||
| 19 Dec | 214.12 | 6.8 | -0.95 | 29.18 | 6 | -5 | 289 | |||
| 18 Dec | 213.63 | 7.75 | -6.60 | 31.79 | 806 | 268 | 291 | |||
| 17 Dec | 227.51 | 14.35 | -1.65 | 27.01 | 22 | 10 | 22 | |||
| 16 Dec | 232.64 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 233.73 | 16 | -16.00 | - | 2 | 0 | 12 | |||
| 12 Dec | 240.79 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 32 | 9.00 | 42.46 | 2 | 0 | 12 | |||
| 9 Dec | 241.53 | 23 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 238.66 | 23 | 2.00 | 17.33 | 1 | 0 | 13 | |||
| 5 Dec | 235.16 | 21 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 234.07 | 21 | -0.70 | 26.84 | 1 | 0 | 14 | |||
| 3 Dec | 235.68 | 21.7 | 2.40 | 25.76 | 13 | -2 | 14 | |||
| 2 Dec | 231.75 | 19.3 | 0.20 | 27.24 | 4 | 0 | 17 | |||
| 29 Nov | 230.07 | 19.1 | 1.00 | 29.75 | 6 | 2 | 17 | |||
| 27 Nov | 227.72 | 18.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 226.72 | 18.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 226.80 | 18.1 | 4.00 | 31.80 | 3 | 12 | 15 | |||
| 22 Nov | 220.77 | 14.1 | -1.65 | 30.32 | 13 | 11 | 14 | |||
| 13 Nov | 223.21 | 15.75 | -3.45 | 27.78 | 1 | 0 | 3 | |||
| 12 Nov | 224.76 | 19.2 | 19.20 | 35.44 | 4 | 1 | 1 | |||
| 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 | |||
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| 4 Nov | 226.50 | 0 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 220 expiring on 30JAN2025
Delta for 220 CE is 0.46
Historical price for 220 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 6.5, which was 0.80 higher than the previous day. The implied volatity was 29.93, the open interest changed by 95 which increased total open position to 815
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 5.7, which was -1.65 lower than the previous day. The implied volatity was 29.38, the open interest changed by 134 which increased total open position to 726
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 7.35, which was -0.65 lower than the previous day. The implied volatity was 32.23, the open interest changed by 336 which increased total open position to 591
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 8, which was 1.20 higher than the previous day. The implied volatity was 35.56, the open interest changed by -32 which decreased total open position to 256
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 6.8, which was -0.95 lower than the previous day. The implied volatity was 29.18, the open interest changed by -5 which decreased total open position to 289
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 7.75, which was -6.60 lower than the previous day. The implied volatity was 31.79, the open interest changed by 268 which increased total open position to 291
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 14.35, which was -1.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 10 which increased total open position to 22
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 16, 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 13 Dec NMDC was trading at 233.73. The strike last trading price was 16, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 32, 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 11 Dec NMDC was trading at 241.15. The strike last trading price was 32, 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 10 Dec NMDC was trading at 243.97. The strike last trading price was 32, which was 9.00 higher than the previous day. The implied volatity was 42.46, the open interest changed by 0 which decreased total open position to 12
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 23, 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 6 Dec NMDC was trading at 238.66. The strike last trading price was 23, which was 2.00 higher than the previous day. The implied volatity was 17.33, the open interest changed by 0 which decreased total open position to 13
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 21, 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 4 Dec NMDC was trading at 234.07. The strike last trading price was 21, which was -0.70 lower than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 14
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 21.7, which was 2.40 higher than the previous day. The implied volatity was 25.76, the open interest changed by -2 which decreased total open position to 14
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 19.3, which was 0.20 higher than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 17
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 19.1, which was 1.00 higher than the previous day. The implied volatity was 29.75, the open interest changed by 2 which increased total open position to 17
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 18.1, 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 26 Nov NMDC was trading at 226.72. The strike last trading price was 18.1, 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 25 Nov NMDC was trading at 226.80. The strike last trading price was 18.1, which was 4.00 higher than the previous day. The implied volatity was 31.80, the open interest changed by 12 which increased total open position to 15
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 14.1, which was -1.65 lower than the previous day. The implied volatity was 30.32, the open interest changed by 11 which increased total open position to 14
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 15.75, which was -3.45 lower than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 3
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 19.2, which was 19.20 higher than the previous day. The implied volatity was 35.44, the open interest changed by 1 which increased total open position to 1
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 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.26
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 9.95 | -1.55 | 30.91 | 312 | 85 | 422 |
| 24 Dec | 212.44 | 11.5 | -0.15 | 31.72 | 176 | 26 | 338 |
| 23 Dec | 214.06 | 11.65 | 2.65 | 35.43 | 322 | 105 | 313 |
| 20 Dec | 213.15 | 9 | -3.00 | 20.44 | 1 | 0 | 209 |
| 19 Dec | 214.12 | 12 | 0.15 | 34.74 | 2 | -1 | 210 |
| 18 Dec | 213.63 | 11.85 | 6.75 | 33.94 | 462 | 41 | 214 |
| 17 Dec | 227.51 | 5.1 | 1.40 | 30.21 | 99 | 16 | 170 |
| 16 Dec | 232.64 | 3.7 | 0.25 | 30.13 | 150 | 8 | 153 |
| 13 Dec | 233.73 | 3.45 | 1.35 | 29.30 | 263 | 65 | 146 |
| 12 Dec | 240.79 | 2.1 | -0.25 | 28.75 | 36 | 8 | 79 |
| 11 Dec | 241.15 | 2.35 | 0.45 | 29.84 | 17 | 6 | 67 |
| 10 Dec | 243.97 | 1.9 | -0.40 | 29.70 | 65 | 8 | 59 |
| 9 Dec | 241.53 | 2.3 | -0.70 | 29.66 | 36 | 5 | 50 |
| 6 Dec | 238.66 | 3 | -0.90 | 30.35 | 33 | 12 | 45 |
| 5 Dec | 235.16 | 3.9 | -0.25 | 30.44 | 16 | -4 | 32 |
| 4 Dec | 234.07 | 4.15 | 0.20 | 30.44 | 11 | 9 | 36 |
| 3 Dec | 235.68 | 3.95 | -1.30 | 30.15 | 17 | 11 | 26 |
| 2 Dec | 231.75 | 5.25 | -0.95 | 31.64 | 17 | 12 | 15 |
| 29 Nov | 230.07 | 6.2 | -11.05 | 32.22 | 3 | 1 | 2 |
| 27 Nov | 227.72 | 17.25 | 0.00 | 3.77 | 0 | 0 | 0 |
| 26 Nov | 226.72 | 17.25 | 0.00 | 3.41 | 0 | 0 | 0 |
| 25 Nov | 226.80 | 17.25 | 0.00 | 3.48 | 0 | 0 | 0 |
| 22 Nov | 220.77 | 17.25 | 0.00 | 1.79 | 0 | 0 | 0 |
| 13 Nov | 223.21 | 17.25 | 0.00 | 2.51 | 0 | 0 | 0 |
| 12 Nov | 224.76 | 17.25 | 0.00 | 3.57 | 0 | 0 | 0 |
| 11 Nov | 232.93 | 17.25 | 0.00 | 5.26 | 0 | 0 | 0 |
| 8 Nov | 235.97 | 17.25 | 0.00 | 5.53 | 0 | 0 | 0 |
| 7 Nov | 238.91 | 17.25 | 0.00 | 7.24 | 0 | 0 | 0 |
| 6 Nov | 241.06 | 17.25 | 0.00 | 6.71 | 0 | 0 | 0 |
| 5 Nov | 234.73 | 17.25 | 0.00 | 5.05 | 0 | 0 | 0 |
| 4 Nov | 226.50 | 17.25 | 3.35 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 220 expiring on 30JAN2025
Delta for 220 PE is -0.54
Historical price for 220 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 9.95, which was -1.55 lower than the previous day. The implied volatity was 30.91, the open interest changed by 85 which increased total open position to 422
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 11.5, which was -0.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by 26 which increased total open position to 338
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 11.65, which was 2.65 higher than the previous day. The implied volatity was 35.43, the open interest changed by 105 which increased total open position to 313
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 9, which was -3.00 lower than the previous day. The implied volatity was 20.44, the open interest changed by 0 which decreased total open position to 209
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 12, which was 0.15 higher than the previous day. The implied volatity was 34.74, the open interest changed by -1 which decreased total open position to 210
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 11.85, which was 6.75 higher than the previous day. The implied volatity was 33.94, the open interest changed by 41 which increased total open position to 214
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 5.1, which was 1.40 higher than the previous day. The implied volatity was 30.21, the open interest changed by 16 which increased total open position to 170
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 3.7, which was 0.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by 8 which increased total open position to 153
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was 29.30, the open interest changed by 65 which increased total open position to 146
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 28.75, the open interest changed by 8 which increased total open position to 79
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 29.84, the open interest changed by 6 which increased total open position to 67
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 29.70, the open interest changed by 8 which increased total open position to 59
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 29.66, the open interest changed by 5 which increased total open position to 50
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 30.35, the open interest changed by 12 which increased total open position to 45
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 30.44, the open interest changed by -4 which decreased total open position to 32
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 30.44, the open interest changed by 9 which increased total open position to 36
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 3.95, which was -1.30 lower than the previous day. The implied volatity was 30.15, the open interest changed by 11 which increased total open position to 26
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was 31.64, the open interest changed by 12 which increased total open position to 15
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 6.2, which was -11.05 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 2
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NMDC was trading at 226.80. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 17.25, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
