NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Nov 2024 04:11 PM IST
| NMDC 28NOV2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.10
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 217.63 | 0.25 | -0.15 | 47.03 | 611 | -22 | 715 | |||
| 20 Nov | 221.22 | 0.4 | 0.00 | 42.46 | 505 | -36 | 737 | |||
| 19 Nov | 221.22 | 0.4 | -0.20 | 42.46 | 505 | -36 | 737 | |||
| 18 Nov | 222.71 | 0.6 | 0.10 | 41.24 | 1,220 | -23 | 777 | |||
| 14 Nov | 218.80 | 0.5 | -0.45 | 37.51 | 1,071 | -54 | 791 | |||
| 13 Nov | 223.21 | 0.95 | -0.15 | 35.72 | 1,259 | 11 | 851 | |||
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| 12 Nov | 224.76 | 1.1 | -2.05 | 35.64 | 2,909 | 193 | 867 | |||
| 11 Nov | 232.93 | 3.15 | -1.15 | 34.91 | 1,526 | 14 | 675 | |||
| 8 Nov | 235.97 | 4.3 | -1.80 | 36.47 | 2,957 | 91 | 665 | |||
| 7 Nov | 238.91 | 6.1 | -0.70 | 35.59 | 1,978 | 173 | 577 | |||
| 6 Nov | 241.06 | 6.8 | 1.65 | 32.93 | 1,897 | 85 | 407 | |||
| 5 Nov | 234.73 | 5.15 | 1.65 | 36.52 | 1,750 | 145 | 324 | |||
| 4 Nov | 226.50 | 3.5 | 1.05 | 39.96 | 536 | 105 | 184 | |||
| 1 Nov | 222.84 | 2.45 | -0.10 | 37.48 | 10 | 4 | 82 | |||
| 31 Oct | 221.87 | 2.55 | -0.70 | - | 90 | 5 | 77 | |||
| 30 Oct | 224.26 | 3.25 | -0.25 | - | 49 | 19 | 70 | |||
| 29 Oct | 226.14 | 3.5 | -0.10 | - | 64 | 22 | 51 | |||
| 28 Oct | 227.96 | 3.6 | 0.00 | - | 0 | 29 | 29 | |||
| 25 Oct | 217.83 | 3.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 215.85 | 3.6 | 0.00 | - | 0 | 0 | 29 | |||
| 23 Oct | 218.28 | 3.6 | 0.80 | - | 16 | 5 | 27 | |||
| 22 Oct | 215.41 | 2.8 | -1.55 | - | 35 | 9 | 22 | |||
| 21 Oct | 225.59 | 4.35 | -1.75 | - | 20 | 5 | 14 | |||
| 18 Oct | 231.44 | 6.1 | 1.60 | - | 16 | 1 | 9 | |||
| 17 Oct | 224.02 | 4.5 | -0.20 | - | 8 | -1 | 4 | |||
| 16 Oct | 231.40 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 232.08 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 237.05 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 233.68 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 226.36 | 4.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 224.18 | 4.7 | 0.00 | - | 0 | -1 | 0 | |||
| 8 Oct | 218.99 | 4.7 | -2.60 | - | 10 | -1 | 5 | |||
| 7 Oct | 228.74 | 7.3 | -1.70 | - | 11 | 2 | 5 | |||
| 4 Oct | 236.56 | 9 | -6.10 | - | 1 | 0 | 3 | |||
| 3 Oct | 239.40 | 15.1 | 0.00 | - | 0 | 2 | 0 | |||
| 1 Oct | 244.53 | 15.1 | 0.30 | - | 2 | 1 | 2 | |||
| 30 Sept | 244.91 | 14.8 | 0.45 | - | 2 | 1 | 1 | |||
| 27 Sept | 235.18 | 14.35 | - | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 245 expiring on 28NOV2024
Delta for 245 CE is 0.04
Historical price for 245 CE is as follows
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 47.03, the open interest changed by -22 which decreased total open position to 715
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.46, the open interest changed by -36 which decreased total open position to 737
On 19 Nov NMDC was trading at 221.22. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 42.46, the open interest changed by -36 which decreased total open position to 737
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 41.24, the open interest changed by -23 which decreased total open position to 777
On 14 Nov NMDC was trading at 218.80. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 37.51, the open interest changed by -54 which decreased total open position to 791
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 35.72, the open interest changed by 11 which increased total open position to 851
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 1.1, which was -2.05 lower than the previous day. The implied volatity was 35.64, the open interest changed by 193 which increased total open position to 867
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 34.91, the open interest changed by 14 which increased total open position to 675
On 8 Nov NMDC was trading at 235.97. The strike last trading price was 4.3, which was -1.80 lower than the previous day. The implied volatity was 36.47, the open interest changed by 91 which increased total open position to 665
On 7 Nov NMDC was trading at 238.91. The strike last trading price was 6.1, which was -0.70 lower than the previous day. The implied volatity was 35.59, the open interest changed by 173 which increased total open position to 577
On 6 Nov NMDC was trading at 241.06. The strike last trading price was 6.8, which was 1.65 higher than the previous day. The implied volatity was 32.93, the open interest changed by 85 which increased total open position to 407
On 5 Nov NMDC was trading at 234.73. The strike last trading price was 5.15, which was 1.65 higher than the previous day. The implied volatity was 36.52, the open interest changed by 145 which increased total open position to 324
On 4 Nov NMDC was trading at 226.50. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 39.96, the open interest changed by 105 which increased total open position to 184
On 1 Nov NMDC was trading at 222.84. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 37.48, the open interest changed by 4 which increased total open position to 82
On 31 Oct NMDC was trading at 221.87. The strike last trading price was 2.55, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NMDC was trading at 224.26. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NMDC was trading at 226.14. The strike last trading price was 3.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NMDC was trading at 227.96. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NMDC was trading at 217.83. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NMDC was trading at 215.85. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NMDC was trading at 218.28. The strike last trading price was 3.6, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NMDC was trading at 215.41. The strike last trading price was 2.8, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NMDC was trading at 225.59. The strike last trading price was 4.35, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NMDC was trading at 231.44. The strike last trading price was 6.1, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NMDC was trading at 224.02. The strike last trading price was 4.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NMDC was trading at 231.40. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NMDC was trading at 232.08. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NMDC was trading at 237.05. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NMDC was trading at 233.68. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NMDC was trading at 226.36. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NMDC was trading at 224.18. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NMDC was trading at 218.99. The strike last trading price was 4.7, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NMDC was trading at 228.74. The strike last trading price was 7.3, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NMDC was trading at 236.56. The strike last trading price was 9, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NMDC was trading at 239.40. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NMDC was trading at 244.53. The strike last trading price was 15.1, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NMDC was trading at 244.91. The strike last trading price was 14.8, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NMDC was trading at 235.18. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NMDC 28NOV2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.05
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 217.63 | 26.9 | 4.35 | 59.85 | 1 | 0 | 148 |
| 20 Nov | 221.22 | 22.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 221.22 | 22.55 | 0.00 | 0.00 | 0 | -7 | 0 |
| 18 Nov | 222.71 | 22.55 | -3.65 | 39.10 | 12 | -6 | 149 |
| 14 Nov | 218.80 | 26.2 | 4.20 | 41.72 | 50 | 6 | 157 |
| 13 Nov | 223.21 | 22 | 1.15 | 42.97 | 15 | -4 | 150 |
| 12 Nov | 224.76 | 20.85 | 7.10 | 33.83 | 16 | -6 | 158 |
| 11 Nov | 232.93 | 13.75 | -0.15 | 36.27 | 63 | -16 | 166 |
| 8 Nov | 235.97 | 13.9 | 3.10 | 37.70 | 444 | 44 | 182 |
| 7 Nov | 238.91 | 10.8 | 1.80 | 35.84 | 190 | 53 | 138 |
| 6 Nov | 241.06 | 9 | -5.70 | 33.24 | 87 | 22 | 76 |
| 5 Nov | 234.73 | 14.7 | -11.40 | 41.29 | 64 | 20 | 54 |
| 4 Nov | 226.50 | 26.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 222.84 | 26.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 221.87 | 26.1 | 3.60 | - | 14 | 5 | 34 |
| 30 Oct | 224.26 | 22.5 | -2.50 | - | 8 | 4 | 28 |
| 29 Oct | 226.14 | 25 | 0.60 | - | 18 | 15 | 23 |
| 28 Oct | 227.96 | 24.4 | 0.00 | - | 0 | 8 | 8 |
| 25 Oct | 217.83 | 24.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 215.85 | 24.4 | 0.00 | - | 0 | 0 | 8 |
| 23 Oct | 218.28 | 24.4 | 11.90 | - | 7 | 6 | 7 |
| 22 Oct | 215.41 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 225.59 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 231.44 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 224.02 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.40 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 232.08 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 237.05 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 233.68 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 226.36 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 224.18 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 218.99 | 12.5 | 0.00 | - | 0 | 0 | 1 |
| 7 Oct | 228.74 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 236.56 | 12.5 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 239.40 | 12.5 | -9.50 | - | 1 | 0 | 0 |
| 1 Oct | 244.53 | 22 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 244.91 | 22 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 235.18 | 22 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 245 expiring on 28NOV2024
Delta for 245 PE is -0.91
Historical price for 245 PE is as follows
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 26.9, which was 4.35 higher than the previous day. The implied volatity was 59.85, the open interest changed by 0 which decreased total open position to 148
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 22.55, 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 19 Nov NMDC was trading at 221.22. The strike last trading price was 22.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 22.55, which was -3.65 lower than the previous day. The implied volatity was 39.10, the open interest changed by -6 which decreased total open position to 149
On 14 Nov NMDC was trading at 218.80. The strike last trading price was 26.2, which was 4.20 higher than the previous day. The implied volatity was 41.72, the open interest changed by 6 which increased total open position to 157
On 13 Nov NMDC was trading at 223.21. The strike last trading price was 22, which was 1.15 higher than the previous day. The implied volatity was 42.97, the open interest changed by -4 which decreased total open position to 150
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 20.85, which was 7.10 higher than the previous day. The implied volatity was 33.83, the open interest changed by -6 which decreased total open position to 158
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 13.75, which was -0.15 lower than the previous day. The implied volatity was 36.27, the open interest changed by -16 which decreased total open position to 166
On 8 Nov NMDC was trading at 235.97. The strike last trading price was 13.9, which was 3.10 higher than the previous day. The implied volatity was 37.70, the open interest changed by 44 which increased total open position to 182
On 7 Nov NMDC was trading at 238.91. The strike last trading price was 10.8, which was 1.80 higher than the previous day. The implied volatity was 35.84, the open interest changed by 53 which increased total open position to 138
On 6 Nov NMDC was trading at 241.06. The strike last trading price was 9, which was -5.70 lower than the previous day. The implied volatity was 33.24, the open interest changed by 22 which increased total open position to 76
On 5 Nov NMDC was trading at 234.73. The strike last trading price was 14.7, which was -11.40 lower than the previous day. The implied volatity was 41.29, the open interest changed by 20 which increased total open position to 54
On 4 Nov NMDC was trading at 226.50. The strike last trading price was 26.1, 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 1 Nov NMDC was trading at 222.84. The strike last trading price was 26.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct NMDC was trading at 221.87. The strike last trading price was 26.1, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NMDC was trading at 224.26. The strike last trading price was 22.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NMDC was trading at 226.14. The strike last trading price was 25, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NMDC was trading at 227.96. The strike last trading price was 24.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NMDC was trading at 217.83. The strike last trading price was 24.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NMDC was trading at 215.85. The strike last trading price was 24.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NMDC was trading at 218.28. The strike last trading price was 24.4, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NMDC was trading at 215.41. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NMDC was trading at 225.59. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NMDC was trading at 231.44. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NMDC was trading at 224.02. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NMDC was trading at 231.40. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NMDC was trading at 232.08. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NMDC was trading at 237.05. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NMDC was trading at 233.68. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NMDC was trading at 226.36. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NMDC was trading at 224.18. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NMDC was trading at 218.99. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NMDC was trading at 228.74. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NMDC was trading at 236.56. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NMDC was trading at 239.40. The strike last trading price was 12.5, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NMDC was trading at 244.53. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NMDC was trading at 244.91. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NMDC was trading at 235.18. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
