NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.09
Theta: -0.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 0.55 | 0.05 | 29.67 | 586 | 70 | 1,715 | |||
| 24 Dec | 212.44 | 0.5 | -0.40 | 29.75 | 533 | 73 | 1,647 | |||
| 23 Dec | 214.06 | 0.9 | 0.15 | 32.11 | 866 | 29 | 1,576 | |||
| 20 Dec | 213.15 | 0.75 | 0.25 | 30.63 | 70 | -4 | 1,547 | |||
| 19 Dec | 214.12 | 0.5 | -0.50 | 26.62 | 12 | -11 | 1,552 | |||
| 18 Dec | 213.63 | 1 | -1.40 | 31.05 | 1,851 | 226 | 1,565 | |||
| 17 Dec | 227.51 | 2.4 | -1.25 | 27.34 | 599 | 212 | 1,340 | |||
| 16 Dec | 232.64 | 3.65 | -0.30 | 26.88 | 380 | 30 | 1,126 | |||
| 13 Dec | 233.73 | 3.95 | -2.60 | 25.88 | 691 | -53 | 1,097 | |||
| 12 Dec | 240.79 | 6.55 | -0.60 | 26.10 | 273 | -20 | 1,150 | |||
| 11 Dec | 241.15 | 7.15 | -1.20 | 27.23 | 340 | -24 | 1,187 | |||
| 10 Dec | 243.97 | 8.35 | 1.10 | 26.16 | 611 | -106 | 1,214 | |||
| 9 Dec | 241.53 | 7.25 | 0.60 | 25.94 | 735 | 478 | 1,321 | |||
|
|
||||||||||
| 6 Dec | 238.66 | 6.65 | 1.20 | 25.97 | 396 | 209 | 843 | |||
| 5 Dec | 235.16 | 5.45 | 0.30 | 26.54 | 193 | 103 | 630 | |||
| 4 Dec | 234.07 | 5.15 | -0.40 | 26.20 | 97 | 36 | 528 | |||
| 3 Dec | 235.68 | 5.55 | 0.35 | 26.31 | 496 | 435 | 491 | |||
| 2 Dec | 231.75 | 5.2 | 0.45 | 28.15 | 34 | 17 | 55 | |||
| 29 Nov | 230.07 | 4.75 | -0.25 | 27.81 | 30 | 26 | 37 | |||
| 28 Nov | 227.73 | 5 | -0.05 | 29.97 | 2 | 1 | 11 | |||
| 27 Nov | 227.72 | 5.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 226.72 | 5.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 226.80 | 5.05 | 0.85 | 30.43 | 1 | 1 | 10 | |||
| 22 Nov | 220.77 | 4.2 | 0.70 | 32.03 | 4 | 1 | 10 | |||
| 21 Nov | 217.63 | 3.5 | -1.20 | 31.20 | 3 | 1 | 8 | |||
| 20 Nov | 221.22 | 4.7 | 0.00 | 33.18 | 4 | 3 | 6 | |||
| 19 Nov | 221.22 | 4.7 | -0.80 | 33.18 | 4 | 2 | 6 | |||
| 18 Nov | 222.71 | 5.5 | 1.20 | 33.77 | 4 | 0 | 2 | |||
| 14 Nov | 218.80 | 4.3 | -0.70 | 32.14 | 1 | 0 | 2 | |||
| 12 Nov | 224.76 | 5 | -5.10 | 29.44 | 2 | 0 | 1 | |||
| 11 Nov | 232.93 | 10.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 235.97 | 10.1 | -1.45 | 30.39 | 1 | 0 | 0 | |||
| 7 Nov | 238.91 | 11.55 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 6 Nov | 241.06 | 11.55 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 5 Nov | 234.73 | 11.55 | 0.00 | 3.48 | 0 | 0 | 0 | |||
| 4 Nov | 226.50 | 11.55 | 4.71 | 0 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 250 expiring on 30JAN2025
Delta for 250 CE is 0.07
Historical price for 250 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 29.67, the open interest changed by 70 which increased total open position to 1715
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 29.75, the open interest changed by 73 which increased total open position to 1647
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 32.11, the open interest changed by 29 which increased total open position to 1576
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 30.63, the open interest changed by -4 which decreased total open position to 1547
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 26.62, the open interest changed by -11 which decreased total open position to 1552
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 1, which was -1.40 lower than the previous day. The implied volatity was 31.05, the open interest changed by 226 which increased total open position to 1565
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 212 which increased total open position to 1340
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 3.65, which was -0.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 30 which increased total open position to 1126
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 3.95, which was -2.60 lower than the previous day. The implied volatity was 25.88, the open interest changed by -53 which decreased total open position to 1097
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 6.55, which was -0.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by -20 which decreased total open position to 1150
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 7.15, which was -1.20 lower than the previous day. The implied volatity was 27.23, the open interest changed by -24 which decreased total open position to 1187
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 8.35, which was 1.10 higher than the previous day. The implied volatity was 26.16, the open interest changed by -106 which decreased total open position to 1214
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 7.25, which was 0.60 higher than the previous day. The implied volatity was 25.94, the open interest changed by 478 which increased total open position to 1321
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 6.65, which was 1.20 higher than the previous day. The implied volatity was 25.97, the open interest changed by 209 which increased total open position to 843
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 5.45, which was 0.30 higher than the previous day. The implied volatity was 26.54, the open interest changed by 103 which increased total open position to 630
On 4 Dec NMDC was trading at 234.07. The strike last trading price was 5.15, which was -0.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by 36 which increased total open position to 528
On 3 Dec NMDC was trading at 235.68. The strike last trading price was 5.55, which was 0.35 higher than the previous day. The implied volatity was 26.31, the open interest changed by 435 which increased total open position to 491
On 2 Dec NMDC was trading at 231.75. The strike last trading price was 5.2, which was 0.45 higher than the previous day. The implied volatity was 28.15, the open interest changed by 17 which increased total open position to 55
On 29 Nov NMDC was trading at 230.07. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 26 which increased total open position to 37
On 28 Nov NMDC was trading at 227.73. The strike last trading price was 5, which was -0.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 11
On 27 Nov NMDC was trading at 227.72. The strike last trading price was 5.05, 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 5.05, 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 5.05, which was 0.85 higher than the previous day. The implied volatity was 30.43, the open interest changed by 1 which increased total open position to 10
On 22 Nov NMDC was trading at 220.77. The strike last trading price was 4.2, which was 0.70 higher than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 10
On 21 Nov NMDC was trading at 217.63. The strike last trading price was 3.5, which was -1.20 lower than the previous day. The implied volatity was 31.20, the open interest changed by 1 which increased total open position to 8
On 20 Nov NMDC was trading at 221.22. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 33.18, the open interest changed by 3 which increased total open position to 6
On 19 Nov NMDC was trading at 221.22. The strike last trading price was 4.7, which was -0.80 lower than the previous day. The implied volatity was 33.18, the open interest changed by 2 which increased total open position to 6
On 18 Nov NMDC was trading at 222.71. The strike last trading price was 5.5, which was 1.20 higher than the previous day. The implied volatity was 33.77, the open interest changed by 0 which decreased total open position to 2
On 14 Nov NMDC was trading at 218.80. The strike last trading price was 4.3, which was -0.70 lower than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 2
On 12 Nov NMDC was trading at 224.76. The strike last trading price was 5, which was -5.10 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 1
On 11 Nov NMDC was trading at 232.93. The strike last trading price was 10.1, 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 8 Nov NMDC was trading at 235.97. The strike last trading price was 10.1, which was -1.45 lower than the previous day. The implied volatity was 30.39, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 11.55, 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 5 Nov NMDC was trading at 234.73. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 11.55, which was lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.09
Theta: 0.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 33.55 | -2.35 | 30.74 | 98 | 62 | 928 |
| 24 Dec | 212.44 | 35.9 | -2.10 | 35.06 | 113 | 109 | 865 |
| 23 Dec | 214.06 | 38 | 2.50 | 55.33 | 25 | 15 | 755 |
| 20 Dec | 213.15 | 35.5 | 1.00 | 33.19 | 1 | 0 | 740 |
| 19 Dec | 214.12 | 34.5 | 0.00 | 0.00 | 0 | 305 | 0 |
| 18 Dec | 213.63 | 34.5 | 11.80 | 33.83 | 379 | 304 | 739 |
| 17 Dec | 227.51 | 22.7 | 3.80 | 30.73 | 473 | 402 | 435 |
| 16 Dec | 232.64 | 18.9 | -1.35 | 30.65 | 4 | 1 | 31 |
| 13 Dec | 233.73 | 20.25 | 5.25 | 36.63 | 4 | 0 | 30 |
| 12 Dec | 240.79 | 15 | 2.60 | 32.85 | 10 | 2 | 28 |
| 11 Dec | 241.15 | 12.4 | 0.80 | 25.54 | 18 | 9 | 26 |
| 10 Dec | 243.97 | 11.6 | -3.65 | 28.13 | 30 | 16 | 17 |
| 9 Dec | 241.53 | 15.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 238.66 | 15.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 235.16 | 15.25 | -19.95 | 23.16 | 1 | 0 | 0 |
| 4 Dec | 234.07 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 235.68 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 231.75 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 230.07 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 227.73 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 227.72 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 226.72 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 226.80 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 220.77 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 217.63 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 221.22 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 221.22 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 222.71 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 218.80 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 224.76 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 232.93 | 35.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 235.97 | 35.2 | -83.50 | - | 0 | 0 | 0 |
| 7 Nov | 238.91 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 241.06 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 234.73 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 226.50 | 118.7 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 250 expiring on 30JAN2025
Delta for 250 PE is -0.93
Historical price for 250 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 33.55, which was -2.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by 62 which increased total open position to 928
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 35.9, which was -2.10 lower than the previous day. The implied volatity was 35.06, the open interest changed by 109 which increased total open position to 865
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 38, which was 2.50 higher than the previous day. The implied volatity was 55.33, the open interest changed by 15 which increased total open position to 755
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 35.5, which was 1.00 higher than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 740
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 305 which increased total open position to 0
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 34.5, which was 11.80 higher than the previous day. The implied volatity was 33.83, the open interest changed by 304 which increased total open position to 739
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 22.7, which was 3.80 higher than the previous day. The implied volatity was 30.73, the open interest changed by 402 which increased total open position to 435
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 18.9, which was -1.35 lower than the previous day. The implied volatity was 30.65, the open interest changed by 1 which increased total open position to 31
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 20.25, which was 5.25 higher than the previous day. The implied volatity was 36.63, the open interest changed by 0 which decreased total open position to 30
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 15, which was 2.60 higher than the previous day. The implied volatity was 32.85, the open interest changed by 2 which increased total open position to 28
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 12.4, which was 0.80 higher than the previous day. The implied volatity was 25.54, the open interest changed by 9 which increased total open position to 26
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 11.6, which was -3.65 lower than the previous day. The implied volatity was 28.13, the open interest changed by 16 which increased total open position to 17
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 15.25, 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 6 Dec NMDC was trading at 238.66. The strike last trading price was 15.25, 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 5 Dec NMDC was trading at 235.16. The strike last trading price was 15.25, which was -19.95 lower than the previous day. The implied volatity was 23.16, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 14 Nov NMDC was trading at 218.80. The strike last trading price was 35.2, 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 35.2, 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 35.2, 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 35.2, which was -83.50 lower than the previous day. The implied volatity was -, 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 118.7, 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 118.7, 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 118.7, 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 4 Nov NMDC was trading at 226.50. The strike last trading price was 118.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
