NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.25
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 4.5 | 0.55 | 29.30 | 509 | 75 | 381 | |||
| 24 Dec | 212.44 | 3.95 | -1.55 | 29.02 | 454 | 94 | 304 | |||
| 23 Dec | 214.06 | 5.5 | 0.50 | 32.30 | 482 | 35 | 209 | |||
| 20 Dec | 213.15 | 5 | 0.30 | 31.46 | 8 | -7 | 175 | |||
| 19 Dec | 214.12 | 4.7 | -1.00 | 27.89 | 5 | -4 | 183 | |||
| 18 Dec | 213.63 | 5.7 | -5.80 | 31.18 | 473 | 182 | 186 | |||
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| 17 Dec | 227.51 | 11.5 | -4.50 | 27.80 | 3 | 2 | 4 | |||
| 16 Dec | 232.64 | 16 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 233.73 | 16 | -3.70 | 27.22 | 2 | 1 | 1 | |||
| 12 Dec | 240.79 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 241.53 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 238.66 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 235.16 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 234.07 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 235.68 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 19.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 19.7 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 225 expiring on 30JAN2025
Delta for 225 CE is 0.36
Historical price for 225 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 4.5, which was 0.55 higher than the previous day. The implied volatity was 29.30, the open interest changed by 75 which increased total open position to 381
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 3.95, which was -1.55 lower than the previous day. The implied volatity was 29.02, the open interest changed by 94 which increased total open position to 304
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 5.5, which was 0.50 higher than the previous day. The implied volatity was 32.30, the open interest changed by 35 which increased total open position to 209
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was 31.46, the open interest changed by -7 which decreased total open position to 175
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 4.7, which was -1.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by -4 which decreased total open position to 183
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 5.7, which was -5.80 lower than the previous day. The implied volatity was 31.18, the open interest changed by 182 which increased total open position to 186
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 11.5, which was -4.50 lower than the previous day. The implied volatity was 27.80, the open interest changed by 2 which increased total open position to 4
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 2 which increased total open position to 0
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 16, which was -3.70 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 1
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 19.7, 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 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.25
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 13 | -1.60 | 30.73 | 155 | 42 | 213 |
| 24 Dec | 212.44 | 14.6 | -0.20 | 31.13 | 131 | 106 | 171 |
| 23 Dec | 214.06 | 14.8 | -0.50 | 35.82 | 79 | 17 | 63 |
| 20 Dec | 213.15 | 15.3 | 0.00 | 0.00 | 0 | -3 | 0 |
| 19 Dec | 214.12 | 15.3 | 0.00 | 36.68 | 3 | -2 | 47 |
| 18 Dec | 213.63 | 15.3 | 8.45 | 35.39 | 79 | 8 | 49 |
| 17 Dec | 227.51 | 6.85 | 1.75 | 29.60 | 22 | 10 | 42 |
| 16 Dec | 232.64 | 5.1 | 0.35 | 29.63 | 29 | 13 | 31 |
| 13 Dec | 233.73 | 4.75 | 1.15 | 28.74 | 36 | 7 | 17 |
| 12 Dec | 240.79 | 3.6 | 0.65 | 30.60 | 3 | 1 | 9 |
| 11 Dec | 241.15 | 2.95 | 0.15 | 27.98 | 2 | 1 | 8 |
| 10 Dec | 243.97 | 2.8 | -0.45 | 29.69 | 7 | 3 | 7 |
| 9 Dec | 241.53 | 3.25 | -10.90 | 29.31 | 6 | 1 | 1 |
| 6 Dec | 238.66 | 14.15 | 0.00 | 5.81 | 0 | 0 | 0 |
| 5 Dec | 235.16 | 14.15 | 0.00 | 4.58 | 0 | 0 | 0 |
| 4 Dec | 234.07 | 14.15 | 0.00 | 4.31 | 0 | 0 | 0 |
| 3 Dec | 235.68 | 14.15 | 0.00 | 4.53 | 0 | 0 | 0 |
| 2 Dec | 231.75 | 14.15 | 0.00 | 3.47 | 0 | 0 | 0 |
| 29 Nov | 230.07 | 14.15 | 2.89 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 225 expiring on 30JAN2025
Delta for 225 PE is -0.63
Historical price for 225 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 13, which was -1.60 lower than the previous day. The implied volatity was 30.73, the open interest changed by 42 which increased total open position to 213
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 14.6, which was -0.20 lower than the previous day. The implied volatity was 31.13, the open interest changed by 106 which increased total open position to 171
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 14.8, which was -0.50 lower than the previous day. The implied volatity was 35.82, the open interest changed by 17 which increased total open position to 63
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 36.68, the open interest changed by -2 which decreased total open position to 47
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 15.3, which was 8.45 higher than the previous day. The implied volatity was 35.39, the open interest changed by 8 which increased total open position to 49
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 6.85, which was 1.75 higher than the previous day. The implied volatity was 29.60, the open interest changed by 10 which increased total open position to 42
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 5.1, which was 0.35 higher than the previous day. The implied volatity was 29.63, the open interest changed by 13 which increased total open position to 31
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 4.75, which was 1.15 higher than the previous day. The implied volatity was 28.74, the open interest changed by 7 which increased total open position to 17
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 30.60, the open interest changed by 1 which increased total open position to 9
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 27.98, the open interest changed by 1 which increased total open position to 8
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 7
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 3.25, which was -10.90 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 1
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 4.53, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 14.15, which was lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
