NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.19
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 2.05 | 0.20 | 29.16 | 292 | 31 | 229 | |||
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| 24 Dec | 212.44 | 1.85 | -0.90 | 29.33 | 103 | 36 | 196 | |||
| 23 Dec | 214.06 | 2.75 | 0.40 | 31.73 | 194 | 24 | 159 | |||
| 20 Dec | 213.15 | 2.35 | -0.60 | 30.07 | 10 | -1 | 137 | |||
| 19 Dec | 214.12 | 2.95 | 0.00 | 0.00 | 0 | 92 | 0 | |||
| 18 Dec | 213.63 | 2.95 | -3.60 | 30.80 | 362 | 90 | 136 | |||
| 17 Dec | 227.51 | 6.55 | -2.45 | 27.31 | 53 | 19 | 46 | |||
| 16 Dec | 232.64 | 9 | -0.50 | 26.67 | 28 | 15 | 26 | |||
| 13 Dec | 233.73 | 9.5 | -5.55 | 25.42 | 17 | 10 | 10 | |||
| 12 Dec | 240.79 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 241.15 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 243.97 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 241.53 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 238.66 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 235.16 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 234.07 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 235.68 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 15.05 | 0.42 | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 235 expiring on 30JAN2025
Delta for 235 CE is 0.20
Historical price for 235 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 29.16, the open interest changed by 31 which increased total open position to 229
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 1.85, which was -0.90 lower than the previous day. The implied volatity was 29.33, the open interest changed by 36 which increased total open position to 196
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 31.73, the open interest changed by 24 which increased total open position to 159
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 30.07, the open interest changed by -1 which decreased total open position to 137
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 92 which increased total open position to 0
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 2.95, which was -3.60 lower than the previous day. The implied volatity was 30.80, the open interest changed by 90 which increased total open position to 136
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 6.55, which was -2.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 19 which increased total open position to 46
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 9, which was -0.50 lower than the previous day. The implied volatity was 26.67, the open interest changed by 15 which increased total open position to 26
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 9.5, which was -5.55 lower than the previous day. The implied volatity was 25.42, the open interest changed by 10 which increased total open position to 10
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, which was lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.19
Theta: -0.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 20.5 | -2.15 | 31.28 | 77 | 39 | 107 |
| 24 Dec | 212.44 | 22.65 | 1.05 | 33.43 | 6 | 0 | 68 |
| 23 Dec | 214.06 | 21.6 | -1.40 | 34.46 | 11 | 6 | 67 |
| 20 Dec | 213.15 | 23 | 0.00 | 0.00 | 0 | 0 | 61 |
| 19 Dec | 214.12 | 23 | 0.00 | 0.00 | 0 | 0 | 61 |
| 18 Dec | 213.63 | 23 | 11.20 | 38.13 | 29 | 12 | 61 |
| 17 Dec | 227.51 | 11.8 | 2.55 | 29.13 | 31 | 17 | 48 |
| 16 Dec | 232.64 | 9.25 | 0.70 | 29.38 | 35 | 9 | 31 |
| 13 Dec | 233.73 | 8.55 | 3.00 | 28.01 | 29 | 4 | 22 |
| 12 Dec | 240.79 | 5.55 | -0.15 | 26.81 | 10 | 5 | 19 |
| 11 Dec | 241.15 | 5.7 | 0.65 | 27.02 | 7 | 0 | 14 |
| 10 Dec | 243.97 | 5.05 | -1.20 | 28.23 | 11 | 0 | 15 |
| 9 Dec | 241.53 | 6.25 | -1.25 | 29.31 | 8 | 5 | 12 |
| 6 Dec | 238.66 | 7.5 | -1.45 | 30.05 | 2 | 0 | 6 |
| 5 Dec | 235.16 | 8.95 | 0.20 | 29.53 | 1 | 0 | 6 |
| 4 Dec | 234.07 | 8.75 | -0.50 | 27.68 | 4 | 2 | 4 |
| 3 Dec | 235.68 | 9.25 | -10.15 | 29.92 | 3 | 1 | 1 |
| 2 Dec | 231.75 | 19.4 | 0.00 | 0.24 | 0 | 0 | 0 |
| 29 Nov | 230.07 | 19.4 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 235 expiring on 30JAN2025
Delta for 235 PE is -0.78
Historical price for 235 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 20.5, which was -2.15 lower than the previous day. The implied volatity was 31.28, the open interest changed by 39 which increased total open position to 107
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 22.65, which was 1.05 higher than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 68
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 21.6, which was -1.40 lower than the previous day. The implied volatity was 34.46, the open interest changed by 6 which increased total open position to 67
On 20 Dec NMDC was trading at 213.15. 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 0 which decreased total open position to 61
On 19 Dec NMDC was trading at 214.12. 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 0 which decreased total open position to 61
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 23, which was 11.20 higher than the previous day. The implied volatity was 38.13, the open interest changed by 12 which increased total open position to 61
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 11.8, which was 2.55 higher than the previous day. The implied volatity was 29.13, the open interest changed by 17 which increased total open position to 48
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 9.25, which was 0.70 higher than the previous day. The implied volatity was 29.38, the open interest changed by 9 which increased total open position to 31
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 8.55, which was 3.00 higher than the previous day. The implied volatity was 28.01, the open interest changed by 4 which increased total open position to 22
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 5.55, which was -0.15 lower than the previous day. The implied volatity was 26.81, the open interest changed by 5 which increased total open position to 19
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 5.7, which was 0.65 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 14
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 5.05, which was -1.20 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 15
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 6.25, which was -1.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by 5 which increased total open position to 12
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 7.5, which was -1.45 lower than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 6
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 8.95, which was 0.20 higher than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 6
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 8.75, which was -0.50 lower than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 4
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 9.25, which was -10.15 lower than the previous day. The implied volatity was 29.92, the open interest changed by 1 which increased total open position to 1
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 19.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
