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

214.45 2.01 (0.95%)

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Historical option data for NMDC

26 Dec 2024 04:11 PM IST
NMDC 30JAN2025 260 CE
Delta: 0.03
Vega: 0.05
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 214.45 0.25 0.00 30.93 192 32 767
24 Dec 212.44 0.25 -0.15 31.39 84 -3 735
23 Dec 214.06 0.4 -0.05 32.45 332 11 738
20 Dec 213.15 0.45 0.35 32.89 8 -1 727
19 Dec 214.12 0.1 -0.40 24.48 4 -2 730
18 Dec 213.63 0.5 -0.70 31.89 661 -69 732
17 Dec 227.51 1.2 -0.60 28.07 189 -14 802
16 Dec 232.64 1.8 -0.30 27.03 156 19 816
13 Dec 233.73 2.1 -1.45 26.63 410 8 798
12 Dec 240.79 3.55 -0.40 26.09 185 14 790
11 Dec 241.15 3.95 -0.85 26.93 267 107 774
10 Dec 243.97 4.8 0.45 26.21 847 367 667
9 Dec 241.53 4.35 0.45 26.90 248 141 303
6 Dec 238.66 3.9 0.85 26.58 228 135 158
5 Dec 235.16 3.05 -0.05 26.76 23 14 21
4 Dec 234.07 3.1 -5.95 27.35 7 5 6
27 Nov 227.72 9.05 0.00 7.83 0 0 0
26 Nov 226.72 9.05 0.00 8.08 0 0 0
11 Nov 232.93 9.05 0.00 5.29 0 0 0
8 Nov 235.97 9.05 0.00 5.30 0 0 0
7 Nov 238.91 9.05 0.00 2.99 0 0 0
6 Nov 241.06 9.05 0.00 3.40 0 0 0
5 Nov 234.73 9.05 0.00 5.76 0 0 0
4 Nov 226.50 9.05 6.90 0 0 0


For Nmdc Ltd. - strike price 260 expiring on 30JAN2025

Delta for 260 CE is 0.03

Historical price for 260 CE is as follows

On 26 Dec NMDC was trading at 214.45. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 30.93, the open interest changed by 32 which increased total open position to 767


On 24 Dec NMDC was trading at 212.44. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by -3 which decreased total open position to 735


On 23 Dec NMDC was trading at 214.06. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by 11 which increased total open position to 738


On 20 Dec NMDC was trading at 213.15. The strike last trading price was 0.45, which was 0.35 higher than the previous day. The implied volatity was 32.89, the open interest changed by -1 which decreased total open position to 727


On 19 Dec NMDC was trading at 214.12. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was 24.48, the open interest changed by -2 which decreased total open position to 730


On 18 Dec NMDC was trading at 213.63. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 31.89, the open interest changed by -69 which decreased total open position to 732


On 17 Dec NMDC was trading at 227.51. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 28.07, the open interest changed by -14 which decreased total open position to 802


On 16 Dec NMDC was trading at 232.64. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 27.03, the open interest changed by 19 which increased total open position to 816


On 13 Dec NMDC was trading at 233.73. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 26.63, the open interest changed by 8 which increased total open position to 798


On 12 Dec NMDC was trading at 240.79. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 26.09, the open interest changed by 14 which increased total open position to 790


On 11 Dec NMDC was trading at 241.15. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by 107 which increased total open position to 774


On 10 Dec NMDC was trading at 243.97. The strike last trading price was 4.8, which was 0.45 higher than the previous day. The implied volatity was 26.21, the open interest changed by 367 which increased total open position to 667


On 9 Dec NMDC was trading at 241.53. The strike last trading price was 4.35, which was 0.45 higher than the previous day. The implied volatity was 26.90, the open interest changed by 141 which increased total open position to 303


On 6 Dec NMDC was trading at 238.66. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 26.58, the open interest changed by 135 which increased total open position to 158


On 5 Dec NMDC was trading at 235.16. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by 14 which increased total open position to 21


On 4 Dec NMDC was trading at 234.07. The strike last trading price was 3.1, which was -5.95 lower than the previous day. The implied volatity was 27.35, the open interest changed by 5 which increased total open position to 6


On 27 Nov NMDC was trading at 227.72. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 7.83, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 8.08, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 9.05, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 9.05, which was lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0


NMDC 30JAN2025 260 PE
Delta: -0.97
Vega: 0.04
Theta: 0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 214.45 43 -3.90 29.61 31 26 49
24 Dec 212.44 46.9 1.95 50.81 7 5 21
23 Dec 214.06 44.95 -0.75 47.29 8 7 15
20 Dec 213.15 45.7 0.00 0.00 0 0 8
19 Dec 214.12 45.7 0.00 0.00 0 0 8
18 Dec 213.63 45.7 16.20 49.12 3 0 7
17 Dec 227.51 29.5 1.95 17.29 5 -1 3
16 Dec 232.64 27.55 1.90 34.68 1 0 3
13 Dec 233.73 25.65 3.65 29.62 2 0 1
12 Dec 240.79 22 -20.50 34.18 1 0 0
11 Dec 241.15 42.5 0.00 - 0 0 0
10 Dec 243.97 42.5 0.00 - 0 0 0
9 Dec 241.53 42.5 0.00 - 0 0 0
6 Dec 238.66 42.5 0.00 - 0 0 0
5 Dec 235.16 42.5 0.00 - 0 0 0
4 Dec 234.07 42.5 -117.40 - 0 0 0
27 Nov 227.72 159.9 0.00 - 0 0 0
26 Nov 226.72 159.9 0.00 - 0 0 0
11 Nov 232.93 159.9 0.00 - 0 0 0
8 Nov 235.97 159.9 0.00 - 0 0 0
7 Nov 238.91 159.9 0.00 - 0 0 0
6 Nov 241.06 159.9 0.00 - 0 0 0
5 Nov 234.73 159.9 0.00 - 0 0 0
4 Nov 226.50 159.9 - 0 0 0


For Nmdc Ltd. - strike price 260 expiring on 30JAN2025

Delta for 260 PE is -0.97

Historical price for 260 PE is as follows

On 26 Dec NMDC was trading at 214.45. The strike last trading price was 43, which was -3.90 lower than the previous day. The implied volatity was 29.61, the open interest changed by 26 which increased total open position to 49


On 24 Dec NMDC was trading at 212.44. The strike last trading price was 46.9, which was 1.95 higher than the previous day. The implied volatity was 50.81, the open interest changed by 5 which increased total open position to 21


On 23 Dec NMDC was trading at 214.06. The strike last trading price was 44.95, which was -0.75 lower than the previous day. The implied volatity was 47.29, the open interest changed by 7 which increased total open position to 15


On 20 Dec NMDC was trading at 213.15. The strike last trading price was 45.7, 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 8


On 19 Dec NMDC was trading at 214.12. The strike last trading price was 45.7, 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 8


On 18 Dec NMDC was trading at 213.63. The strike last trading price was 45.7, which was 16.20 higher than the previous day. The implied volatity was 49.12, the open interest changed by 0 which decreased total open position to 7


On 17 Dec NMDC was trading at 227.51. The strike last trading price was 29.5, which was 1.95 higher than the previous day. The implied volatity was 17.29, the open interest changed by -1 which decreased total open position to 3


On 16 Dec NMDC was trading at 232.64. The strike last trading price was 27.55, which was 1.90 higher than the previous day. The implied volatity was 34.68, the open interest changed by 0 which decreased total open position to 3


On 13 Dec NMDC was trading at 233.73. The strike last trading price was 25.65, which was 3.65 higher than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 1


On 12 Dec NMDC was trading at 240.79. The strike last trading price was 22, which was -20.50 lower than the previous day. The implied volatity was 34.18, 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 42.5, 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 10 Dec NMDC was trading at 243.97. The strike last trading price was 42.5, 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 9 Dec NMDC was trading at 241.53. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, which was -117.40 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 159.9, 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 159.9, 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 159.9, 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 159.9, 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 7 Nov NMDC was trading at 238.91. The strike last trading price was 159.9, 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 159.9, 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 159.9, 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 159.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0