NMDC
Nmdc Ltd.
Historical option data for NMDC
27 Dec 2024 04:11 PM IST
| NMDC 30JAN2025 75 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.07
Theta: -0.03
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 69.32 | 0.8 | 28.79 | 1,104 | 439.667 | 566 | ||||
For Nmdc Ltd. - strike price 75 expiring on 30JAN2025
Delta for 75 CE is 0.23
Historical price for 75 CE is as follows
On 27 Dec NMDC was trading at 69.32. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 28.79, the open interest changed by 439.6666666666667 which increased total open position to 566
| NMDC 30JAN2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.07
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 69.32 | 6.1 | 35.27 | 68 | 169 | 240 | |
For Nmdc Ltd. - strike price 75 expiring on 30JAN2025
Delta for 75 PE is -0.72
Historical price for 75 PE is as follows
On 27 Dec NMDC was trading at 69.32. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was 35.27, the open interest changed by 169 which increased total open position to 240
