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[--[65.84.65.76]--]
NMDC
Nmdc Ltd.

217.63 -3.59 (-1.62%)

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Historical option data for NMDC

21 Nov 2024 04:11 PM IST
NMDC 28NOV2024 245 CE
Delta: 0.04
Vega: 0.03
Theta: -0.10
Gamma: 0.01
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
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
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