NMDC
Nmdc Ltd.
Historical option data for NMDC
03 Dec 2024 04:11 PM IST
| NMDC 26DEC2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.18
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 235.68 | 14.2 | 2.10 | 30.02 | 64 | -18 | 198 | |||
| 2 Dec | 231.75 | 12.1 | 0.55 | 31.02 | 71 | -13 | 216 | |||
| 29 Nov | 230.07 | 11.55 | 0.75 | 31.61 | 179 | -6 | 229 | |||
| 28 Nov | 227.73 | 10.8 | 0.10 | 32.63 | 250 | 46 | 237 | |||
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| 27 Nov | 227.72 | 10.7 | 0.60 | 32.50 | 190 | 42 | 193 | |||
| 26 Nov | 226.72 | 10.1 | -0.20 | 32.17 | 117 | 43 | 151 | |||
| 25 Nov | 226.80 | 10.3 | 2.70 | 31.70 | 138 | 55 | 108 | |||
| 22 Nov | 220.77 | 7.6 | 0.10 | 31.91 | 47 | 12 | 65 | |||
| 21 Nov | 217.63 | 7.5 | -0.60 | 35.18 | 37 | 14 | 52 | |||
| 20 Nov | 221.22 | 8.1 | 0.00 | 33.29 | 46 | 16 | 38 | |||
| 19 Nov | 221.22 | 8.1 | -1.70 | 33.29 | 46 | 16 | 38 | |||
| 18 Nov | 222.71 | 9.8 | 1.95 | 34.95 | 36 | 9 | 21 | |||
| 14 Nov | 218.80 | 7.85 | -1.95 | 32.27 | 20 | 3 | 11 | |||
| 13 Nov | 223.21 | 9.8 | -0.60 | 29.87 | 25 | 4 | 8 | |||
| 12 Nov | 224.76 | 10.4 | -5.25 | 30.59 | 11 | 4 | 4 | |||
| 11 Nov | 232.93 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 235.97 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 238.91 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 241.06 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 234.73 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 226.50 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 222.84 | 15.65 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 225 expiring on 26DEC2024
Delta for 225 CE is 0.76
Historical price for 225 CE is as follows
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 14.2, which was 2.10 higher than the previous day. The implied volatity was 30.02, the open interest changed by -18 which decreased total open position to 198
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 12.1, which was 0.55 higher than the previous day. The implied volatity was 31.02, the open interest changed by -13 which decreased total open position to 216
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 11.55, which was 0.75 higher than the previous day. The implied volatity was 31.61, the open interest changed by -6 which decreased total open position to 229
On 28 Nov NMDC was trading at 227.73. The strike last trading price was 10.8, which was 0.10 higher than the previous day. The implied volatity was 32.63, the open interest changed by 46 which increased total open position to 237
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 10.7, which was 0.60 higher than the previous day. The implied volatity was 32.50, the open interest changed by 42 which increased total open position to 193
On 26 Nov NMDC was trading at 226.72. The strike last trading price was 10.1, which was -0.20 lower than the previous day. The implied volatity was 32.17, the open interest changed by 43 which increased total open position to 151
On 25 Nov NMDC was trading at 226.80. The strike last trading price was 10.3, which was 2.70 higher than the previous day. The implied volatity was 31.70, the open interest changed by 55 which increased total open position to 108
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 7.6, which was 0.10 higher than the previous day. The implied volatity was 31.91, the open interest changed by 12 which increased total open position to 65
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 7.5, which was -0.60 lower than the previous day. The implied volatity was 35.18, the open interest changed by 14 which increased total open position to 52
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 33.29, the open interest changed by 16 which increased total open position to 38
On 19 Nov NMDC was trading at 221.22. The strike last trading price was 8.1, which was -1.70 lower than the previous day. The implied volatity was 33.29, the open interest changed by 16 which increased total open position to 38
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 9.8, which was 1.95 higher than the previous day. The implied volatity was 34.95, the open interest changed by 9 which increased total open position to 21
On 14 Nov NMDC was trading at 218.80. The strike last trading price was 7.85, which was -1.95 lower than the previous day. The implied volatity was 32.27, the open interest changed by 3 which increased total open position to 11
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 9.8, which was -0.60 lower than the previous day. The implied volatity was 29.87, the open interest changed by 4 which increased total open position to 8
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 10.4, which was -5.25 lower than the previous day. The implied volatity was 30.59, the open interest changed by 4 which increased total open position to 4
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 1 Nov NMDC was trading at 222.84. The strike last trading price was 15.65, 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 26DEC2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.18
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 235.68 | 2.6 | -1.30 | 30.09 | 466 | 10 | 279 |
| 2 Dec | 231.75 | 3.9 | -0.95 | 31.37 | 343 | 2 | 269 |
| 29 Nov | 230.07 | 4.85 | -1.00 | 31.43 | 444 | -8 | 263 |
| 28 Nov | 227.73 | 5.85 | -0.20 | 32.30 | 353 | 87 | 269 |
| 27 Nov | 227.72 | 6.05 | -0.95 | 32.02 | 163 | 47 | 182 |
| 26 Nov | 226.72 | 7 | 0.10 | 33.48 | 104 | 23 | 136 |
| 25 Nov | 226.80 | 6.9 | -3.60 | 33.07 | 94 | 66 | 111 |
| 22 Nov | 220.77 | 10.5 | -2.25 | 34.84 | 51 | 31 | 76 |
| 21 Nov | 217.63 | 12.75 | 1.55 | 37.98 | 20 | 5 | 38 |
| 20 Nov | 221.22 | 11.2 | 0.00 | 34.97 | 24 | 15 | 29 |
| 19 Nov | 221.22 | 11.2 | 1.20 | 34.97 | 24 | 11 | 29 |
| 18 Nov | 222.71 | 10 | -1.00 | 34.22 | 32 | 9 | 17 |
| 14 Nov | 218.80 | 11 | 0.45 | 30.10 | 5 | -1 | 9 |
| 13 Nov | 223.21 | 10.55 | 1.35 | 36.71 | 15 | 4 | 10 |
| 12 Nov | 224.76 | 9.2 | 2.70 | 32.66 | 19 | -5 | 6 |
| 11 Nov | 232.93 | 6.5 | 1.00 | 35.25 | 12 | 11 | 12 |
| 8 Nov | 235.97 | 5.5 | -10.75 | 31.86 | 1 | 0 | 0 |
| 7 Nov | 238.91 | 16.25 | 0.00 | 5.91 | 0 | 0 | 0 |
| 6 Nov | 241.06 | 16.25 | 0.00 | 6.62 | 0 | 0 | 0 |
| 5 Nov | 234.73 | 16.25 | 0.00 | 4.60 | 0 | 0 | 0 |
| 4 Nov | 226.50 | 16.25 | 16.25 | 2.00 | 0 | 0 | 0 |
| 1 Nov | 222.84 | 0 | 1.17 | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 225 expiring on 26DEC2024
Delta for 225 PE is -0.24
Historical price for 225 PE is as follows
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 2.6, which was -1.30 lower than the previous day. The implied volatity was 30.09, the open interest changed by 10 which increased total open position to 279
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 31.37, the open interest changed by 2 which increased total open position to 269
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 4.85, which was -1.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by -8 which decreased total open position to 263
On 28 Nov NMDC was trading at 227.73. The strike last trading price was 5.85, which was -0.20 lower than the previous day. The implied volatity was 32.30, the open interest changed by 87 which increased total open position to 269
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 32.02, the open interest changed by 47 which increased total open position to 182
On 26 Nov NMDC was trading at 226.72. The strike last trading price was 7, which was 0.10 higher than the previous day. The implied volatity was 33.48, the open interest changed by 23 which increased total open position to 136
On 25 Nov NMDC was trading at 226.80. The strike last trading price was 6.9, which was -3.60 lower than the previous day. The implied volatity was 33.07, the open interest changed by 66 which increased total open position to 111
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 10.5, which was -2.25 lower than the previous day. The implied volatity was 34.84, the open interest changed by 31 which increased total open position to 76
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 12.75, which was 1.55 higher than the previous day. The implied volatity was 37.98, the open interest changed by 5 which increased total open position to 38
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 34.97, the open interest changed by 15 which increased total open position to 29
On 19 Nov NMDC was trading at 221.22. The strike last trading price was 11.2, which was 1.20 higher than the previous day. The implied volatity was 34.97, the open interest changed by 11 which increased total open position to 29
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 10, which was -1.00 lower than the previous day. The implied volatity was 34.22, the open interest changed by 9 which increased total open position to 17
On 14 Nov NMDC was trading at 218.80. The strike last trading price was 11, which was 0.45 higher than the previous day. The implied volatity was 30.10, the open interest changed by -1 which decreased total open position to 9
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 10.55, which was 1.35 higher than the previous day. The implied volatity was 36.71, the open interest changed by 4 which increased total open position to 10
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 9.2, which was 2.70 higher than the previous day. The implied volatity was 32.66, the open interest changed by -5 which decreased total open position to 6
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 6.5, which was 1.00 higher than the previous day. The implied volatity was 35.25, the open interest changed by 11 which increased total open position to 12
On 8 Nov NMDC was trading at 235.97. The strike last trading price was 5.5, which was -10.75 lower than the previous day. The implied volatity was 31.86, 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 16.25, which was 0.00 lower than the previous day. The implied volatity was 5.91, 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 16.25, 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 5 Nov NMDC was trading at 234.73. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 4.60, 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 16.25, which was 16.25 higher than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NMDC was trading at 222.84. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
