NMDC
Nmdc Ltd.
Historical option data for NMDC
26 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.07
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 214.45 | 0.4 | 0.05 | 30.75 | 59 | 4 | 304 | |||
| 24 Dec | 212.44 | 0.35 | -0.25 | 30.56 | 39 | 0 | 300 | |||
| 23 Dec | 214.06 | 0.6 | -0.05 | 32.24 | 42 | 14 | 300 | |||
| 20 Dec | 213.15 | 0.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 214.12 | 0.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 213.63 | 0.65 | -1.05 | 30.88 | 267 | -1 | 286 | |||
| 17 Dec | 227.51 | 1.7 | -0.90 | 27.68 | 44 | 0 | 287 | |||
| 16 Dec | 232.64 | 2.6 | -0.25 | 27.00 | 44 | 0 | 287 | |||
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| 13 Dec | 233.73 | 2.85 | -1.90 | 26.08 | 140 | 8 | 287 | |||
| 12 Dec | 240.79 | 4.75 | -0.45 | 25.71 | 34 | 0 | 279 | |||
| 11 Dec | 241.15 | 5.2 | -1.05 | 26.56 | 73 | -1 | 279 | |||
| 10 Dec | 243.97 | 6.25 | 0.75 | 25.78 | 87 | 0 | 280 | |||
| 9 Dec | 241.53 | 5.5 | 0.45 | 26.02 | 273 | 239 | 280 | |||
| 6 Dec | 238.66 | 5.05 | 1.05 | 26.07 | 44 | 23 | 24 | |||
| 5 Dec | 235.16 | 4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 234.07 | 4 | 26.76 | 1 | 0 | 0 | ||||
For Nmdc Ltd. - strike price 255 expiring on 30JAN2025
Delta for 255 CE is 0.05
Historical price for 255 CE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by 4 which increased total open position to 304
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 300
On 23 Dec NMDC was trading at 214.06. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 14 which increased total open position to 300
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 0.65, 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 Dec NMDC was trading at 214.12. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 0.65, which was -1.05 lower than the previous day. The implied volatity was 30.88, the open interest changed by -1 which decreased total open position to 286
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 1.7, which was -0.90 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 287
On 16 Dec NMDC was trading at 232.64. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 287
On 13 Dec NMDC was trading at 233.73. The strike last trading price was 2.85, which was -1.90 lower than the previous day. The implied volatity was 26.08, the open interest changed by 8 which increased total open position to 287
On 12 Dec NMDC was trading at 240.79. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 279
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 5.2, which was -1.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by -1 which decreased total open position to 279
On 10 Dec NMDC was trading at 243.97. The strike last trading price was 6.25, which was 0.75 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 280
On 9 Dec NMDC was trading at 241.53. The strike last trading price was 5.5, which was 0.45 higher than the previous day. The implied volatity was 26.02, the open interest changed by 239 which increased total open position to 280
On 6 Dec NMDC was trading at 238.66. The strike last trading price was 5.05, which was 1.05 higher than the previous day. The implied volatity was 26.07, the open interest changed by 23 which increased total open position to 24
On 5 Dec NMDC was trading at 235.16. The strike last trading price was 4, 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 4, which was lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 0
| NMDC 30JAN2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.14
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 214.45 | 39.5 | -1.25 | 43.58 | 3 | 1 | 7 |
| 24 Dec | 212.44 | 40.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 214.06 | 40.75 | 7.45 | 48.00 | 1 | 0 | 5 |
| 20 Dec | 213.15 | 33.3 | 0.00 | 0.00 | 0 | 0 | 5 |
| 19 Dec | 214.12 | 33.3 | 0.00 | 0.00 | 0 | 0 | 5 |
| 18 Dec | 213.63 | 33.3 | 15.30 | - | 4 | 2 | 3 |
| 17 Dec | 227.51 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 232.64 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 233.73 | 18 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 240.79 | 18 | -14.40 | 32.27 | 1 | 0 | 0 |
| 11 Dec | 241.15 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 243.97 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 241.53 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 238.66 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 235.16 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 234.07 | 32.4 | - | 0 | 0 | 0 | |
For Nmdc Ltd. - strike price 255 expiring on 30JAN2025
Delta for 255 PE is -0.87
Historical price for 255 PE is as follows
On 26 Dec NMDC was trading at 214.45. The strike last trading price was 39.5, which was -1.25 lower than the previous day. The implied volatity was 43.58, the open interest changed by 1 which increased total open position to 7
On 24 Dec NMDC was trading at 212.44. The strike last trading price was 40.75, 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 23 Dec NMDC was trading at 214.06. The strike last trading price was 40.75, which was 7.45 higher than the previous day. The implied volatity was 48.00, the open interest changed by 0 which decreased total open position to 5
On 20 Dec NMDC was trading at 213.15. The strike last trading price was 33.3, 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 5
On 19 Dec NMDC was trading at 214.12. The strike last trading price was 33.3, 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 5
On 18 Dec NMDC was trading at 213.63. The strike last trading price was 33.3, which was 15.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 17 Dec NMDC was trading at 227.51. The strike last trading price was 18, 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 16 Dec NMDC was trading at 232.64. The strike last trading price was 18, 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 13 Dec NMDC was trading at 233.73. The strike last trading price was 18, 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 12 Dec NMDC was trading at 240.79. The strike last trading price was 18, which was -14.40 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NMDC was trading at 241.15. The strike last trading price was 32.4, 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 10 Dec NMDC was trading at 243.97. The strike last trading price was 32.4, 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 9 Dec NMDC was trading at 241.53. The strike last trading price was 32.4, 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 32.4, 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 32.4, 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 32.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
