NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.15
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 1.35 | 0.10 | 29.32 | 727 | 179 | 758 | |||
| 24 Dec | 212.44 | 1.25 | -0.70 | 29.67 | 373 | 96 | 578 | |||
| 23 Dec | 214.06 | 1.95 | 0.60 | 31.98 | 548 | 33 | 483 | |||
| 20 Dec | 213.15 | 1.35 | -0.75 | 28.72 | 32 | -24 | 451 | |||
| 19 Dec | 214.12 | 2.1 | 0.00 | 31.80 | 8 | -6 | 477 | |||
| 18 Dec | 213.63 | 2.1 | -2.70 | 30.92 | 1,288 | 246 | 485 | |||
| 17 Dec | 227.51 | 4.8 | -2.00 | 27.32 | 197 | 28 | 236 | |||
| 16 Dec | 232.64 | 6.8 | -0.65 | 26.71 | 216 | 63 | 208 | |||
| 13 Dec | 233.73 | 7.45 | -3.40 | 26.22 | 238 | 79 | 144 | |||
| 12 Dec | 240.79 | 10.85 | -0.45 | 25.37 | 57 | 23 | 65 | |||
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| 11 Dec | 241.15 | 11.3 | -2.05 | 25.96 | 18 | -7 | 42 | |||
| 10 Dec | 243.97 | 13.35 | 1.30 | 25.75 | 25 | -9 | 50 | |||
| 9 Dec | 241.53 | 12.05 | 1.45 | 26.13 | 99 | 36 | 62 | |||
| 6 Dec | 238.66 | 10.6 | 1.05 | 24.74 | 12 | 5 | 25 | |||
| 5 Dec | 235.16 | 9.55 | 0.55 | 27.38 | 1 | 0 | 20 | |||
| 4 Dec | 234.07 | 9 | -0.40 | 26.68 | 3 | 2 | 20 | |||
| 3 Dec | 235.68 | 9.4 | 1.40 | 26.42 | 12 | 6 | 17 | |||
| 2 Dec | 231.75 | 8 | 0.20 | 26.48 | 2 | 0 | 9 | |||
| 29 Nov | 230.07 | 7.8 | -1.05 | 27.55 | 4 | 2 | 8 | |||
| 28 Nov | 227.73 | 8.85 | 2.00 | 32.11 | 1 | 0 | 6 | |||
| 27 Nov | 227.72 | 6.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 226.72 | 6.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 226.80 | 6.85 | 0.55 | 27.28 | 2 | 2 | 5 | |||
| 22 Nov | 220.77 | 6.3 | 0.30 | 31.06 | 3 | 2 | 5 | |||
| 21 Nov | 217.63 | 6 | -1.00 | 32.25 | 1 | 0 | 2 | |||
| 20 Nov | 221.22 | 7 | 0.00 | 32.85 | 1 | 0 | 2 | |||
| 19 Nov | 221.22 | 7 | 0.00 | 32.85 | 1 | 0 | 2 | |||
| 18 Nov | 222.71 | 7 | -7.70 | 30.06 | 1 | 0 | 1 | |||
| 12 Nov | 224.76 | 14.7 | 0.00 | 3.13 | 0 | 0 | 0 | |||
| 11 Nov | 232.93 | 14.7 | 0.00 | 0.28 | 0 | 0 | 0 | |||
| 8 Nov | 235.97 | 14.7 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 7 Nov | 238.91 | 14.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 241.06 | 14.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 234.73 | 14.7 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 4 Nov | 226.50 | 14.7 | 2.28 | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 240 expiring on 30JAN2025
Delta for 240 CE is 0.14
Historical price for 240 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by 179 which increased total open position to 758
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was 29.67, the open interest changed by 96 which increased total open position to 578
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 31.98, the open interest changed by 33 which increased total open position to 483
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 28.72, the open interest changed by -24 which decreased total open position to 451
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 31.80, the open interest changed by -6 which decreased total open position to 477
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 2.1, which was -2.70 lower than the previous day. The implied volatity was 30.92, the open interest changed by 246 which increased total open position to 485
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 4.8, which was -2.00 lower than the previous day. The implied volatity was 27.32, the open interest changed by 28 which increased total open position to 236
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 6.8, which was -0.65 lower than the previous day. The implied volatity was 26.71, the open interest changed by 63 which increased total open position to 208
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 7.45, which was -3.40 lower than the previous day. The implied volatity was 26.22, the open interest changed by 79 which increased total open position to 144
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 10.85, which was -0.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by 23 which increased total open position to 65
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 11.3, which was -2.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by -7 which decreased total open position to 42
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 13.35, which was 1.30 higher than the previous day. The implied volatity was 25.75, the open interest changed by -9 which decreased total open position to 50
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 12.05, which was 1.45 higher than the previous day. The implied volatity was 26.13, the open interest changed by 36 which increased total open position to 62
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 10.6, which was 1.05 higher than the previous day. The implied volatity was 24.74, the open interest changed by 5 which increased total open position to 25
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 20
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 9, which was -0.40 lower than the previous day. The implied volatity was 26.68, the open interest changed by 2 which increased total open position to 20
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 9.4, which was 1.40 higher than the previous day. The implied volatity was 26.42, the open interest changed by 6 which increased total open position to 17
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 8, which was 0.20 higher than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 9
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 7.8, which was -1.05 lower than the previous day. The implied volatity was 27.55, the open interest changed by 2 which increased total open position to 8
On 28 Nov NMDC was trading at 227.73. The strike last trading price was 8.85, which was 2.00 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 6
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 6.85, 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 6.85, 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 25 Nov NMDC was trading at 226.80. The strike last trading price was 6.85, which was 0.55 higher than the previous day. The implied volatity was 27.28, the open interest changed by 2 which increased total open position to 5
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 6.3, which was 0.30 higher than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 5
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 6, which was -1.00 lower than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 2
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 2
On 19 Nov NMDC was trading at 221.22. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 2
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 7, which was -7.70 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 1
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 14.7, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 14.7, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 14.7, 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 Nov NMDC was trading at 241.06. The strike last trading price was 14.7, 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 Nov NMDC was trading at 234.73. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 14.7, which was lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.16
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 24.7 | -1.90 | 31.57 | 125 | 83 | 277 |
| 24 Dec | 212.44 | 26.6 | 0.80 | 32.13 | 26 | 13 | 194 |
| 23 Dec | 214.06 | 25.8 | 4.75 | 35.41 | 31 | 0 | 178 |
| 20 Dec | 213.15 | 21.05 | -4.95 | - | 1 | 0 | 179 |
| 19 Dec | 214.12 | 26 | 0.20 | 34.43 | 1 | 0 | 180 |
| 18 Dec | 213.63 | 25.8 | 10.70 | 33.24 | 99 | 55 | 179 |
| 17 Dec | 227.51 | 15.1 | 3.45 | 29.62 | 41 | 20 | 124 |
| 16 Dec | 232.64 | 11.65 | 0.35 | 28.39 | 26 | 9 | 105 |
| 13 Dec | 233.73 | 11.3 | 3.20 | 28.40 | 52 | 10 | 95 |
| 12 Dec | 240.79 | 8.1 | 0.10 | 28.28 | 40 | 12 | 84 |
| 11 Dec | 241.15 | 8 | 1.15 | 28.05 | 51 | 15 | 71 |
| 10 Dec | 243.97 | 6.85 | -1.15 | 28.18 | 85 | 18 | 57 |
| 9 Dec | 241.53 | 8 | -1.45 | 28.53 | 43 | 30 | 39 |
| 6 Dec | 238.66 | 9.45 | -2.75 | 29.37 | 12 | 7 | 8 |
| 5 Dec | 235.16 | 12.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 234.07 | 12.2 | -16.35 | 30.35 | 2 | 1 | 1 |
| 3 Dec | 235.68 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 231.75 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 230.07 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 227.73 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 227.72 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 226.72 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 226.80 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 220.77 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 217.63 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 221.22 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 221.22 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 222.71 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 224.76 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.93 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 235.97 | 28.55 | 0.00 | 2.46 | 0 | 0 | 0 |
| 7 Nov | 238.91 | 28.55 | 0.00 | 2.14 | 0 | 0 | 0 |
| 6 Nov | 241.06 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 234.73 | 28.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 226.50 | 28.55 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 240 expiring on 30JAN2025
Delta for 240 PE is -0.84
Historical price for 240 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 24.7, which was -1.90 lower than the previous day. The implied volatity was 31.57, the open interest changed by 83 which increased total open position to 277
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 26.6, which was 0.80 higher than the previous day. The implied volatity was 32.13, the open interest changed by 13 which increased total open position to 194
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 25.8, which was 4.75 higher than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 178
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 21.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 26, which was 0.20 higher than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 180
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 25.8, which was 10.70 higher than the previous day. The implied volatity was 33.24, the open interest changed by 55 which increased total open position to 179
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 15.1, which was 3.45 higher than the previous day. The implied volatity was 29.62, the open interest changed by 20 which increased total open position to 124
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 11.65, which was 0.35 higher than the previous day. The implied volatity was 28.39, the open interest changed by 9 which increased total open position to 105
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 11.3, which was 3.20 higher than the previous day. The implied volatity was 28.40, the open interest changed by 10 which increased total open position to 95
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 8.1, which was 0.10 higher than the previous day. The implied volatity was 28.28, the open interest changed by 12 which increased total open position to 84
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by 15 which increased total open position to 71
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 28.18, the open interest changed by 18 which increased total open position to 57
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 8, which was -1.45 lower than the previous day. The implied volatity was 28.53, the open interest changed by 30 which increased total open position to 39
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 9.45, which was -2.75 lower than the previous day. The implied volatity was 29.37, the open interest changed by 7 which increased total open position to 8
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 12.2, 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 4 Dec NMDC was trading at 234.07. The strike last trading price was 12.2, which was -16.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by 1 which increased total open position to 1
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 28.55, 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 28.55, 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 28.55, 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 28 Nov NMDC was trading at 227.73. The strike last trading price was 28.55, 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 27 Nov NMDC was trading at 227.72. The strike last trading price was 28.55, 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 26 Nov NMDC was trading at 226.72. The strike last trading price was 28.55, 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 25 Nov NMDC was trading at 226.80. The strike last trading price was 28.55, 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 22 Nov NMDC was trading at 220.77. The strike last trading price was 28.55, 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 21 Nov NMDC was trading at 217.63. The strike last trading price was 28.55, 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 20 Nov NMDC was trading at 221.22. The strike last trading price was 28.55, 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 19 Nov NMDC was trading at 221.22. The strike last trading price was 28.55, 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 18 Nov NMDC was trading at 222.71. The strike last trading price was 28.55, 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 Nov NMDC was trading at 224.76. The strike last trading price was 28.55, 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 Nov NMDC was trading at 232.93. The strike last trading price was 28.55, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 28.55, 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 28.55, 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 28.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
