NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.12
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 0.9 | 0.05 | 29.75 | 102 | -8 | 169 | |||
| 24 Dec | 212.44 | 0.85 | -0.50 | 30.16 | 77 | 4 | 177 | |||
| 23 Dec | 214.06 | 1.35 | 0.45 | 32.14 | 160 | 26 | 173 | |||
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| 20 Dec | 213.15 | 0.9 | -0.40 | 29.20 | 3 | -2 | 148 | |||
| 19 Dec | 214.12 | 1.3 | -0.20 | 30.05 | 2 | -1 | 151 | |||
| 18 Dec | 213.63 | 1.5 | -1.95 | 31.23 | 350 | 79 | 144 | |||
| 17 Dec | 227.51 | 3.45 | -1.65 | 27.39 | 81 | 30 | 64 | |||
| 16 Dec | 232.64 | 5.1 | -0.30 | 27.01 | 43 | 17 | 33 | |||
| 13 Dec | 233.73 | 5.4 | -3.00 | 25.73 | 29 | 6 | 16 | |||
| 12 Dec | 240.79 | 8.4 | -0.55 | 25.48 | 5 | 2 | 9 | |||
| 11 Dec | 241.15 | 8.95 | -1.80 | 26.76 | 14 | 0 | 7 | |||
| 10 Dec | 243.97 | 10.75 | 1.80 | 26.26 | 10 | 6 | 8 | |||
| 9 Dec | 241.53 | 8.95 | 1.60 | 24.66 | 1 | 0 | 2 | |||
| 6 Dec | 238.66 | 7.35 | -0.30 | 22.45 | 1 | 0 | 1 | |||
| 5 Dec | 235.16 | 7.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 234.07 | 7.65 | -3.65 | 28.70 | 1 | 0 | 0 | |||
| 3 Dec | 235.68 | 11.3 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 2 Dec | 231.75 | 11.3 | 0.00 | 2.92 | 0 | 0 | 0 | |||
| 29 Nov | 230.07 | 11.3 | 3.39 | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 245 expiring on 30JAN2025
Delta for 245 CE is 0.10
Historical price for 245 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 29.75, the open interest changed by -8 which decreased total open position to 169
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 30.16, the open interest changed by 4 which increased total open position to 177
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 32.14, the open interest changed by 26 which increased total open position to 173
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 29.20, the open interest changed by -2 which decreased total open position to 148
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 30.05, the open interest changed by -1 which decreased total open position to 151
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 1.5, which was -1.95 lower than the previous day. The implied volatity was 31.23, the open interest changed by 79 which increased total open position to 144
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 3.45, which was -1.65 lower than the previous day. The implied volatity was 27.39, the open interest changed by 30 which increased total open position to 64
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 5.1, which was -0.30 lower than the previous day. The implied volatity was 27.01, the open interest changed by 17 which increased total open position to 33
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 5.4, which was -3.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by 6 which increased total open position to 16
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 8.4, which was -0.55 lower than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 9
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 8.95, which was -1.80 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 7
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 10.75, which was 1.80 higher than the previous day. The implied volatity was 26.26, the open interest changed by 6 which increased total open position to 8
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 8.95, which was 1.60 higher than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 2
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 7.35, which was -0.30 lower than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 7.65, 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 7.65, which was -3.65 lower than the previous day. The implied volatity was 28.70, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 11.3, which was lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.17
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 30 | -2.00 | 38.47 | 19 | 14 | 37 |
| 24 Dec | 212.44 | 32 | 1.60 | 38.90 | 5 | 4 | 22 |
| 23 Dec | 214.06 | 30.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 213.15 | 30.4 | 0.00 | 0.00 | 0 | 0 | 18 |
| 19 Dec | 214.12 | 30.4 | 0.00 | 0.00 | 0 | 0 | 18 |
| 18 Dec | 213.63 | 30.4 | 11.90 | 35.39 | 17 | 9 | 18 |
| 17 Dec | 227.51 | 18.5 | 3.35 | 29.22 | 1 | 0 | 9 |
| 16 Dec | 232.64 | 15.15 | -0.50 | 29.72 | 1 | 0 | 9 |
| 13 Dec | 233.73 | 15.65 | 5.35 | 32.21 | 1 | 0 | 8 |
| 12 Dec | 240.79 | 10.3 | -0.15 | 27.52 | 4 | 1 | 8 |
| 11 Dec | 241.15 | 10.45 | 2.00 | 28.05 | 11 | 3 | 4 |
| 10 Dec | 243.97 | 8.45 | -17.05 | 26.48 | 1 | 0 | 0 |
| 9 Dec | 241.53 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 238.66 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 235.16 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 234.07 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 235.68 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 231.75 | 25.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 230.07 | 25.5 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 245 expiring on 30JAN2025
Delta for 245 PE is -0.83
Historical price for 245 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 30, which was -2.00 lower than the previous day. The implied volatity was 38.47, the open interest changed by 14 which increased total open position to 37
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 32, which was 1.60 higher than the previous day. The implied volatity was 38.90, the open interest changed by 4 which increased total open position to 22
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 30.4, 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 20 Dec NMDC was trading at 213.15. The strike last trading price was 30.4, 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 18
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 30.4, 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 18
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 30.4, which was 11.90 higher than the previous day. The implied volatity was 35.39, the open interest changed by 9 which increased total open position to 18
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 18.5, which was 3.35 higher than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 9
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 15.15, which was -0.50 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 9
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 15.65, which was 5.35 higher than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 8
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 10.3, which was -0.15 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1 which increased total open position to 8
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 10.45, which was 2.00 higher than the previous day. The implied volatity was 28.05, the open interest changed by 3 which increased total open position to 4
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 8.45, which was -17.05 lower than the previous day. The implied volatity was 26.48, 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 25.5, 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 25.5, 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 25.5, 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 25.5, 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 25.5, 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 25.5, 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 25.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
