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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 270 CE
Delta: 0.02
Vega: 0.04
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 214.45 0.2 -0.05 34.86 13 2 328
24 Dec 212.44 0.25 -0.05 36.33 36 17 329
23 Dec 214.06 0.3 -0.20 35.86 87 26 311
20 Dec 213.15 0.5 0.00 38.72 8 -1 292
19 Dec 214.12 0.5 0.00 37.76 1 0 294
18 Dec 213.63 0.5 -0.25 36.97 164 -49 295
17 Dec 227.51 0.75 -0.25 30.44 66 44 343
16 Dec 232.64 1 -0.25 28.53 83 10 298
13 Dec 233.73 1.25 -0.95 28.46 139 17 288
12 Dec 240.79 2.2 -0.20 28.08 88 31 271
11 Dec 241.15 2.4 -0.50 28.45 117 20 237
10 Dec 243.97 2.9 0.45 27.56 326 172 217
9 Dec 241.53 2.45 0.20 27.44 45 18 43
6 Dec 238.66 2.25 0.75 27.38 27 18 24
5 Dec 235.16 1.5 -0.30 26.41 5 1 4
4 Dec 234.07 1.8 -5.20 28.23 3 2 2
27 Nov 227.72 7 0.00 10.04 0 0 0
26 Nov 226.72 7 0.00 10.14 0 0 0
11 Nov 232.93 7 0.00 8.13 0 0 0
8 Nov 235.97 7 -28.65 4.95 0 0 0
7 Nov 238.91 35.65 0.00 6.02 0 0 0
6 Nov 241.06 35.65 0.00 0.00 0 0 0
5 Nov 234.73 35.65 0.00 0.00 0 0 0
4 Nov 226.50 35.65 0.00 0 0 0


For Nmdc Ltd. - strike price 270 expiring on 30JAN2025

Delta for 270 CE is 0.02

Historical price for 270 CE is as follows

On 26 Dec NMDC was trading at 214.45. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.86, the open interest changed by 2 which increased total open position to 328


On 24 Dec NMDC was trading at 212.44. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.33, the open interest changed by 17 which increased total open position to 329


On 23 Dec NMDC was trading at 214.06. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 35.86, the open interest changed by 26 which increased total open position to 311


On 20 Dec NMDC was trading at 213.15. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.72, the open interest changed by -1 which decreased total open position to 292


On 19 Dec NMDC was trading at 214.12. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 294


On 18 Dec NMDC was trading at 213.63. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 36.97, the open interest changed by -49 which decreased total open position to 295


On 17 Dec NMDC was trading at 227.51. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.44, the open interest changed by 44 which increased total open position to 343


On 16 Dec NMDC was trading at 232.64. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by 10 which increased total open position to 298


On 13 Dec NMDC was trading at 233.73. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 28.46, the open interest changed by 17 which increased total open position to 288


On 12 Dec NMDC was trading at 240.79. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 28.08, the open interest changed by 31 which increased total open position to 271


On 11 Dec NMDC was trading at 241.15. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 28.45, the open interest changed by 20 which increased total open position to 237


On 10 Dec NMDC was trading at 243.97. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 27.56, the open interest changed by 172 which increased total open position to 217


On 9 Dec NMDC was trading at 241.53. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 27.44, the open interest changed by 18 which increased total open position to 43


On 6 Dec NMDC was trading at 238.66. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 27.38, the open interest changed by 18 which increased total open position to 24


On 5 Dec NMDC was trading at 235.16. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 26.41, the open interest changed by 1 which increased total open position to 4


On 4 Dec NMDC was trading at 234.07. The strike last trading price was 1.8, which was -5.20 lower than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 2


On 27 Nov NMDC was trading at 227.72. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 10.04, 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 7, which was 0.00 lower than the previous day. The implied volatity was 10.14, 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 7, which was 0.00 lower than the previous day. The implied volatity was 8.13, 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 7, which was -28.65 lower than the previous day. The implied volatity was 4.95, 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 35.65, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 35.65, 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 5 Nov NMDC was trading at 234.73. The strike last trading price was 35.65, 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 4 Nov NMDC was trading at 226.50. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


NMDC 30JAN2025 270 PE
Delta: -0.89
Vega: 0.13
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 214.45 54.5 -2.00 54.13 2 1 4
24 Dec 212.44 56.5 2.00 55.28 2 1 2
23 Dec 214.06 54.5 0.00 0.00 0 0 0
20 Dec 213.15 54.5 0.00 0.00 0 0 1
19 Dec 214.12 54.5 0.00 0.00 0 0 1
18 Dec 213.63 54.5 4.25 47.46 1 0 0
17 Dec 227.51 50.25 0.00 - 0 0 0
16 Dec 232.64 50.25 0.00 - 0 0 0
13 Dec 233.73 50.25 0.00 - 0 0 0
12 Dec 240.79 50.25 0.00 - 0 0 0
11 Dec 241.15 50.25 0.00 - 0 0 0
10 Dec 243.97 50.25 0.00 - 0 0 0
9 Dec 241.53 50.25 0.00 - 0 0 0
6 Dec 238.66 50.25 0.00 - 0 0 0
5 Dec 235.16 50.25 0.00 - 0 0 0
4 Dec 234.07 50.25 -124.60 - 0 0 0
27 Nov 227.72 174.85 0.00 - 0 0 0
26 Nov 226.72 174.85 0.00 - 0 0 0
11 Nov 232.93 174.85 0.00 - 0 0 0
8 Nov 235.97 174.85 0.00 - 0 0 0
7 Nov 238.91 174.85 0.00 - 0 0 0
6 Nov 241.06 174.85 0.00 0.00 0 0 0
5 Nov 234.73 174.85 0.00 0.00 0 0 0
4 Nov 226.50 174.85 0.00 0 0 0


For Nmdc Ltd. - strike price 270 expiring on 30JAN2025

Delta for 270 PE is -0.89

Historical price for 270 PE is as follows

On 26 Dec NMDC was trading at 214.45. The strike last trading price was 54.5, which was -2.00 lower than the previous day. The implied volatity was 54.13, the open interest changed by 1 which increased total open position to 4


On 24 Dec NMDC was trading at 212.44. The strike last trading price was 56.5, which was 2.00 higher than the previous day. The implied volatity was 55.28, the open interest changed by 1 which increased total open position to 2


On 23 Dec NMDC was trading at 214.06. The strike last trading price was 54.5, 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 54.5, 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 1


On 19 Dec NMDC was trading at 214.12. The strike last trading price was 54.5, 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 1


On 18 Dec NMDC was trading at 213.63. The strike last trading price was 54.5, which was 4.25 higher than the previous day. The implied volatity was 47.46, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NMDC was trading at 227.51. The strike last trading price was 50.25, 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 16 Dec NMDC was trading at 232.64. The strike last trading price was 50.25, 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 13 Dec NMDC was trading at 233.73. The strike last trading price was 50.25, 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 Dec NMDC was trading at 240.79. The strike last trading price was 50.25, 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 Dec NMDC was trading at 241.15. The strike last trading price was 50.25, 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 50.25, 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 50.25, 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 50.25, 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 50.25, 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 50.25, which was -124.60 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 174.85, 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 174.85, 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 174.85, 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 174.85, 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 174.85, 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 174.85, 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 5 Nov NMDC was trading at 234.73. The strike last trading price was 174.85, 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 4 Nov NMDC was trading at 226.50. The strike last trading price was 174.85, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0